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| Fund Overview | The Fund is a long/short investment fund principally investing in listed entities, commodities, futures and options in Australia and internationally. The Fund is not a market neutral fund and accordingly may switch between net long positions and net short positions. The Fund may use short sales and derivatives. Gearing may be used to enhance returns and the Fund may be geared in excess of 100% of the Fund's Net Asset Value. There is a limit to net exposure of 150%. |
| Manager Comments | The Sharpe and Sortino ratios over the last year are 1.39 (0.21) and 2.83 (0.23) respectively with the Up and Down Capture ratios 0.59 and -0.27. As at 30 November, the fund had a net exposure of 39.40% and a gross exposure of 265.0%/ The fund held 112 positions (43 long and 69 short). The fund is active on both the long and short side but it is in periods of heightened market volatility (like November) that the ability to short sell really adds value. |
| More Information | » View detailed profile of this fund |
