The Aggressive Fund is a systematic quantitative fund that seeks optimally exploit a variety of systematic edges to generate significantly better performance than global equity markets over the medium term with moderately higher volatility and similar maximum drawdowns.

The back-tested “Model Portfolio” (tested from 1 January 2009 – 31 August 2025) has averaged a net exposure of ~46.2% (80.3% long/34.1% short) across a portfolio of Australian, American, Hong Kong and Canadian equities and ETFs.

The “Implemented Portfolio” (Launched 1 January 2025 – 31 August 2025) has averaged a net exposure of ~32.3% (94.5% long/62.2% short) whilst delivering 35.7% p.a. net of fees with a Sharpe Ratio of 1.4x and a Sortino Ratio of 2x. The Aggressive Fund is closed to new applications.