Aspect Capital Limited

Aspect Systematic Global Macro Programme *QEP*

Monthly Performance (%)

Date Range: 04/16 - 01/23
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2023 -4.94 -1.20   -6.08 
2022 3.79 -1.78 3.74 2.95 -5.57 -3.69 2.77 -1.39 0.33 2.92 -1.64 -0.26  1.65 
2021 -2.12 -4.62 2.24 -0.14 1.34 -1.52 0.57 -2.76 0.32 -7.10 5.72 1.53  -6.94 
2020 1.28 5.25 -3.30 -1.42 -0.86 3.35 -2.38 0.08 2.19 -0.23 0.54 2.00  6.35 
2019 -1.27 -0.94 -0.19 -2.81 6.45 -3.70 0.85 2.52 -1.15 -2.81 -0.61 0.69  -3.32 
2018 1.93 0.39 4.55 0.63 -2.02 2.72 0.50 -2.01 1.50 4.67 -0.22 1.03  14.28 
2017 -4.00 0.71 -3.34 0.53 1.37 0.57 3.21 0.68 -1.89 2.92 3.09 0.21  3.82 
2016 -1.37 -1.07 1.93 -0.50 0.75 3.11 -3.83 -1.38  -2.50 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The Aspect Systematic Global Macro Programme (‘the Programme’) utilises a systematic, duration neutral / relative value approach to global fixed income, stock indices, currency and volatility investing. The Programme’s objective is to generate absolute returns by managing a diversified, risk-controlled portfolio with low correlations to traditional and alternative asset classes. The investment philosophy centres on the belief that fundamental, sentiment and technical variables drive asset returns. Through rigorous research, one can identify quantifiable indicators that can systematically be used to capture profitable opportunities. The Programme aims to utilise independent, additive investment models that have ex-ante sensibility, strong theoretical foundations, predictability across multiple market environments and consistency across assets and through time. Currently, the Programme utilises approximately 27 independent models to trade liquid fixed income, currency, equity and volatility markets.

Performance Statistics

Date Range: 04/16 - 01/23
  Program S&P 500 Coquest 40 
Total Return 6.96% 124.56% 22.35% 
Annualized Return 1.00% 12.57% 3.00% 
Annualized Std. Deviation 9.20% 16.19% 7.89% 
Correlation -0.23 0.04 
Sharpe Ratio (rf=2.5%) -0.16 0.62 0.06 
Worst Month -7.10% -12.35% -6.10% 
Date of Worst Month 10/2021 03/2020 02/2018 
Worst Drawdown -13.50% -23.86% -11.29% 
Date of Worst Drawdown 2/20 - 10/21 12/21 - 9/22 7/16 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 04/16 - 01/23
Year or YTD Program S&P 500 Coquest 40 
2023 -6.08 3.69 -1.11 
2022 1.65 -18.10 17.65 
2021 -6.94 28.72 6.26 
2020 6.35 18.40 0.97 
2019 -3.32 31.50 7.53 
2018 14.28 -4.38 -4.29 
2017 3.82 21.84 1.24 
2016 -2.50 10.06 -3.51 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 04/16 - 01/23
