Schroder Investment Management Limited
31 Gresham Street, London EC2V 7QA
Telephone +44 (0)20 7658 6000 Fax +44 (0)20 7658 6965
www.schroders.com
News Release
Schroders to launch BlueTrend strategy
on GAIA platform
30 September 2015
Today, Schroders announces that it is launching a trend following strategy on its externally-managed
GAIA platform1 in partnership with Systematica2. The fund aims to generate long-term returns of 1015% per annum, net of fees for institutional and sophisticated investors.
Schroder GAIA BlueTrend3 is a systematic trend following fund with an investment universe of
over 150 markets globally across a number of asset classes, such as equities, commodities, fixed
income and foreign exchange.
Trend following strategies employ tactical asset allocation that follow market trends within risk
controlled limits. When markets show a positive trend, trend followers aim to track this trend by
being long this market and, vice versa, when a market shows a down trend they aim to be short.
Trend following returns generally have low correlation to traditional markets.
Trend following strategies employ rules-based trading methodologies, based on algorithms, which
are generated by exploiting the statistical characteristics of markets. These algorithms are the
outcome of in-depth market research and technical analysis of historic price action.
The BlueTrend strategy is managed by Systematica’s investment team led by CEO Leda Braga.
The strategy was initially launched in January 2004 and has approximately $8.4bn4 of assets
1
GAIA (Global Alternative Investor Access) is Schroders’ alternative UCITS platform designed to offer investors
access to alternative strategies in the liquid, transparent and regulated UCITS format.
2
Systematica Investments Limited will be the appointed investment manager of the fund
3
Please note that the fund has not yet been launched/registered in any jurisdiction
4
Source: Systematica, as at 31 July 2015
Schroders plc
Registered office at above address
Reg. 3909886 England
1
For your security, communications may be taped or monitored
Schroder Investment Management Limited
31 Gresham Street, London EC2V 7QA
Telephone +44 (0)20 7658 6000 Fax +44 (0)20 7658 6965
www.schroders.com
under management. It has established a strong and proven track record delivering an
annualised return of 11.1%5, with an annualised volatility of 14.0%4.
Leda Braga, CEO of Systematica Investments, commented:
“We are delighted to be partnering with Schroders to offer investors access to the BlueTrend strategy.
The BlueTrend investment team has over a decade’s experience in running a trend following strategy
while Schroders has an outstanding reputation in the fund management world for its long-term outlook
and its understanding of clients’ needs.
This strategy has been designed to match the BlueTrend off-shore programme, whilst complying with
the UCITS regulatory framework. So the investor gets an experienced trend following manager,
operating under the UCITS regulatory regime, with the benefit of the monitoring offered by Schroders.”
Eric Bertrand, Director of Schroder GAIA, added:
“We are constantly on the lookout for high-quality hedge fund strategies to expand our GAIA platform
offering. Systematica is a spin-out of the highly rated systematic trading centre in BlueCrest and the
BlueTrend strategy has delivered outstanding annualised return since inception. This fund will be of
interest to investors seeking above average returns with low correlation to the broad markets.”
The GAIA platform was launched in November 2009 and has $6.3bn in assets under management.6 It
combines the strength of Schroders’ renowned asset management expertise and extensive
distribution capability with leading hedge fund managers. Schroder GAIA offers access to liquid
alternative investment strategies with moderate to low correlations to mainstream market returns
within a Luxembourg mutual fund format subject to the UCITS regulations.
Following the launch there will be six externally managed funds on the platform, Schroder GAIA
Egerton Equity, Schroder GAIA Sirios US Equity, Schroder GAIA KKR Credit, Schroder GAIA Paulson
Merger Arbitrage, Schroder GAIA BSP Credit and Schroder GAIA BlueTrend.
5
Source: Systematica, as at 31 July 2015
6
Source: Schroders, as at 31 August 2015
Schroders plc
Registered office at above address
Reg. 3909886 England
2
For your security, communications may be taped or monitored
Schroder Investment Management Limited
31 Gresham Street, London EC2V 7QA
Telephone +44 (0)20 7658 6000 Fax +44 (0)20 7658 6965
www.schroders.com
Risk factors: The capital is not guaranteed. Investments in money market instruments and deposits with
financial institutions may be subject to price fluctuation or default by the issuer. Some of the amounts
deposited may not be returned to the fund. A financial model may provide a technique to identify and
manage the risks of the fund. The model's assumptions, calibration and programming may not deliver the
expected results. The Fund may hold indirect exposure to commodities. The value of these investment
may be affected by changes in overall market movements, commodity index volatility, factors affecting a
particular industry, natural events, embargoes, tariffs and international economic, political and regulatory
developments. The Fund may be leveraged, which may increase its volatility. The Fund may be
leveraged by trading in a high volume of derivatives to achieve a risk target consistent with its risk profile.
There is no guarantee that a financial derivative contract will achieve its intended outcome, even if the
terms of the contract are completely satisfied. A security issuer may not be able to meet its obligations to
make timely payments of interest and principal. This will affect the credit rating of those securities.
For further information, please contact:
For further information please contact:
Estelle Bibby, Senior PR Manager
Tel: +44 (0)20 7658 3431
estelle.bibby@schroders.com
Lucy Cotter, PR Executive
Tel: +44 (0)20 7658 6168
lucy.cotter@schroders.com
Sarah Deutscher, Senior PR Manager
Tel: +44 (0)20 7658 6139
sarah.deutscher@schroders .com
Notes to Editors
For trade press only. To view the latest press releases from Schroders visit:
http://ir.schroders.com/media
Schroders plc
Schroders is a global asset management company with £309.9 billion (EUR 437.4 billion/$487.4
billion) under management as at 30 June 2015. Our clients are major financial institutions including
pension funds, banks and insurance companies, local and public authorities, governments, charities,
high net worth individuals and retail investors.
With one of the largest networks of offices of any dedicated asset management company, we operate
from 37 offices in 27 countries across Europe, the Americas, Asia and the Middle East. Schroders
has developed under stable ownership for over 200 years and long-term thinking governs our
approach to investing, building client relationships and growing our business.
Further information about Schroders can be found at www.schroders.com.
Schroders plc
Registered office at above address
Reg. 3909886 England
3
For your security, communications may be taped or monitored
Schroder Investment Management Limited
31 Gresham Street, London EC2V 7QA
Telephone +44 (0)20 7658 6000 Fax +44 (0)20 7658 6965
www.schroders.com
Issued by Schroder Investment Management Ltd, which is authorised and regulated by the Financial
Conduct Authority. For regular updates by e-mail please register online at www.schroders.com for our
alerting service.
Systematica Investments
Systematica Investments launched in January 2015 after a decade of experience within BlueCrest
Capital Management. The firm was founded by Leda Braga and manages approximately $9.1bn*.
Systematica Investments has a global presence with offices in Jersey, Geneva, London, New York
and Singapore.
Schroders plc
Registered office at above address
Reg. 3909886 England
4
For your security, communications may be taped or monitored