Investment Objective
To provide investors with consistent, high Sharpe, absolute returns with low correlation to the classic equity/bond portfolio. The fund tactically allocate across strategy portfolios that are diversified by assets, covering: FX, fixed income, commodities, equity futures and single name equities. It combines multiple Alternative Investment Methodologies: Alternative Alpha Factors and Exposures; Equity Alpha Factors and Exposures; Systematic Global Macro cross-asset.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.4 | 0.0 | 0.6 | 0.4 | 0.4 | 0.6 | 0.5 | 0.3 | 0.9 | 0.3 | 0.3 | 0.7 | 0.8 | |
| 2022 | 0.4 | 0.1 | 0.1 | 0.1 | 0.5 | 0.6 | 0.5 | 0.8 | 0.0 | 0.3 | 0.5 | 0.5 | 0.7 |
