Graham Macro UCITS

Investment Objective

A global macro seeking to generate positive returns in both rising and falling markets. The portfolio is built around 7 discretionary macro managers at Graham Capital Management. The fund emphasizes macro directional trading across liquid global markets. Includes both discretionary trading strategies as well as a quant macro strategy.

Latest Meeting Note

Meeting 20 Oct 2020

Graham Macro UCITS (multi-PM) is a diversified, trading-oriented macro strategy that allocates to five discretionary portfolio managers (each with over 20 years of investment experience) and to the Graham Quant Macro Systematic trading s... Read more

Graham Macro UCITS (multi-PM) is a diversified, trading-oriented macro strategy that allocates to five discretionary portfolio managers (each with over 20 years of investment experience) and to the Graham Quant Macro Systematic trading strategy (22% of the risk). The five underlying discretionary macro strategies include: Opportunistic Sector Trading, Global Monetary Policy, Macro Data Driven, Discretionary Macro Technical and Macro Quant Alpha II, with the portfolio aiming to maintain differentiation across market sectors, trading time frame (from intraday to longer term horizon) and implementation. Importantly, each PM has the ability to trade tactically and independently (no “House view”), with more concentrated (directional) bets on high conviction opportunities. The fund is asset allocated ona monthly basis by Graham’s Investment Committee.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2020 0.9 0.6 0.6 0.3 1.0 0.4 0.5 0.3 0.2 0.7 0.7 0.4 0.4
2019 0.8 0.2 0.8 0.1 0.7 0.7 0.0 0.9 0.1 0.5 0.8 1.0 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.