The Aspect Diversified Program (“Aspect Diversified”) applies a fully systematic, momentum-based investment strategy. The Program seeks to generate sustainable, high-quality alpha, which is uncorrelated with returns from major asset classes, through the quantitative identification and the systematic and disciplined capture of price trends which occur persistently, if unpredictably, in a wide range of liquid global financial futures, commodities, currencies and equity markets.
| Year or YTD |
Program |
SP500 TR |
| 2016 |
-9.16 |
11.98 |
| 2015 |
7.92 |
1.41 |
| 2014 |
32.01 |
13.69 |
| 2013 |
-4.47 |
32.41 |
| 2012 |
-10.65 |
15.98 |
| 2011 |
4.53 |
2.12 |
| 2010 |
15.37 |
15.06 |
| 2009 |
-11.25 |
26.45 |
| 2008 |
25.44 |
-36.99 |
| 2007 |
8.17 |
5.50 |
| 2006 |
12.82 |
15.79 |
| 2005 |
12.00 |
4.89 |
| 2004 |
-7.72 |
10.87 |
| 2003 |
20.58 |
28.69 |
| 2002 |
19.19 |
-22.10 |
| 2001 |
15.77 |
-11.88 |
| 2000 |
24.93 |
-9.09 |
| 1999 |
0.65 |
21.04 |
| 1998 |
0.40 |
5.76 |
| Average |
8.24 |
6.93 |
| Stock Indexes |
Yes |
| Interest Rates |
Yes |
| Currencies |
Yes |
| Metals |
Yes |
| Energies |
Yes |
| Softs |
Yes |
| Grains |
Yes |
| Meats |
Yes |
| Forex |
Yes |
| Technical |
Yes |
| Trend Following |
Yes |
| Systematic |
Yes |
| Discretionary |
No |
| Diversified |
Yes |
| Sector Specialist |
No |
| Managed Account Minimum: |
$20,000,000 |
| Margin / Equity Ratio: |
14% |
| Managed Account Availability: |
Open |
| Manager Name: |
Aspect Capital Limited |
| Address: |
10 Portman Square |
| City: |
London |
| State: |
|
| Zip: |
W1H 6AZ |
| Country: |
United Kingdom |
Registering here provides access to
- 5,000+ Hedge Funds / UCITS Funds / Funds of Funds/Futures Advisors
- On-demand updates of monthly returns life of program
- Information on holdings, performance, assets and fees
- Direct email addresses, key principals and in-depth biographies
Your personal information will never be released to a third party.
Contact us with your questions and we’ll provide you the answers, an objective opinion and links for additional information and/or verification.
Regards,
Peter Knight Advisor
Asset Investment Management
