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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