GAM Systematic Core Macro

Investment Objective

The programme combines multiple investment strategies grouped around two uncorrelated sources. Value and Carry strategies capture relative value and carry macro returns. The strategies employ machine-learning techniques to identify market opportunities and to manage risk. The low correlation between component strategies delivers strong risk-adjusted returns over the cycle. Trend strategies seek to profit from trend-following behaviour on all portfolio assets across varying time frames. Diverse and sophisticated statistical tools and methods ensure that the multiple strategies are well-diversified by implementation. Risk allocation between asset classes and strategies is systematically determined and can be very dynamic as the opportunity set changes. The programme delivers 10-12% annual volatility over time.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.4 0.6 0.4 0.8 0.1 0.8 0.6 0.8 0.2 0.6 0.1 0.3 0.2
2018 0.9 1.0 0.4 1.0 0.0 0.7 0.9 0.6 0.9 0.4 0.0 1.0 0.5

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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.