Date: 1/31/2023 Perf: $1,254.96 Date: 12/31/2022 Perf: $1,269.05 Date: 11/30/2022 Perf: $1,277.22 Date: 10/31/2022 Perf: $1,348.27 Date: 9/30/2022 Perf: $1,338.77 Date: 8/31/2022 Perf: $1,284.07 Date: 7/31/2022 Perf: $1,248.85 Date: 6/30/2022 Perf: $1,278.25 Date: 5/31/2022 Perf: $1,262.34 Date: 4/30/2022 Perf: $1,268.31 Date: 3/31/2022 Perf: $1,202.76 Date: 2/28/2022 Perf: $1,123.13 Date: 1/31/2022 Perf: $1,098.84 Date: 12/31/2021 Perf: $1,078.67 Date: 11/30/2021 Perf: $1,077.59 Date: 10/31/2021 Perf: $1,105.00 Date: 9/30/2021 Perf: $1,083.44 Date: 8/31/2021 Perf: $1,078.05 Date: 7/31/2021 Perf: $1,077.83 Date: 6/30/2021 Perf: $1,073.11 Date: 5/31/2021 Perf: $1,077.20 Date: 4/30/2021 Perf: $1,061.70 Date: 3/31/2021 Perf: $1,043.34 Date: 2/28/2021 Perf: $1,029.54 Date: 1/31/2021 Perf: $1,005.90 Date: 12/31/2020 Perf: $1,015.14 Date: 11/30/2020 Perf: $978.26 Date: 10/31/2020 Perf: $969.73 Date: 9/30/2020 Perf: $972.84 Date: 8/31/2020 Perf: $987.25 Date: 7/31/2020 Perf: $998.54 Date: 6/30/2020 Perf: $979.82 Date: 5/31/2020 Perf: $992.53 Date: 4/30/2020 Perf: $1,004.28 Date: 3/31/2020 Perf: $1,000.97 Date: 2/29/2020 Perf: $1,000.37 Date: 1/31/2020 Perf: $1,015.51 Date: 12/31/2019 Perf: $1,005.35 Date: 11/30/2019 Perf: $1,011.62 Date: 10/31/2019 Perf: $1,001.81 Date: 9/30/2019 Perf: $1,024.45 Date: 8/31/2019 Perf: $1,053.63 Date: 7/31/2019 Perf: $1,016.82 Date: 6/30/2019 Perf: $983.29 Date: 5/31/2019 Perf: $964.01 Date: 4/30/2019 Perf: $983.28 Date: 3/31/2019 Perf: $956.97 Date: 2/28/2019 Perf: $923.80 Date: 1/31/2019 Perf: $917.93 Date: 12/31/2018 Perf: $934.94 Date: 11/30/2018 Perf: $931.03 Date: 10/31/2018 Perf: $942.34 Date: 9/30/2018 Perf: $966.21 Date: 8/31/2018 Perf: $970.58 Date: 7/31/2018 Perf: $946.44 Date: 6/30/2018 Perf: $953.59 Date: 5/31/2018 Perf: $945.65 Date: 4/30/2018 Perf: $958.01 Date: 3/31/2018 Perf: $947.77 Date: 2/28/2018 Perf: $948.63 Date: 1/31/2018 Perf: $1,010.25 Date: 12/31/2017 Perf: $976.84 Date: 11/30/2017 Perf: $966.31 Date: 10/31/2017 Perf: $965.06 Date: 9/30/2017 Perf: $926.25 Date: 8/31/2017 Perf: $946.21 Date: 7/31/2017 Perf: $930.76 Date: 6/30/2017 Perf: $927.14 Date: 5/31/2017 Perf: $955.03 Date: 4/30/2017 Perf: $953.22 Date: 3/31/2017 Perf: $958.97 Date: 2/28/2017 Perf: $973.18 Date: 1/31/2017 Perf: $952.42 Date: 12/31/2016 Perf: $964.87 Date: 11/30/2016 Perf: $957.59 Date: 10/31/2016 Perf: $968.24 Date: 9/30/2016 Perf: $993.88 Date: 8/31/2016 Perf: $1,006.87 Date: 7/31/2016 Perf: $1,034.70 Date: 6/30/2016 Perf: $1,024.26 Date: 5/31/2016 Perf: $982.50 Date: 4/30/2016 Perf: $1,000.00 Date: 2/28/2023 Perf: $2,182.26 Date: 1/31/2023 Perf: $2,236.84 Date: 12/31/2022 Perf: $2,104.66 Date: 11/30/2022 Perf: $2,233.30 Date: 10/31/2022 Perf: $2,115.07 Date: 9/30/2022 Perf: $1,956.59 Date: 8/31/2022 Perf: $2,155.07 