The Investment

Our Strategy

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Panoramic, global, multi asset-class and risk-tolerant portfolio 

  • Productive diversification across asset classes, geographies and time
  • Prudent use of leverage with strong focus on risk management

Hybrid quantitative, event-driven portfolio systematic macro and discretionary decision making

  • which asset classes to invest in
  • which countries or geographies to target
  • which positions to take (long or short or stay out)
  • model gives buy/sell signals with recommended quantities according to risk budgets and other parameters

Emphasis on organic growth of Asset Under Management, hence the target volatility of 30%-40%, underpinned by internal capital

Portfolio Diversification

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The Fund is widely diversified across:

  • Asset Classes
    • Equities, Fixed Incomes, Commodities / Currencies – equal risk budgets for each of the three categories
    • The quantitative model tracks 100 instruments across the asset classes, and usually admits 60-70 into the portfolio
  • Countries and Geographies:
    • OECD (US, Canada, Eurozone, UK, Japan, South Korea, Australia, NZ, Switzerland)
    • Asian Tiger Economies: Singapore, Taiwan, Hong Kong, China
    • Each Asset Class in a particular country shall never exceed 10% of the risk budget
  • Time Frame:
    • A mixture of Short, Medium to Long Term Investment horizons, according to Fundamentals
    • Cross-hedging is built inside the portfolio to minimize event risks