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 Simulated (hypothetical) back-tested Model Portfolio – not actual results (tested from 1 January 2009 – current) has averaged a net exposure of ~90% (Gross Exposure <130%) across a portfolio of Australian, American and Canadian equities and ETFs.
Simulated results have inherent limitations, are prepared with hindsight and do not reflect actual trading.
The “Implemented Portfolio” (Launched 1 January 2025 – Current) has underperformed backtesting, but has still delivered 6.8% p.a.* net of fees with a Sharpe Ratio of 0.39x and a Sortino Ratio of 0.55x.
The Aggressive Fund will close to new applications at approximately $30m AUM. A close takes effect from the month after AUM exceeds the threshold, and we will announce it in our monthly email.
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.