Date: 7/31/2022 Perf: $2,246.73 Date: 6/30/2022 Perf: $2,057.07 Date: 5/31/2022 Perf: $2,242.04 Date: 4/30/2022 Perf: $2,238.01 Date: 3/31/2022 Perf: $2,451.81 Date: 2/28/2022 Perf: $2,364.10 Date: 1/31/2022 Perf: $2,436.97 Date: 12/31/2021 Perf: $2,569.83 Date: 11/30/2021 Perf: $2,459.64 Date: 10/31/2021 Perf: $2,476.73 Date: 9/30/2021 Perf: $2,314.48 Date: 8/31/2021 Perf: $2,427.35 Date: 7/31/2021 Perf: $2,355.74 Date: 6/30/2021 Perf: $2,300.97 Date: 5/31/2021 Perf: $2,248.58 Date: 4/30/2021 Perf: $2,232.95 Date: 3/31/2021 Perf: $2,119.76 Date: 2/28/2021 Perf: $2,030.81 Date: 1/31/2021 Perf: $1,976.26 Date: 12/31/2020 Perf: $1,996.43 Date: 11/30/2020 Perf: $1,922.60 Date: 10/31/2020 Perf: $1,732.85 Date: 9/30/2020 Perf: $1,780.20 Date: 8/31/2020 Perf: $1,850.52 Date: 7/31/2020 Perf: $1,726.40 Date: 6/30/2020 Perf: $1,634.23 Date: 5/31/2020 Perf: $1,602.34 Date: 4/30/2020 Perf: $1,529.53 Date: 3/31/2020 Perf: $1,355.73 Date: 2/29/2020 Perf: $1,546.75 Date: 1/31/2020 Perf: $1,685.47 Date: 12/31/2019 Perf: $1,686.14 Date: 11/30/2019 Perf: $1,636.71 Date: 10/31/2019 Perf: $1,579.38 Date: 9/30/2019 Perf: $1,545.84 Date: 8/31/2019 Perf: $1,517.46 Date: 7/31/2019 Perf: $1,541.82 Date: 6/30/2019 Perf: $1,519.93 Date: 5/31/2019 Perf: $1,419.84 Date: 4/30/2019 Perf: $1,516.11 Date: 3/31/2019 Perf: $1,457.10 Date: 2/28/2019 Perf: $1,429.37 Date: 1/31/2019 Perf: $1,384.91 Date: 12/31/2018 Perf: $1,282.21 Date: 11/30/2018 Perf: $1,409.48 Date: 10/31/2018 Perf: $1,381.30 Date: 9/30/2018 Perf: $1,482.72 Date: 8/31/2018 Perf: $1,474.32 Date: 7/31/2018 Perf: $1,427.77 Date: 6/30/2018 Perf: $1,376.56 Date: 5/31/2018 Perf: $1,368.08 Date: 4/30/2018 Perf: $1,335.89 Date: 3/31/2018 Perf: $1,330.83 Date: 2/28/2018 Perf: $1,365.51 Date: 1/31/2018 Perf: $1,417.83 Date: 12/31/2017 Perf: $1,340.99 Date: 11/30/2017 Perf: $1,326.27 Date: 10/31/2017 Perf: $1,286.77 Date: 9/30/2017 Perf: $1,257.47 Date: 8/31/2017 Perf: $1,232.09 Date: 7/31/2017 Perf: $1,228.28 Date: 6/30/2017 Perf: $1,203.49 Date: 5/31/2017 Perf: $1,196.07 Date: 4/30/2017 Perf: $1,179.44 Date: 3/31/2017 Perf: $1,167.42 Date: 2/28/2017 Perf: $1,166.02 Date: 1/31/2017 Perf: $1,121.50 Date: 12/31/2016 Perf: $1,100.58 Date: 11/30/2016 Perf: $1,079.22 Date: 10/31/2016 Perf: $1,040.71 Date: 9/30/2016 Perf: $1,060.00 Date: 8/31/2016 Perf: $1,059.79 Date: 7/31/2016 Perf: $1,058.31 Date: 6/30/2016 Perf: $1,020.65 Date: 5/31/2016 Perf: $1,018.00 Date: 4/30/2016 Perf: $1,000.00 Date: 2/28/2023 Perf: $1,056.72 Date: 1/31/2023 Perf: $1,069.56 Date: 12/31/2022 Perf: $1,125.14 Date: 11/30/2022 Perf: $1,128.07 Date: 10/31/2022 Perf: $1,146.88 Date: 9/30/2022 Perf: $1,114.34 Date: 8/31/2022 Perf: $1,110.68 Date: 