Strategy Performance vs. Reference Benchmark

The strategy has achieved annualised net returns of +5.63% vs. the HFR Macro Discretionary Thematic Index gaining +3.59% per year as of end of Dec 2020. The returns are based on a single managed account until Dec 2015 and then the UCITS fund from Jan 2016.

2020 & ITD Q4 2020 FY
Green Ash Multi Asset 9.63% 14.08%
HFRX Macro Thematic Index 2.08% 8.16%
 
ITD Ann. (ITD) Vol (ITD) Sharpe (ITD)
60.98% 5.63% 8.16% 0.69
39.55% 3.79% 4.06% 0.93
  2012 2013 2014 2015 2016 2017 2018 2019 2020
Green Ash Multi Asset 13.17% 13.63% 4.03% 1.15% -2.94% 10.59% -12.32% 14.66% 14.08%
HFRX Macro Thematic Index 8.57% 1.13% 3.29% 1.92% 3.75% 3.06% -2.26% 6.51% 8.16%