Strategy Performance vs. Reference Benchmark

The strategy has achieved annualised net returns of +4.69% vs. the HFR Macro Discretionary Thematic Index gaining +3.3% per year as of end of October 2018. The returns are based on a single managed account until Dec 2015 and then the UCITS fund from Jan 2016.

2018 and ITD Oct YTD
Green Ash Multi Asset -5.91% -6.47%
HFRX Macro Thematic Index - 0.59%
 
ITD Ann. (ITD) Vol (ITD) Sharpe (ITD)
35.84% 5.62% 6.30% 0.69
24.68% 3.28% 3.24% 1.01
  2012 2013 2014 2015 2016 2017 2018
Green Ash Multi Asset 13.17% 13.63% 4.03% 1.15% -2.94% 10.59% -6.47%
HFRX Macro Thematic Index 8.57% 1.13% 3.29% 1.92% 3.75% 3.06% 0.59%