7/31/2022 Perf: $1,126.33 Date: 6/30/2022 Perf: $1,095.97 Date: 5/31/2022 Perf: $1,137.96 Date: 4/30/2022 Perf: $1,205.09 Date: 3/31/2022 Perf: $1,170.56 Date: 2/28/2022 Perf: $1,128.36 Date: 1/31/2022 Perf: $1,148.80 Date: 12/31/2021 Perf: $1,106.85 Date: 11/30/2021 Perf: $1,090.17 Date: 10/31/2021 Perf: $1,031.19 Date: 9/30/2021 Perf: $1,110.00 Date: 8/31/2021 Perf: $1,106.46 Date: 7/31/2021 Perf: $1,137.87 Date: 6/30/2021 Perf: $1,131.42 Date: 5/31/2021 Perf: $1,148.88 Date: 4/30/2021 Perf: $1,133.69 Date: 3/31/2021 Perf: $1,135.28 Date: 2/28/2021 Perf: $1,110.40 Date: 1/31/2021 Perf: $1,164.19 Date: 12/31/2020 Perf: $1,189.40 Date: 11/30/2020 Perf: $1,166.08 Date: 10/31/2020 Perf: $1,159.82 Date: 9/30/2020 Perf: $1,162.49 Date: 8/31/2020 Perf: $1,137.58 Date: 7/31/2020 Perf: $1,136.67 Date: 6/30/2020 Perf: $1,164.38 Date: 5/31/2020 Perf: $1,126.64 Date: 4/30/2020 Perf: $1,136.41 Date: 3/31/2020 Perf: $1,152.78 Date: 2/29/2020 Perf: $1,192.12 Date: 1/31/2020 Perf: $1,132.66 Date: 12/31/2019 Perf: $1,118.34 Date: 11/30/2019 Perf: $1,110.68 Date: 10/31/2019 Perf: $1,117.50 Date: 9/30/2019 Perf: $1,149.81 Date: 8/31/2019 Perf: $1,163.18 Date: 7/31/2019 Perf: $1,134.59 Date: 6/30/2019 Perf: $1,125.03 Date: 5/31/2019 Perf: $1,168.25 Date: 4/30/2019 Perf: $1,097.47 Date: 3/31/2019 Perf: $1,129.20 Date: 2/28/2019 Perf: $1,131.35 Date: 1/31/2019 Perf: $1,142.08 Date: 12/31/2018 Perf: $1,156.77 Date: 11/30/2018 Perf: $1,144.98 Date: 10/31/2018 Perf: $1,147.51 Date: 9/30/2018 Perf: $1,096.31 Date: 8/31/2018 Perf: $1,080.11 Date: 7/31/2018 Perf: $1,102.26 Date: 6/30/2018 Perf: $1,096.78 Date: 5/31/2018 Perf: $1,067.74 Date: 4/30/2018 Perf: $1,089.75 Date: 3/31/2018 Perf: $1,082.93 Date: 2/28/2018 Perf: $1,035.80 Date: 1/31/2018 Perf: $1,031.77 Date: 12/31/2017 Perf: $1,012.24 Date: 11/30/2017 Perf: $1,010.12 Date: 10/31/2017 Perf: $979.84 Date: 9/30/2017 Perf: $952.04 Date: 8/31/2017 Perf: $970.38 Date: 7/31/2017 Perf: $963.83 Date: 6/30/2017 Perf: $933.85 Date: 5/31/2017 Perf: $928.56 Date: 4/30/2017 Perf: $916.01 Date: 3/31/2017 Perf: $911.18 Date: 2/28/2017 Perf: $942.66 Date: 1/31/2017 Perf: $936.02 Date: 12/31/2016 Perf: $975.02 Date: 11/30/2016 Perf: $988.66 Date: 10/31/2016 Perf: $1,028.04 Date: 9/30/2016 Perf: $997.03 Date: 8/31/2016 Perf: $989.61 Date: 7/31/2016 Perf: $994.58 Date: 6/30/2016 Perf: $975.75 Date: 5/31/2016 Perf: $986.30 Date: 4/30/2016 Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 04/16 - 01/23
