Strategy Performance vs. Reference Benchmark

The strategy has achieved annualised net returns of +4.12% vs. the HFR Macro Discretionary Thematic Index gaining +3.51% per year as of end of May 2020. The returns are based on a single managed account until Dec 2015 and then the UCITS fund from Jan 2016.

2020 YTD MAY YTD
Green Ash Multi Asset 4.31% -5.10%
HFRX Macro Thematic Index 0.00% 3.36%
 
ITD Ann. (ITD) Vol (ITD) Sharpe (ITD)
37.71% 4.12% 7.84% 0.53
33.36% 3.51% 4.09% 0.86
  2012 2013 2014 2015 2016 2017 2018 2019
Green Ash Multi Asset 13.17% 13.63% 4.03% 1.15% -2.94% 10.59% -12.32% 14.66%
HFRX Macro Thematic Index 8.57% 1.13% 3.29% 1.92% 3.75% 3.06% -2.26% 6.51%