| Report Date | |
| Manager | |
| Fund Name | |
| Strategy | |
| Latest Return Date | |
| Latest Return | |
| Latest 6 Months | |
| Latest 12 Months | |
| Latest 24 Months | |
| Annualised Since Inception | |
| Inception Date | |
| FUM (millions) | |
| Fund Overview | The Fund may also invest in derivatives for hedging purposes. The portfolio of the Fund comprises primarily Investment Grade holding of 75% of the Fund's assets. Benchmark allocations are Australasia 50% to 100%, North America 0% to 50% and Europe 0% to 50%. Currency hedging may take place depending on benefits to the Fund. |
| Manager Comments | The Sharpe ratio was 8.51 and all monthly returns were positive over the last 12 months. Risk assets have been the beneficiary of low volatility in recent times (compare the volatility of the ASX 200 over the last 12 months with the average volatility of the ASX 200 index over the past 10 years of 13%). However, this low vol environment will end (possibly when the Fed starts to raise rates) and we think when it does, the difference between the volatility of the Fund versus the ASX 200 will be even more exaggerated than it has been over the past 12 months. |
| More Information | » View detailed profile of this fund |
