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Quantitative Credit Strategy

Separately Managed Accounts (SMA) : Managed Account

Target Return : ~25% p.a (net of all fees & expenses), in any 5-year period

(Strategy does not use leverage)

Separately Managed Account - I

(A) Performance* (%)

(B) Sharpe Ratio :  2.4

(D) Positive Months :  90%

(C) Sortino Ratio :  4.2

Date of inception : 19th April, 2022

Separately Managed Account - II

(A) Performance* (%)

(B) Sharpe Ratio :  2.5

(D) Positive Months :  75%

(C) Sortino Ratio :  4.9

Date of inception : 14th October, 2022

Separately Managed Account - III

(B) Sharpe Ratio :  

(D) Positive Months :  

(C) Sortino Ratio :  

Date of inception : 9th January, 2023

(A) Performance* (%)

(B) Sharpe Ratio :  3.1

(D) Positive Months :  100%

(C) Sortino Ratio :  7.2

Date of inception : 9th January, 2023

Separately Managed Account - IV

(A) Performance* (%)

(B) Sharpe Ratio :  8.0

(C) Sortino Ratio :  9.1

(D) Positive Months :  100%

Date of inception : 19th January, 2023

Separately Managed Account - V

(A) Performance* (%)

(B) Sharpe Ratio :  

(C) Sortino Ratio :  

(D) Positive Months :  

Date of inception : TBD, 2023

*Performance is "Gross returns", before fees (TWRR)

*S&P 500 (SPXT Index) : S&P total return index. Includes price changes and reinvested dividends

*US Agg (LBUSTRUU Index) : Broad based index. Includes Treasuries, govt/corporate securities, MBS, ABS & CMBS

This strategy is offered in collaboration with fintech firm BANACH TECHNOLOGIES

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