ADG Systematic Macro

Investment Objective

The Fund seeks to take long and short positions on a global basis in a broad range of financial instruments. The Fund will take directional and relative value positions based on systematically applied fundamental global macro analysis. This strategy aims for the generation of excess returns by means of tactical reallocation of the risk budget between asset classes, within asset classes and between various risk factors. The Fund’s strategy is based on a proprietary software tool which analyses macroeconomic and market information and produces recommended portfolios and trades. The methodology coded into the software makes use of theory based analysis of markets and advanced risk management techniques.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.4 0.3 0.1 0.1 0.0 0.7 0.1 0.7 0.0 0.1 0.9 0.3 0.6
2018 0.7 0.2 0.3 0.5 0.0 0.9 1.0 0.5 0.1 0.4 0.9 0.5 0.2

or Register for Free

  • Access the full universe of UCITS Hedge Funds and Absolute Return Funds.
  • Build and curate a watchlist.
  • View the latest research.
Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.