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 ~81.1% (81.1% long/18.9% cash) across a portfolio of Global Exchange Traded Funds and US Megacaps (>USD20B).

Model portfolio features include a Sharpe Ratio of 1.27x (S&P500 0.49x), a Sortino Ratio of 2.72x (S&P500 – 0.83x), annualised volatility of 11.72% (S&P500 – 19.07%) and an average annual drawdown of 5.7%.