* Fund launch date was 19th August 2020.
Returns before this date are based on actual
trading results of five strategies within a
managed account structure based on an
allocation of 20% to each strategy
(statements available upon request). Results
are shown since January 2020 as this is when
the live track-record of Quant Alpha Equity and
GDFX began (the other three strategies have
longer live track records).
Returns are net of 1.5% Annual Management
Fees and 20% Performance Fees (only taken if
above the High-Water Mark) deducted daily on
a pro-rata basis.
The performance (as at end of December 2020) for the Ferguson Hyams Multi Strategy Fund (FHMSF) and each component strategy is shown below.
The Fund performed particularly strongly in March 2020, generating a return of +5.66%*.
Performance Metrics |
|
|---|---|
| Year to Date Return | 12.90% |
| Sharpe Ratio | 2.08 |
| Maximum Drawdown (using daily data) | -1.95% |
| Correlation to S&P500 | -21.1% |
| Correlation to VIX | +15.7% |
Our strategies all have audited track records trading actively in liquid markets such as Foreign Exchange, Equities, Interest Rates & Commodities.
The Fund contains a blend of our professionally managed liquid trading strategies. We personally invest in all of our strategies, so you can be sure we’re putting our money where our mouth is.
Our strategies have historically carried little or no correlation to stock market indices.
We target strong annual portfolio performance with lower volatility, by blending strategies with strong individual track records and low correlation to each other.
Our strategies are selected from around the globe, giving us a wide selection of the best trading talent worldwide.
Each of our strategies have a defined Risk Mandate and a rigid risk control framework.
We charge:
However, we only take this last fee if the NAV of the fund is above the High-water mark.
Our track record shows that a blend of our strategies has performed very well when shares perform badly.
We differ from our competitors as we have created a framework of governance and risk-control which allows us to onboard strategies from around the globe.
We differ from our competitors as we have created a framework of governance and risk-control which allows us to onboard strategies from around the globe. We are unconstrained to choose the best trading strategies we can find with a consistent, systematic methodology and an excellent, audited track record.
This is fundamental in keeping the volatility of a blend of our strategies low. This philosophy differs from most of our competitors whose traders sit in the same office and listen to the same research and are therefore prone to having the same ideas and executing similar trades to each other.
Unlike most funds, we offer daily liquidity so there are no long lock-up periods.
A blend of our strategies can improve your overall investment returns and lower their volatility.