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New Managers January 2020

PROFILES: Aquanthus Premia, Five Star Funds


Aquanthus Premia launches on the RCube platform A new multi-strategy quantitative macro portfolio program called Aquanthus Premia has launched on the RCube Asset Management Platform. The strategy is managed by Olivier Alvarez, who was previously head of the quantitative team for BNP Paribas Asia - Fixed Income. Aquanthus Premia captures the risk premia within a portfolio of uncorrelated macro strategies.

Current strategies include directional macro, trend following, volatility and mean reversion. Over time, Alvarez may expand the number of strategies in the portfolio on an opportunistic basis. The trading program takes a "controlled" approach to using leverage and relies on a systematic approach to risk management. Systematic alternative risk premia strategies have become popular with investors that want to add diversification to a traditional 60/40 portfolio while mitigating downside risk. In a traditional portfolio, the strategy can be a lower-cost liquid alternative to other hedge fund strategies. But it's been a tough time for the strategy, systematic alternative risk premia funds posted negative returns at the end of 2018 and have had uneven performance throughout much of this year.

Muddled trends in the market and bouts of volatility have made it difficult for macro strategies to perform consistently. Aquanthus' strategy is up +16.55% year to date through November 30 - beating the Barclay CTA Index which is up +5.04% over the same period. The strategy has an annualized return of 12.04% since its inception in 2016. Aquanthus Premia is the second strategy incubated on the Paris-based RCube platform. The platform is designed to incubate emerging managers providing distribution, operational support, and marketing. Managers can also host strategies on the RCube platform outside of an incubator-style relationship. As a platform, RCube is strategy agnostic and is focused on supporting emerging European managers. RCube bills itself ......................

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This article was published in Opalesque's New Managers a top-down monthly analysis, news and research publication on the global emerging manager space.
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