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 – 31 August 2025) has averaged a net exposure of ~78.7% (94.7% long/16% short) across a portfolio of Australian, American and Canadian equities.

The “Implemented Portfolio” (Launched 1 July 2024 – 31 August 2025) has averaged a net exposure of ~83.4% (106.2% long/22.8% short) whilst delivering 27.8% p.a. net of fees with a Sharpe Ratio of 1.3x and a Sortino Ratio of 1.9x.