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Aspect Systematic Global Macro B EUR

Ranked 6 out of 46 in - Global Macro over 3 months
All calculations are in EUR unless stated

Managed by

Anoosh Lachin

Dr. Anoosh Lachin joined Aspect in February 2016 as a portfolio manager. Together with Noor, he is responsible for running and developing systematic global macro and systematic currency strategies. The team puts strong emphasis on research and the scientific and progressive development of their systematic investment strategies. Lachin is a founding partner of Auriel Capital Management. Prior to launching Auriel in 2004, he was a senior quantitative analyst/fund manager/researcher at Deutsche Bank Asset Management, London. He started his career in 1996 as a quantitative strategist at IKOS Asset Management. Lachin holds a PhD in space physics from Imperial College of Science, Technology & Medicine (London) after gaining a first-class degree in physics and is an associate of the Royal College of Science.

Asif Noor

Asif Noor joined Aspect in February 2016 as a portfolio manager. Together with Dr. Lachin, he is responsible for running and developing systematic global macro and systematic currency strategies. The team puts strong emphasis on research and the scientific and progressive development of their systematic investment strategies. He is a founding partner of Auriel Capital Management, which was acquired by Aspect in February 2016. Prior to launching Auriel in 2004, he was Vice-President, Quantitative Research and Portfolio Engineering at Deutsche Asset Management in London. He previously worked in the quantitative research and portfolio engineering department of Deutsche Asset Management in New York, where he focused on currency overlay products. His career started at Barra RogersCasey as an analyst in investment consulting. He is a CFA charterholder and holds a B.A. in economics from Bard College (USA).

Objective

The investment objective of the Fund is to aim to generate returns while maintaining low correlation to the asset classes in which it invests. In order to achieve its investment objective, the Fund provides investors with exposure to the performance of the Aspect Systematic Global Macro Programme through both investments in FDIs and in transferable securities in the form of SFIs, which provides exposure to the Underlying Investment Fund. The Programme provides exposure to government bonds, currencies, global equity indices and volatility indices through FDI.

Showing fund performance in Hong Kong View performance globally

Performance

Global Macro over : 30/08/2018 - 30/11/2018
  • Rank 6/46 Total Return
  • Rank 33/46 Standard Deviation
  • Rank 9/46 Max Drawdown
Fund Name Currency Loss
7 Alessia Absolute Return Macro R EUR

-0.3%

8 William Blair SICAV Dynamic Div Alloc I H EUR

Currency exposure is hedged

Currency exposure is hedged

EUR

-0.3%

9 Aspect Systematic Global Macro B EUR EUR

-0.4%

10 H2O Largo I/C (EUR) EUR

-0.4%

11 DGC Notz Stucki Emerging Markets and Macro A EUR EUR

-0.5%

Total Return

Quarterly Performance

to 01/01/2018 Annual Q1 Q2 Q3 Q4

Month by Month Performance

Returns Vs Risk

Registered For Sale In

  1. Australia
  2. Canada
  3. Denmark
  4. Finland
  5. France
  6. Germany
  7. Ireland
  8. Italy
  9. Netherlands
  10. Norway
  11. Spain
  12. Sweden
  13. United Kingdom

Fund Info

  • Launch date06/07/2018
  • Base currencyEUR

Purchase Info

  • Min. initial investment100,000

Charges

  • Annual management1.00%
  • Initial investment0.00%

Performance is for the period shown (month end to month end, bid/bid, gross income reinvested, calculated in the currency and currencies indicated).