Aquila preps higher-volatility model of Risk Parity quant offering
Tue Feb 28, 2012
Hamburg-headquartered Aquila Capital is preparing to launch a
third fund version of its successful quantitative multi-asset
strategy, AC Risk Parity, with a higher volatility target than
the existing two funds.
The $5 billion firm is targeting an April launch for the AC
Risk Parity 17 Vol Fund. The new UCITS-compliant fund will
maintain 17% volatility, and is being developed in response to
investor demand for a version that offers a higher level of
risk and reward. The two fund versions currently offered by
Aquila cap volatility at 7% and 12%.
Managed out of Zurich by head...
ISSN: 2151-1845 / CDC10004H
The full contents of this article are available to active Absolute UCITS subscribers and trialists only.
TAKE A FREE TRIAL
To continue reading please, take a free trial or subscribe to Absolute UCITS.
Subscribers have unlimited access to all current content, including UCITS fund performance Live League Tables. Start your subscription today - click on the button below.