Investment Objective
The objective of the Fund is to seek to provide an absolute rate of return and long-term capital appreciation. The Manager will determine the weighting of different asset classes within the portfolio using a risk control proprietary quantitative model (internally developed by the Manager) based on U.S. equities markets volatility. The volatility of U.S. equities markets will be analysed based on the realised historical volatility of the U.S. equities markets.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.4 | 0.2 | 0.5 | 0.3 | 0.5 | 0.6 | 0.2 | 0.1 | 0.6 | 0.6 | 0.9 | 0.9 | 0.7 | |
| 2022 | 0.5 | 0.8 | 0.8 | 0.5 | 0.2 | 0.0 | 0.0 | 1.0 | 0.4 | 0.0 | 0.7 | 0.9 | 0.7 |
