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 current algorithm (tested from 1 January 2009 – current) has averaged a net exposure of ~95% (Gross Exposure <130%) across a portfolio of Australian, American and Canadian equities and ETFs.

The “Implemented Portfolio” (Launched 1 January 2025 – Current) has underperformed backtesting, but has still delivered 12% p.a. net of fees with a Sharpe Ratio of 0.54x and a Sortino Ratio of 0.77x. The Aggressive Fund currently is closed to new applications.