Investment Objective
The goal of the strategy is to deliver positive return with downside protection embedded through limited volatility (max 2%) and duration (between -1 year and +2 years). The strategy is based on a diversified portfolio of credit instruments. It combines a bucket of short duration carry to provide stable income together with a bucket of low volatility strategies using all available instruments from the credit markets to enhance return.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.7 | 0.2 | 0.8 | 0.7 | 0.5 | 0.8 | 0.1 | 0.2 | 0.5 | 0.1 | 0.2 | 0.6 | 0.8 | |
| 2022 | 0.5 | 0.4 | 1.0 | 1.0 | 0.8 | 0.1 | 0.7 | 0.5 | 1.0 | 0.6 | 0.9 | 0.5 | 0.4 |
