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 Simulated (hypothetical) back-tested Model Portfolio – not actual results (tested from 1 January 2000 – Current) has averaged a net exposure of ~82% (82% long/18% cash) across a portfolio of Global Exchange Traded Funds and US Megacaps (usually >USD50B).

Simulated results have inherent limitations, are prepared with hindsight and do not reflect actual trading.

Since the current strategy was launch in FY2023, it has delivered a 16.1% CAGR*, Sharpe Ratio of 0.95x, a Sortino Ratio of 1.35x, annualised volatility of only 12.5% with an average annual drawdown <10%. These figures are better than most equity ETF’s or a 60/40 portfolio.

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.