Investment Objective
The Fund targets an attractive risk-adjusted return over a full market cycle and to increase diversification through low correlation to equities and bonds by capturing various market risk premia (such as momentum, value, carry) across major asset classes (equity, bonds, currencies, and commodities) with a volatility of 6-8%.
Reference Index
BofA ML 3M US T-Bill USD
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.1 | 0.2 | 0.2 | 0.4 | 0.3 | 0.4 | 0.5 | 0.5 | 0.6 | 0.7 | 0.3 | 0.1 | 0.7 | |
2022 | 0.5 | 0.4 | 0.0 | 0.4 | 0.6 | 0.7 | 1.0 | 1.0 | 0.1 | 0.9 | 0.9 | 0.3 | 0.4 |