Lumyna - Millburn Diversified UCITS

Investment Objective

The investment objective of the Millburn Diversified UCITS Fund is to achieve capital appreciation through a fully systematic and quantitative trading approach that seeks to profit from opportunities in a wide array of liquid markets. The Fund seeks to identify opportunities in both rising and falling market environments through the use of a multi-factor, systematic and risk-managed investment approach that extracts information from a variety of price, price-derivative and non-price data sources. Trading in more than 90 global futures and currency instruments, the strategy has historically demonstrated low correlation to traditional long equity and bond investments, as well as strong performance during many periods of stress for such traditional asset classes.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.7 0.7 0.7 0.4 0.8 0.1 0.8 0.2 0.5 0.3 0.7 0.7 0.1
2018 0.5 0.8 0.6 0.3 0.8 0.9 0.6 0.0 0.2 0.3 0.4 0.2 0.9

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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.