Fund Domicile Australia
Investment Horizon 3 – 5 years
Benchmark RBA Cash Rate
Objective Targets over a 3-5 year period:

  • Annualised volatility of 15% p.a.
  • Annualised returns of > 15-30% p.a. above the RBA Cash Rate
  • Sharpe Ratio 1.0-2.0 and non-correlated to ASX Listed Equities
Portfolio Rotation Typically the fund will contain 30 positions (15 long; 15 short) at a time.
Turnover averages circa 30%/month
Applications Monthly with 3 business days written notice. Minimum AUD$250,000.
Redemptions Monthly with 10 business days written notice. Minimum AUD$25,000.
Buy/Sell Spread Buy: Nil; Sell: 0.3%
Fees Management: 1.65% p.a. (ex-GST) of the Net Asset Value of the Fund
Performance: 20% p.a. of the increase in Net Asset Value, subject to a High Water Mark
Valuations Monthly
Prime Broker Morgan Stanley & Co. International PLC
Fund Administrator Citco
OMS/PMS/Risk Analytics Eze Software/Tradar
Data Recovery Centre IBM (VPD)
Accountant PwC
Auditor KPMG
Legal Watson Mangioni Lawyers

The Cayman Fund