We believe the primary driver of investment returns is company earnings and a broad investment approach. Incorporating many sources of information, we aim to deliver a diversified portfolio of long and short positions with tight risk control and deliver superior risk adjusted returns over time.
We utilise a style and cycle neutral investment process that combines two complementary sources of return derived from:
The aim of this unique process is to provide an improved risk/return trade-off and more consistent returns to our investors over time. Identifying cyclical and structural changes is more important than ever. Wild macro swings, and changes to fiscal and monetary policy highlight the need to stay relatively style and sector neutral in the current environment.
The combination of quantitative and fundamental stock selection approaches enables us to produce a risk controlled, well diversified portfolio of liquid Australian shares with 100-120 positions both long and short. A suite of sophisticated risk management tools is employed to ensure the portfolio is tightly risk controlled.
A unique element of the strategy is our risk control using proprietary Sage Groups − companies are grouped by how they tend to perform in different market conditions, helping us control macroeconomic risks to produce a portfolio that can perform well no matter where we are in the market cycle.
Long term performance is driven by a rigorously tested quantitative model, developed to harmoniously support specialist fundamental analysis, which is repeatably applied through our investment process.
We have a wide range of clients, including institutional investors and endowment funds, professional advisers and their clients, as well as sophisticated investors. We aim to deliver on our performance objectives with the highest level of integrity, trust and transparency.
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