The Long/Short Global Fund is a systematic quantitative fund that seeks to generate meaningfully better than market performance over the medium term with similar volatility and lower drawdowns.

The back-tested “Model Portfolio” (tested from 1 January 2000 – Current) has averaged a slightly higher level net exposure across a portfolio of Australian, American and Canadian equities.

The “Implemented Portfolio” has delivered 36.6% p.a. net of fees with a Sharpe Ratio of 1.64x and a Sortino Ratio of 2.48x.