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 ~90% (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 15.9% p.a. net of fees with a Sharpe Ratio of 0.64x and a Sortino Ratio of 0.93x.

The Aggressive Fund is expected to close at $30m AUM.