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

The back-tested “Model Portfolio” (tested from 1 January 2000 – Current) has averaged a net exposure of ~81% (81% long/19% cash) across a portfolio of Global Exchange Traded Funds and US Megacaps (usually >USD50B).

Since the current strategy was launch in FY2023, it has delivered a Sharpe Ratio of 1.15x, a Sortino Ratio of 1.66x, annualised volatility of only 12.5% and an average annual drawdown of less than 10%. These figures are better than most equity ETF’s or a 60/40 portfolio.