Investment Objective
The fund deploys complementary investment frameworks (long equity, short equity, merger arbitrage and tail risk hedging) into a single diversified portfolio with the aim to make it adaptable to changing markets and macroeconomic conditions. Each book is run independently with sub-strategy allocation determined by a rule-based portfolio construction process.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 0.1 | 0.4 | 0.8 | 0.9 | 0.6 | 0.8 | 0.3 | 0.8 | 0.3 | 0.1 | 0.4 | 0.6 | 0.8 | |
| 2018 | 0.8 | 0.9 | 0.2 | 0.2 | 0.3 | 0.8 | 0.2 | 0.8 | 0.4 | 0.4 | 0.5 | 0.7 | 0.7 |
