Strategy Performance vs. Reference Benchmark

The strategy has achieved annualised net returns of +5.6% vs. the HFR Macro Discretionary Thematic Index gaining +3.4% per year as of end of Aug 2018. The returns are based on a single managed account until Dec 2015 and then the UCITS fund from Jan 2016.

2018 and ITD Aug YTD
Green Ash Multi Asset 0.60% -1.08%
HFRX Macro Thematic Index - 1.04%
 
ITD Ann. (ITD) Vol (ITD) Sharpe (ITD)
43.69% 5.60% 5.88% 0.91
25.23% 3.43% 3.25% 1.05
  2012 2013 2014 2015 2016 2017 2018
Green Ash Multi Asset 13.17% 13.63% 4.03% 1.15% -2.94% 10.59% -1.08%
HFRX Macro Thematic Index 8.57% 1.13% 3.29% 1.92% 3.75% 3.06% 1.04%