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 ~78% (78% long/22% 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 17.7% CAGR, Sharpe Ratio of 1.07x, a Sortino Ratio of 1.54x, annualised volatility of only 12.4% with an average annual drawdown <10%. These figures are better than most equity ETF’s or a 60/40 portfolio.