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Alternative Market Briefing

Quantica Capital launches trend-following ex-commodities UCITS fund with USD 100 million

Monday, August 20, 2018

Matthias Knab, Opalesque:

The Switzerland-based systematic investment management firm Quantica Capital has launched its second UCITS vehicle at USD 100 million. The DB Platinum Quantica Managed Futures Focus Fund is managed according to Quantica's medium- to long-term systematic trend following strategy but excludes any exposure to commodities. The Fund aims to deliver a positive long-term rate of return with a low long-term correlation to traditional asset classes such as stocks and bonds, and trades the most liquid financial futures contracts within equity indices, fixed income, interest rates and FX markets.

Patrick J. Aregger, Quantica's CEO, said: "We are very thrilled about this successful launch, as it accommodates increased investor demand for successfully managed futures strategies without exposure to commodity markets. The new Fund with its daily liquidity, high transparency and efficient pricing strongly appeals to the investment community, particularly to those investors looking for boutique yet well established firms with a proven track-record. Days after its launch the Fund is close to reaching the USD 100 million mark of assets under management."

Quantica has been offering the ex-commodities strategy via managed accounts since 2012. Its flagship Managed Futures Program, launched in 2005, returned an annualized net return of 7.1% since inception, while other trend followers returned 3.1% for the same period, according to the SG Trend Index, tracking......................

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