Investment Objective
The Fund seeks to produce high risk-adjusted returns while maintaining low-to-zero correlation to traditional markets.
The Fund consists of a global, long/short absolute return portfolio that seeks to efficiently provide diversified exposure to four investment styles: value, momentum, carry and defensive. The Fund constructs long/short portfolios across stocks/industries, equity indices, bonds, interest rates and currencies.
Latest Meeting Note
Meeting Note 07 Mar 2016
The fund aims to provide diversified exposure to four investment styles - value, momentum, carry and defensive, by constructing non-directional long/short portfolios across stocks, equity indices, fixed income, and currencies. Since laun...
The fund aims to provide diversified exposure to four investment styles - value, momentum, carry and defensive, by constructing non-directional long/short portfolios across stocks, equity indices, fixed income, and currencies. Since launching in late 2014 the fund has generated an excellent track record with returns annualising at 9.3% with a volatility of 7.8%. The fund is competitively priced and in our opinion makes a good core-allocation for those looking to access risk-premia based investing.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.8 | 0.8 | 0.7 | 0.7 | 0.0 | 0.5 | 0.3 | 0.4 | 0.0 | 1.0 | 0.9 | 0.8 | 0.9 | |
| 2022 | 0.3 | 0.6 | 1.0 | 0.5 | 0.1 | 0.7 | 0.8 | 0.2 | 0.2 | 0.6 | 0.7 | 1.0 | 0.5 |
