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 |
