U Access (IRL) Campbell Absolute Return UCITS

Investment Objective

The Fund’s investment objective is to achieve medium to long-term capital appreciation from attractive risk adjusted returns that exhibit low correlation with traditional asset classes. The strategy seeks to systematically capture a wide range of market behaviours through diversification across investment style, sector, and time horizon. The strategy consists of multiple distinct investment strategies, each of which employs one or more quantitative techniques to generate its positions.

Latest Meeting Note

Meeting 05 Oct 2020

The Campbell Absolute Return UCITS fund was launched on the UBP platform in June this year and currently has $31m in AUM. Campbell & Company are a global systematic manager with more than 40 years of experience, with a history of dev... Read more

The Campbell Absolute Return UCITS fund was launched on the UBP platform in June this year and currently has $31m in AUM. Campbell & Company are a global systematic manager with more than 40 years of experience, with a history of developing and running proprietary modelling and risk management techniques for predominately CTA portfolios, and currently manage c. $1.7bn. The Absolute Return strategy is a systematic multi-strategy fund which has been running since 2002 in offshore format. The early days of the strategy saw it run three underlying strategies; market-based trend, carry and equity mean reversion. Nowadays, the remit of the fund has expanded (owing to advances in portfolio construction, risk management, technology and execution) with four broad strategies traded; equity, trend, macro and short-term strategies, each containing a variety of sub-strategies such as; momentum, carry, mean reversion. Resultingly, the UCITS fund now trades c. 75 unique sources of alpha across 95+ futures and forward markets and >1,100 US stocks. The underlying strategies exhibit minimal/no pairwise correlation with one another, resulting in a final portfolio that shows no statistical correlation to equities or fixed income. The overall objective of the fund is to generate performance in all market conditions, while producing a Sharpe >1, with a target volatility of 9%.

Performance

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

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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.