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aquila capital expands 1bn strategy

6 Aug 12

Hamburg-based Aquila Capital has expanded its risk parity offering with the introduction of the AC – Risk Parity 17 Fund, which will have the highest target volatility of the range.

Hamburg-based Aquila Capital has expanded its risk parity offering with the introduction of the AC - Risk Parity 17 Fund, which will have the highest target volatility of the range.

The firm’s risk parity strategy previously offered two levels of volatility through its AC Risk Parity 7 and 12 funds, which now have around €1.2bn in AUM.

Originally the funds were launched in 2004 and in 2008 were re-launched as two of the first Ucits III absolute return funds with daily pricing and liquidity.

The latest addition will allocate risk across different asset classes, investing in equities, bonds, commodities and interest rates based on a risk parity allocation approach.

Roman Rosslenbroich, co-founder and CEO of Aquila Capital, said: "The fund provides our clients with access to an institutional class fund built on our established and successful risk parity strategy which has achieved positive year-on-year risk-adjusted returns since launch."

The fund is primarily targeted at sophisticated investors with a minimum investment limit of €100,000.

Since inception Risk Parity 7 and Risk Parity 12 have returned 4.48% and 9.17% respectively.

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