16 Jan 2012
AC Spectrum Fund, part of Aquila Capital, the Hamburg-based alternative investment company, has returned 6.78% since its launch in May 2011.
The fund’s returns significantly exceed the performance achieved by the Newedge CTA Index, which posted a loss in excess of 3 % over the same time period.
The AC Spectrum Fund is a futures fund which offers investors daily liquidity. The UCITS compliant CTA fund is a fully systematic trend follower that targets a return of 18% to 20% per year with 15% volatility. Trend-following is at the fund’s core and is supplemented with two additional strategies that are negatively correlated to the trend-following strategy to create a more stable return stream over time.
The fund’s returns significantly exceed the performance achieved by the Newedge CTA Index, which posted a loss in excess of 3 % over the same time period.
“Aquila Capital is delighted that our AC Spectrum Fund has achieved such a strong performance since its launch in 2011,” said Jan Auspurg, fund manager within the Aquila Capital Quant Team. “The success of the fund demonstrates the importance of providing efficient diversification over markets and strategies and the strength of the investment approach in challenging market conditions.”
The AC Spectrum Fund is a futures fund which offers investors daily liquidity. The UCITS compliant CTA fund is a fully systematic trend follower that targets a return of 18% to 20% per year with 15% volatility. Trend-following is at the fund’s core and is supplemented with two additional strategies that are negatively correlated to the trend-following strategy to create a more stable return stream over time.
