
Australian Market Neutral Fund
Returns uncorrelated to traditional asset classes with a strong focus on capital preservation.
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The Ellerston Australian Market Neutral Fund harnesses a unique investment process to produce consistent returns over time regardless of market conditions. The strategy is designed to help reduce or eliminate the extreme highs and lows that so often characterise sharemarket investments, controlling risk and providing more stable returns over time.
- Absolute Return Fund aiming to generate positive returns in all market environments.
- Lower volatility than traditional equity markets.
- Provide returns independent of traditional asset class returns, providing a high level of portfolio diversification.
- The Fund identifies pairs of securities that have exhibited a historical long term relationship and that have become temporarily dislocated, causing a relative mis-pricing
The strategy uses a systematic, statistical arbitrage approach to select long and short (pair) trades within its Relative Value portfolios and combines this with a fundamental overlay.
Performance (Net %)
DownloadFund Name | 1 Month | 3 Month | 6 Month | 1 year | 3 years p.a. | 5 years p.a. | 10 years p.a. | Since Inception p.a. |
---|---|---|---|---|---|---|---|---|
Fund + | -0.68% | 7.01% | 11.54% | 11.31% | 5.44% | 5.21% | 8.13% | |
Benchmark | 0.01% | 0.03% | 0.09% | 0.26% | 0.96% | 1.21% | 1.61% | |
Alpha | -0.69% | 6.98% | 11.45% | 11.04% | 4.48% | 4.00% | 6.52% |
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Performance graph
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Distribution
DownloadFund Name | 30/6/2020 | 31/12/2019 | 20/12/2019 | 30/6/2019 | 26/03/2019 | Distribution Frequency |
---|---|---|---|---|---|---|
Australian Market Neutral Fund | A$0.0903 | Nil | A$0.0261 | A$0.0022 | A$0.0236 | Half-Yearly |
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