Investment Objective
The Fund strategically diversifies across a range of differentiated strategies, each managed by Trium's experienced investment teams, combining them into a risk-managed, capital-efficient portfolio aiming for uncorrelated performance whilst protecting investors' capital.
Targets Cash plus 5% annualized net return, < 5% annualized volatility, and average zero beta to the MSCI ACWI Index over a market cycle. The underlying strategies span: Relative Value, Global Macro, Equity Market Neutral and Event Driven.
The Head of Multi-Strategy is responsible for Portfolio Construction, with oversight provided by the Trium Multi-Strategy Committee. Independent Risk Management is undertaken by the Trium Risk team, headed by the Chief Risk Officer
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.1 | 1.0 | 0.6 | 0.9 | 0.6 | 0.7 | 0.3 | 0.2 | 0.7 | 0.3 | 0.6 | 0.9 | 0.1 | |
| 2024 | 0.9 | 1.0 | 0.5 | 0.8 | 0.9 | 0.5 | 0.0 | 0.9 | 0.0 | 0.2 | 0.9 | 0.5 | 0.7 |
