Investment Objective
The fund aims to achieve consistent risk-adjusted returns over the full market cycle while maintaining low correlation to equity and bond returns.
The fund invests in a diversified portfolio built from liquid and well researched distinct systematic sources of return across:
6 investing styles: Carry, Value, Momentum, Mean Reversion, Aversion and Term Premia
5 asset classes: equities, rates, currencies, bonds and commodities
any industry, sector or geography
The fund is actively managed without a benchmark and relies on an experienced team at Quantum Investing to actively manage and monitor the portfolio allocation process by leveraging its proprietary research platform.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.8 | 0.2 | 0.8 | 0.8 | 0.7 | 1.0 | 0.1 | 0.9 | 0.8 | 0.1 | 0.7 | 0.7 | 0.6 | |
| 2020 | 0.7 | 0.9 | 0.4 | 0.3 | 0.8 | 0.4 | 0.0 | 0.3 | 0.8 | 0.6 | 0.2 | 0.6 | 0.8 |
