The Investment

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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

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