Systematica Investments launches Alternative Risk Premia UCITS fund

Following strong investor interest, Systematica Investments has launched a UCITS version of their Alternative Risk Premia strategy.  Using a broad range of asset classes, the fund aims to harvest different well documented premia such as value, momentum and carry.  It aims for annualized returns of 6% to 8% over a market cycle with a volatility of 8% to 10%.

With this new launch, Systematica wants to bring hedge fund like returns in a format that offers greater transparency and liquidity with a stronger focus on costs. The fund will have a daily liquidity and was seeded with a relatively large initial capital of 122MUSD.

Systematica is a Jersey-based investment manager focused on systematic and quantitative investing. It was founded in 2015 as a spin-off from BlueCrest Capital Management. The company manages approximately $8 billion and also runs the BlueMatrix fund, an Alternative UCITS launched in June 2015.