By Hamlin Lovell, CFA, CAIA, FRM
Chinese futures in general add substantial diversification benefits to global futures – and the Chinese commodity futures that dominate certain Aspect Capital strategies also provide diversification versus financial futures within China. Aspect China Absolute Return Programme has shown long term average correlations to conventional asset classes globally or in China – and to a variety of hedge fund strategies including trend following – inside the +/- 0.20 range generally deemed to be statistically insignificant.
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Note: Any opinions expressed are subject to change and should not be interpreted as investment advice or a recommendation. Any person making an investment in an Aspect Product must be able to bear the risks involved and should pay particular attention to the risk factors and conflicts of interests sections of each Aspect Product’s offering documents. No assurance can be given that any Aspect Product’s investment objective will be achieved.