The Conservative Fund is a systematic quantitative fund that seeks to generate modestly better than S&P500 market performance over the medium term, whilst targeting lower volatility and drawdowns.

The back-tested “Model Portfolio” (tested from 1 January 2000 – 31 August 2025) has averaged a net exposure of ~80.1% (80.1% long/19.9% cash) across a portfolio of Global Exchange Traded Funds and US Megacaps (usually >USD20B).

Model portfolio features include a Sharpe Ratio of 0.91x (S&P500 in AUD 0.46x), a Sortino Ratio of 1.50x (S&P500 in AUD – 0.83x), annualised volatility of 14.05% (S&P500 in AUD – 28.66%) and an average annual drawdown of 9.7%.