Date: 2/28/2023 Return: -1.20 % Date: 1/31/2023 Return: -4.94 % Date: 12/31/2022 Return: -0.26 % Date: 11/30/2022 Return: -1.64 % Date: 10/31/2022 Return: 2.92 % Date: 9/30/2022 Return: 0.33 % Date: 8/31/2022 Return: -1.39 % Date: 7/31/2022 Return: 2.77 % Date: 6/30/2022 Return: -3.69 % Date: 5/31/2022 Return: -5.57 % Date: 4/30/2022 Return: 2.95 % Date: 3/31/2022 Return: 3.74 % Date: 2/28/2022 Return: -1.78 % Date: 1/31/2022 Return: 3.79 % Date: 12/31/2021 Return: 1.53 % Date: 11/30/2021 Return: 5.72 % Date: 10/31/2021 Return: -7.10 % Date: 9/30/2021 Return: 0.32 % Date: 8/31/2021 Return: -2.76 % Date: 7/31/2021 Return: 0.57 % Date: 6/30/2021 Return: -1.52 % Date: 5/31/2021 Return: 1.34 % Date: 4/30/2021 Return: -0.14 % Date: 3/31/2021 Return: 2.24 % Date: 2/28/2021 Return: -4.62 % Date: 1/31/2021 Return: -2.12 % Date: 12/31/2020 Return: 2.00 % Date: 11/30/2020 Return: 0.54 % Date: 10/31/2020 Return: -0.23 % Date: 9/30/2020 Return: 2.19 % Date: 8/31/2020 Return: 0.08 % Date: 7/31/2020 Return: -2.38 % Date: 6/30/2020 Return: 3.35 % Date: 5/31/2020 Return: -0.86 % Date: 4/30/2020 Return: -1.42 % Date: 3/31/2020 Return: -3.30 % Date: 2/29/2020 Return: 5.25 % Date: 1/31/2020 Return: 1.28 % Date: 12/31/2019 Return: 0.69 % Date: 11/30/2019 Return: -0.61 % Date: 10/31/2019 Return: -2.81 % Date: 9/30/2019 Return: -1.15 % Date: 8/31/2019 Return: 2.52 % Date: 7/31/2019 Return: 0.85 % Date: 6/30/2019 Return: -3.70 % Date: 5/31/2019 Return: 6.45 % Date: 4/30/2019 Return: -2.81 % Date: 3/31/2019 Return: -0.19 % Date: 2/28/2019 Return: -0.94 % Date: 1/31/2019 Return: -1.27 % Date: 12/31/2018 Return: 1.03 % Date: 11/30/2018 Return: -0.22 % Date: 10/31/2018 Return: 4.67 % Date: 9/30/2018 Return: 1.50 % Date: 8/31/2018 Return: -2.01 % Date: 7/31/2018 Return: 0.50 % Date: 6/30/2018 Return: 2.72 % Date: 5/31/2018 Return: -2.02 % Date: 4/30/2018 Return: 0.63 % Date: 3/31/2018 Return: 4.55 % Date: 2/28/2018 Return: 0.39 % Date: 1/31/2018 Return: 1.93 % Date: 12/31/2017 Return: 0.21 % Date: 11/30/2017 Return: 3.09 % Date: 10/31/2017 Return: 2.92 % Date: 9/30/2017 Return: -1.89 % Date: 8/31/2017 Return: 0.68 % Date: 7/31/2017 Return: 3.21 % Date: 6/30/2017 Return: 0.57 % Date: 5/31/2017 Return: 1.37 % Date: 4/30/2017 Return: 0.53 % Date: 3/31/2017 Return: -3.34 % Date: 2/28/2017 Return: 0.71 % Date: 1/31/2017 Return: -4.00 % Date: 12/31/2016 Return: -1.38 % Date: 11/30/2016 Return: -3.83 % Date: 10/31/2016 Return: 3.11 % Date: 9/30/2016 Return: 0.75 % Date: 8/31/2016 Return: -0.50 % Date: 7/31/2016 Return: 1.93 % Date: 6/30/2016 Return: -1.07 % Date: 5/31/2016 Return: -1.37 % Date: 4/30/2016 Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 04/16 - 01/23
Return: -6.00 % Count: 1 Return: 4.00 % Count: 2 Return: -7.00 % Count: 1 Return: -5.00 % Count: 2 Return: 6.00 % Count: 2 Return: 5.00 % Count: 3 Return: -2.00 % Count: 8 Return: -3.00 % Count: 5 Return: -4.00 % Count: 4 Return: 3.00 % Count: 10 Return: 1.00 % Count: 16 Return: 2.00 % Count: 6 Return: -1.00 % Count: 12 Return: 0.00 % Count: 11

