|Latest Return Date|
|Latest 6 Months|
|Latest 12 Months|
|Latest 24 Months (pa)|
|Annualised Since Inception|
The quantitative model is proprietary and designed in-house. The critical elements are Valuation, Momentum, and Quality (VMQ) and every stock in the global universe is scored and ranked. Verification of the quant model scores is then cross checked by fundamental analysis in which a company's Accounting policies, Governance, and Strategic positioning is evaluated.
The manager believes strategy is suited to investors seeking returns from investing in global companies, diversification away from Australia and a risk aware approach to global investing. It should be noted that this is a strategy in an IMA format and is not offered as a fund. An IMA solution can be a more cost and tax effective solution, for clients who wish to own fewer stocks in a long only strategy.
The strategy's Sharpe and Sortino ratios since inception are 1.16 and 2.18 respectively, highlighting its capacity to achieve superior risk-adjusted returns while avoiding the market's downside volatility.
Since inception in the months when the market was positive the strategy provided positive returns 88% of the time.It has an up-capture ratio of 102.6% since inception and 104.16 over the past 12 months.