Fund

Invested in Outperformance

Strategy Overview

Outstanding Risk-Adjusted Returns

1 year:
- Annual return: 36.5%
- Volatility: 9.9%
- Sharpe: 3.7
- Maximum drawdown: 0.0%
- Positive months: 100%
5 years:
- Annual return: 27.7%
- Volatility: 14.0%
- Sharpe: 2.0
- Maximum drawdown: 0.9%
- Positive months: 93%
Since inception:
- Annual return: 18.0%
- Volatility: 7.0%
- Sharpe: 1.3
- Maximum drawdown: 2.3%
- Positive months: 88%

Market-Neutrality and Stability

The allocation is designed for superior performance in all market conditions, including the large market-wide drawdowns in 2008, 2011, and 2020.
There is negligible correlation with other asset classes (equities, fixed income, currencies, or commodities).
Target net exposure is zero. Similar long and short exposures create an automatic hedge, resulting in consistent, low volatility returns.
Strategies deploy many additional hedges to address special situations and specific market participant behaviors.

Liquidity & Diversification

Most positions are highly-liquid, large-cap stocks so they can be exited quickly.
Diversified across more than 100 long/short equity sub-strategies and hundreds of trading positions.
Exposure:
- Large Cap $10B+: 90%
- Small Cap $2B+: 10%
- Geographic: 100% US equities
Minimum target fund AUM: $400M USD

The net result is a strategy that offers superior, consistent returns without the tail-risk and volatility found in typical long/short statistical arbitrage strategies.

Investment approach

The fund focuses on long short strategies with a proven track record of delivering strong risk-adjusted returns while preserving investor capital during market downturns. To achieve superior performance and meet these dual objectives, the fund prioritizes strategies that leverage the latest advancements in AI/Machine Learning.

Investment objective

Correlation

Geography

Exposure

Diversification

Liquidity

AUM

Superior performance and consistency in all market conditions over short, medium, and long-term horizons, with demonstrated resilience during significant market downturns, such as during 2008, 2011, and 2020.

Negligible correlation with other asset classes: equities, fixed income, currencies, or commodities.

The target net exposure is zero, with balanced long and short positions providing a natural hedge, resulting in consistent, low-volatility returns. Additional hedging strategies are employed to address special situations and specific market behaviors.

Most positions are highly-liquid, large-cap stocks:

Large Cap $10B+: 90%
Small Cap $2B+: 10%

Diversified across more than 100 long/short equity sub-strategies and hundreds of positions.

Minimum target fund: $400M USD

100% US equities

Strategy Overview

Open

Applications

USD. Hedging available for other currencies.

Currency

Net performance (after all fees and charges) as at 31 July 2024 for Grant Partners Long Short Fund, target fund inception date August 2007. Past performance should not be taken as an indicator of future performance.

Maximum 2.3% drawdown since inception.

Strategy Performance

Period	Return*	Positive Months	Sharpe
1 month	2.4%	100%
3 months	8.5%	100%	2.1
1 year	34.9%	100%	3.2
2 years p.a.	36.5%	100%	3.4
3 years p.a.	32.2%	97%	2.6
5 years p.a.	27.4%	93%	1.9
7 years p.a.	25.3%	93%	1.9
10 years p.a.	21.6%	89%	1.5
Inception p.a.	17.9%	88%	1.2

Net performance after all fees, charges, and expenses as at 31 October 2024 for Cointegrated Capital Long Short Fund, target fund inception date August 2007. Past performance should not be taken as an indicator of future performance.

Maximum 2.3% drawdown since inception.