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 04/16 - 01/23
Date: 2/28/2023 Drawdown: -12.31 % Date: 1/31/2023 Drawdown: -11.25 % Date: 12/31/2022 Drawdown: -6.63 % Date: 11/30/2022 Drawdown: -6.39 % Date: 10/31/2022 Drawdown: -4.83 % Date: 9/30/2022 Drawdown: -7.53 % Date: 8/31/2022 Drawdown: -7.83 % Date: 7/31/2022 Drawdown: -6.54 % Date: 6/30/2022 Drawdown: -9.05 % Date: 5/31/2022 Drawdown: -5.57 % Date: 4/30/2022 Drawdown: 0.00 % Date: 3/31/2022 Drawdown: -1.81 % Date: 2/28/2022 Drawdown: -5.35 % Date: 1/31/2022 Drawdown: -3.63 % Date: 12/31/2021 Drawdown: -7.15 % Date: 11/30/2021 Drawdown: -8.55 % Date: 10/31/2021 Drawdown: -13.50 % Date: 9/30/2021 Drawdown: -6.89 % Date: 8/31/2021 Drawdown: -7.19 % Date: 7/31/2021 Drawdown: -4.55 % Date: 6/30/2021 Drawdown: -5.09 % Date: 5/31/2021 Drawdown: -3.63 % Date: 4/30/2021 Drawdown: -4.90 % Date: 3/31/2021 Drawdown: -4.77 % Date: 2/28/2021 Drawdown: -6.86 % Date: 1/31/2021 Drawdown: -2.34 % Date: 12/31/2020 Drawdown: -0.23 % Date: 11/30/2020 Drawdown: -2.18 % Date: 10/31/2020 Drawdown: -2.71 % Date: 9/30/2020 Drawdown: -2.49 % Date: 8/31/2020 Drawdown: -4.58 % Date: 7/31/2020 Drawdown: -4.65 % Date: 6/30/2020 Drawdown: -2.33 % Date: 5/31/2020 Drawdown: -5.49 % Date: 4/30/2020 Drawdown: -4.67 % Date: 3/31/2020 Drawdown: -3.30 % Date: 2/29/2020 Drawdown: 0.00 % Date: 1/31/2020 Drawdown: -3.05 % Date: 12/31/2019 Drawdown: -4.27 % Date: 11/30/2019 Drawdown: -4.93 % Date: 10/31/2019 Drawdown: -4.34 % Date: 9/30/2019 Drawdown: -1.58 % Date: 8/31/2019 Drawdown: -0.43 % Date: 7/31/2019 Drawdown: -2.88 % Date: 6/30/2019 Drawdown: -3.70 % Date: 5/31/2019 Drawdown: 0.00 % Date: 4/30/2019 Drawdown: -5.13 % Date: 3/31/2019 Drawdown: -2.38 % Date: 2/28/2019 Drawdown: -2.20 % Date: 1/31/2019 Drawdown: -1.27 % Date: 12/31/2018 Drawdown: 0.00 % Date: 11/30/2018 Drawdown: -0.22 % Date: 10/31/2018 Drawdown: 0.00 % Date: 9/30/2018 Drawdown: -0.54 % Date: 8/31/2018 Drawdown: -2.01 % Date: 7/31/2018 Drawdown: 0.00 % Date: 6/30/2018 Drawdown: 0.00 % Date: 5/31/2018 Drawdown: -2.02 % Date: 4/30/2018 Drawdown: 0.00 % Date: 3/31/2018 Drawdown: 0.00 % Date: 2/28/2018 Drawdown: 0.00 % Date: 1/31/2018 Drawdown: 0.00 % Date: 12/31/2017 Drawdown: -1.54 % Date: 11/30/2017 Drawdown: -1.74 % Date: 10/31/2017 Drawdown: -4.69 % Date: 9/30/2017 Drawdown: -7.39 % Date: 8/31/2017 Drawdown: -5.61 % Date: 7/31/2017 Drawdown: -6.25 % Date: 6/30/2017 Drawdown: -9.16 % Date: 5/31/2017 Drawdown: -9.68 % Date: 4/30/2017 Drawdown: -10.90 % Date: 3/31/2017 Drawdown: -11.37 % Date: 2/28/2017 Drawdown: -8.30 % Date: 1/31/2017 Drawdown: -8.95 % Date: 12/31/2016 Drawdown: -5.16 % Date: 11/30/2016 Drawdown: -3.83 % Date: 10/31/2016 Drawdown: 0.00 % Date: 9/30/2016 Drawdown: -0.30 % Date: 8/31/2016 Drawdown: -1.04 % Date: 7/31/2016 Drawdown: -0.54 % Date: 6/30/2016 Drawdown: -2.43 % Date: 5/31/2016 Drawdown: -1.37 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Aspect Capital Limited
