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 ~75.9% (106.1% long/30.2% short) whilst delivering 33.5% p.a. net of fees with a Sharpe Ratio of 1.5x and a Sortino Ratio of 2.3x.