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| Fund Overview | The investment objective of the Fund is to produce positive annual returns without excessive risk. This is achieved through the use of a quantitative approach to invest both long and short in large cap companies listed on Asian stock exchanges. The Fund may also use index futures to manage risk. Stock prices and company fundamental data are decomposed into directional and mean reverting components. Each of Alpha Beta's models are based on either of these known behaviours with capital management built into each model. The benefit of a quantitative approach is that it is both repeatable and unemotional, and allows a different source of returns to be extracted from a very noisy market environment. |
| Manager Comments | The Sharpe and Sortino ratios were 1.12 and 2.20 respectively over the last year. The since inception (June 2012) correlation to the MSCI Asia Pacific Index was 0.20 and the beta 0.11. At month-end the had a gross exposure of 164% and a net exposure of 17% across 375 positions. |
| More Information | » View detailed profile of this fund |
