The strategies below are uncorrelated to both equity and fixed income
The CTA and FX managers are generally positively correlated to volatility.
Strategies 1-2 are fully systematic, Strategy 3 is discretionary
Strategy 2 holds Swiss Registration all the rest are NFA Registered.
Manager 4 is an emerging fund of Funds manager focused on arbitrage strategies and niche credit
The Medium Term CTA strategy will be able to exploit both expanding volatilities as well as increasing macroeconomic divergences. CTA 2 is a short-term FX manager employing a volatility based systematic strategy. Strategy 3 is a global macro manager that expresses concentrated views via exchange-traded futures. All strategies except Manager 4 accept Notional Funding.
All strategies are most vulnerable to periods of intense volatility compression and low vol of volatility
All Performance is reported Net in USD
Returns below are cumulative annualized returns.
CTA 1 Medium Term Diversified Trend Following Manager AUM 94M
Net of Fees
YTD
1YR
2YR
3YR
4YYR
5YR
6YR
7YR
8YR
9YR
10YR
Inception May '05
Total Return from Inception
% Ann RoR
-12.6
-8.0
-9.5
-4.4
3.4
4.2
-
0.3
-1.4
1
.5
1.0
3.0
6.7%
147.3%
CTA 2 : Short Term Specialist FX Manager AUM <5M.
Concentrated Portfolio with Volatility based signal generators
Net of Fees
YTD
1YR
2YR
3YR
4YYR
5YR
6YR
7YR
8YR
9YR
10YR
Inception Jan '07
Total Return from Inception
% AnnRoR
-0.3
1
.9
-3.8
4.0
7.0
6.0
4.6
5.0
4.6
5.0
5.6
5.6%
84.7%
Leveraged
-0.3
2.6
-5.1
5.7
10.4
9.0
6.7
7.4
7.0
7.7
9.0
9.4%
169.5%
CTA 3 : Discretionary Global Macro AUM = 15M
Strategy runs concentrated positions in high conviction themes
Investment process is based on fundamentals with technical overlay
Net of Fees
YTD
1YR
2YR
3YR
4YYR
5YR
6YR
7YR
8YR
9YR
10YR
Inception Oct '14
Total Return from Inception
% AnnRoR
-1.0
20
.0
7.1
8.3
19.0%
114.1%
Fund of funds Manager 4 : Multi-Strategy Fund of Funds >50M
Strategy allocates to approx. 12 Managers in Strategies that are inefficient
U
nderlying strategies are primarily arbitrage and niche credit
Low Correlation to Equity and Fixed income. Very low vol, high sharpe
Net of Fees
STDev 3.2%
Sharpe 2.0
YTD
1YR
2YR
3YR
4YYR
5YR
6YR
7YR
8YR
9YR
10YR
Inception
Jan '09
Total Return from Inception
% AnnRoR
3.2
5.0
5.1
4.2
3.9
4.8
5.5
5.0
5.9
6.8
7.95%
114.4%
Global Equity : Long Only Manager
Inception Jan 1998 (20Y+ Track Record) SEC registered Concentrated Portfolio of High Quality Securities
Gross (US$)
Data as of Q2 2018
YTD
1YR
2YR
3YR
4YYR
5YR
6YR
7YR
8YR
9YR
10YR
Inception
Jan '98
Total Return from Inception
% AnnRoR
1.9
14.1
13.1
11.0
9.0
11.4
12.2
10.3
12.4
12.6
9.0
9.5%
541.7%
Benchmark
MSCI World Index
0.4
10.7
14.4
8.3
6.5
9.9
11.2
8.8
11.3
11.2
6.23
5.9%
221.8%
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The strategies above are intended for investors that are defined as "accredited" in their respective jurisdictions.
