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| Fund Overview | - Australian and International Equity Long/Short - Global Fixed Income Long/Short - Global Macro - Commodity Alpha - Alpha Transport The Fund's goal is to provide investors with a source of consistent, risk-controlled, absolute returns that are over time, expected to have low correlations with the returns of major asset classes. The Fund aims to achieve a return of 8% p.a. before fees, above the RBA Cash Rate Target over rolling 3 year periods. In order to achieve its expected return objective, the Fund will target a total expected risk of between 4-6% p.a. over the same rolling 3 year period. |
| Manager Comments | The Fund is notable for it's low risk risk attributes with a sixty month Sharpe ratio of 1.02, annualised standard deviation of 4.45% and Sortino Ratio of 1.24. The Multi Opportunity Fund delivered positive alpha performance in the second quarter despite volatile market conditions. The Fixed Income Global Alpha, International Alpha Transport, European Equity Long/Short and Australian Equity Long/Short strategies added value. Global equity long/short and Global Macro strategies detracted. The fund returned 2.32% for the quarter versus the RBA cash benchmark return of 0.71%, delivering an excess return of 1.61%. Year to date, the Fund has returned 3.74% of alpha. |
| More Information | » View detailed profile of this fund |