Address: 10 Portman Square
City: London
State:
Zip: W1H 6AZ
Country: United Kingdom

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Other Futures Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Macro-economic Yes 
 Systematic Yes 
 Sector Specialist Yes 
 Mean-reversion Yes 
 Market Neutral Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum:  
 Margin / Equity Ratio: 30% 
 Managed Account Availability: Open 
CoquestTradersResearch.com
Powered by Coquest, Inc.
12222 Merit Drive
Suite 1130
Dallas, TX 75251
[email protected]
P: 214.219.7555
F: 214.219.3313

There are substantial risks and conflicts of interests associated with Managed Futures and commodities accounts, and you should only invest risk capital. The success of an investment is dependent upon the ability of a commodity trading advisor (CTA) to identify profitable investment opportunities and successfully trade. The identification of attractive trading opportunities is difficult, requires skill, and involves a significant degree of uncertainty. CTAs have total trading authority, and the use of a single CTA could mean a lack of diversification and higher risk. The high degree of leverage often obtainable in commodity trading can work against you as well as for you, and can lead to large losses as well as gains. Returns generated from a CTA’s trading, if any, may not adequately compensate you for the business and financial risks you assume. You can lose all or a substantial amount of your investment. If you use notional funding, you may lose more than your initial cash investment. Managed Futures and commodities accounts may be subject to substantial charges for management and advisory fees. It may be necessary for accounts that are subject to these charges to make substantial trading profits in order to avoid depletion or exhaustion of their assets. The disclosure document contains a complete description of each fee to be charged to your account by a CTA. CTAs may trade highly illiquid markets, or on foreign markets, and may not be able to close or offset positions immediately upon request. You may have market exposure even after the CTA has a request for closure or liquidation. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.




Copyright © 2020 CoquestTradersResearch.com
All rights Reserved