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| Manager | |
| Fund Name | |
| Strategy | |
| Latest Return Date | |
| Latest Return | |
| Latest 6 Months | |
| Latest 12 Months | |
| Latest 24 Months | |
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| Inception Date | |
| FUM (millions) | |
| Fund Overview | The fund targets a net market exposure of 0% to hedge broader market risks through long and short positions. The process is entirely systematic - stock selection and risk management are all employed in a rules based approach. The Market Neutral Long/Short Fund employs no financial leverage, no derivatives and no financial products to imitate leverage. The Investment Manager's three principal investment goals for the Fund are: 1. Market neutral long/short portfolio management with little correlation to equity markets; 2. Over a 3-5 year period, seeking to target annualised volatility of 15% per annum and annualised returns of 15-30% per annum above the Benchmark; Sharpe Ratio 1.0-2.0 and a negative beta to ASX listed equities; and 3. To provide investors with a co-investment opportunity alongside the founding members' investments in the Investment Manager's strategy. |
| Manager Comments | The Fund positioned the portfolio net long in the mining and materials sector in July. Long exposures included positions in Alumina, BlueScope, Fortescue and South32, largely due to their significant fundamental improvements and rising commodity prices. These positions have continued to enable Qato to profit from the rebound in commodity prices over the past three months. |
| More Information |
