LONG/SHORT GLOBAL - EGP Capital

For wholesale clients only. General information only. Past performance is not a reliable indicator of future performance.

The Long/Short Global Fund

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 Simulated (hypothetical) back-tested Model Portfolio – not actual results (tested from 1 January 2000 – Current) has averaged a slightly higher level net exposure across a portfolio of Australian, American and Canadian equities.

Simulated results have inherent limitations, are prepared with hindsight and do not reflect actual trading.

The “Implemented Portfolio” has delivered 23.9% p.a.* net of fees with a Sharpe Ratio of 1.06x and a Sortino Ratio of 1.55x over the first two years of operation.

Past performance is not a reliable indicator of future performance. Returns are net of fees.

Comparisons with VGS are shown only to illustrate an alternative investment. They are not fee hurdles. Fees are calculated against absolute hurdles set out in the IM.

LSGF Pitchbook

LSGF Information Memorandum

Fees: management fee 0.05% per month (0.6% p.a.), credited against any performance fee. The IM describes a 10% performance fee on returns between 6% and 12% p.a. That tier is waived to offset the management fee, so in practice the performance fee starts at 12% p.a.: 20% of returns between 12% and 18%, and 30% of returns above 18%, subject to a high-water mark. Fees are calculated against these absolute hurdles.

Monthly Reports for The Long/Short Global Fund

*as at 31 October 2026