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| Manager | |
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| Strategy | |
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| Latest Return | |
| Latest 6 Months | |
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| Latest 24 Months | |
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| Inception Date | |
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| Fund Overview | The manager's investment approach is premised on the belief that fundamental factors (such as earnings, cash flow and profit growth) affect stock prices, but that the adoption of quantitative techniques (i.e. computer based models) provides an advantage in assimilating and analysing this information, and building an efficient portfolio. The Fund's portfolio is constructed to be 'Market Neutral' i.e. it aims to have little or no overall exposure to movements in the equity market. The aim of low exposure to market movements is to enhance the consistency of the portfolio's performance and to provide diversification from other market oriented investments. |
| Manager Comments | Since inception the Fund has an annualised standard deviation of 8.02% compared to 15.48% (Index) and the risk-reward and risk statistics are sound with a Sharpe ratio of 0.7 (0.12 Index) and a Sortino Ratio of 1.06 (0.06 Index). The August performance was 3.8%. The Manager notes that the portfolio gained better traction from the Value fundamental factor during August with Value continuing its recent strong performance following the sharp positive shift in July. Risk appetite continues to stay in focus with the higher risk stocks outperforming lower risk, higher yielding stocks. |
| More Information | » View detailed profile of this fund |
