Strategy Performance vs. Reference Benchmark

The strategy has achieved annualised net returns of +5.80% vs. the HFR Macro Discretionary Thematic Index gaining +3.52% per year as of end of April 2018. The returns are based on a single managed account until Dec 2015 and then the UCITS fund from Jan 2016.

2018 and ITD APR YTD
Green Ash Multi Asset 0.70% -1.80%
HFRX Macro Thematic Index - 0.47%
 
ITD Ann. (ITD) Vol (ITD) Sharpe (ITD)
42.65% 5.80% 6.01% 0.93
24.53% 3.52% 3.31% 1.02
  2012 2013 2014 2015 2016 2017 2018
Green Ash Multi Asset 13.17% 13.63% 4.03% 1.15% -2.94% 10.59% -1.80%
HFRX Macro Thematic Index 8.57% 1.13% 3.29% 1.92% 3.75% 3.06% 0.47%