Fact Sheet
As at April 2022
As at April 2022
Arminius Capital GMMA Fund
APIR: EVO0005AU
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$11bn, operating across all asset classes.
Strategy Summary
The Arminius Capital Global Macro Multi Asset (GMMA) Fund, via its investment in the PKF Arminius Core Fund, invests in a diversified portfolio of global asset classes using a market neutral approach.
The aim of the fund is to provide returns with lower volatility and lower risk compared to a concentrated single market/asset class exposure.
The aim of the fund is to provide returns with lower volatility and lower risk compared to a concentrated single market/asset class exposure.
Key Terms
| Status: | Closed | Inception Date: | Nov 2016 |
| Strategy: | Global Macro | Style: | N/A |
| Geography: | Global | Domicile: | Australia |
| Investors: | Retail | Min. Investment: | AU$ 5,000 |
| Distributions: | Annually | Applications: | Weekly |
| Fund Size: | AU$ 5.25m | Management Fee: | 1.26% |
| Manager FUM: | AU$ 92.69m | Performance Fee: | 10.13% |
Key Statistics
| Fund | Index* | Fund | Index* | ||
| Apr 2022: | -0.71% | 0.24% | Sharpe1: | -0.52 | 1.03 |
| 1 Year: | -2.08% | 9.65% | Sortino1: | -0.67 | 1.84 |
| 3 Years1,2: | -1.00% | 9.87% | Best Month1: | 3.47% | 4.92% |
| 5 Years1,2: | -3.29% | 6.28% | Worst Month1: | -3.93% | -3.63% |
| Inception1,2: | -1.92% | 6.39% | Volatility1,2: | 5.13% | 5.26% |
| Up-Capture1: | 10% | N/A | Down-Capture1: | 83% | N/A |
Cumulative Returns Fund Index
Arminius Capital GMMA Fund - Cumulative Performance vs Barclay Hedge Global Macro Index
Drawdowns Fund Index
Drawdown%
Fund Index
Quintile Ranking vs. Alternatives Peer Group (128 funds) as at
Quintile data is pending for Arminius Capital GMMA Fund.
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.