Arminius Capital ALPS Fund


Manager Summary

Arminius Capital Advisory ("ACA") provides a global macro perspective when assessing investment strategies, with a "capital preservation" mandate. ACA performs valuations across all asset classes; global equities, foreign exchange, commodities and bonds via fundamental and econometric methodology. The principals of ACA have worked in the US, Europe and Australia for consulting firms, investment banks, wealth managers and funds. Experience comes from wealth management (research and strategy) and direct funds management roles with portfolios in excess of AUD$11bn, operating across all asset classes.

Strategy Summary

The PKF Arminius Core Fund aims to achieve positive annual returns with lower volatility and lower risk than concentrated single market/asset class exposure. The fund provides investors with exposure to all asset classes in the global macro universe. The methodology utilises a combination of fundamental, momentum and quantitative inputs. As an absolute return fund, the objective is to preserve the capital base across every 12 month rolling period.

Key Terms

Status: Open Inception Date: Jul 2014
Strategy: Global Macro Style: N/A
Geography: Global Domicile: Australia
Investors: Wholesale Min. Investment: AU$ 500,000
Distributions: Annually Liquidity: Monthly
Fund Size: AU$ 86m Management Fee: 1.00%
Manager FUM: AU$ 92.69m Performance Fee: 10.00%

Key Statistics

Fund Index* Fund Index*
Feb 2023: 5.81% -2.27% Sharpe1: 0.60 0.62
1 Year: 35.80% 3.38% Sortino1: 1.01 0.99
3 Years2: 10.91% 8.45% Best Month1: 6.07% 4.92%
5 Years2: 3.54% 5.39% Worst Month1: -3.90% -3.63%
Inception2: 5.25% 4.39% Volatility1,2: 6.79% 4.94%
Up-Capture1: 42% N/A Down-Capture1: -16% N/A
*Barclay Hedge Global Macro Index,   1Since Jun 2014,   2Annualised

General Notes

Performance figures displayed are gross of fees.

Cumulative Returns
Fund Index

Arminius Capital ALPS Fund - Cumulative Performance vs Barclay Hedge Global Macro Index


Fund Index


Fund Index

Quintile Ranking vs. Alternatives Peer Group (121 funds) as at February 2023

1 Year
3 Year
5 Year
7 Year
Arminius Capital ALPS Fund
Barclay Hedge Global Macro Index
Quintile Rankings display Key Performance Indicators (KPI's) against the fund's Peer Group. Each green square ranks the fund in one quintile (or 20%) of its peer group - five green squares indicate the fund is in the best quintile for each KPI. The performance of the peer group's underlying index is shown by a red dot.