Strategy Performance vs. Reference Benchmark

The strategy has achieved annualised net returns of +5.08% vs. the HFR Macro Discretionary Thematic Index gaining +3.59% per year as of end of July 2020. The returns are based on a single managed account until Dec 2015 and then the UCITS fund from Jan 2016.

2020 YTD July 20 YTD
Green Ash Multi Asset 3.53% 2.84%
HFRX Macro Thematic Index - 4.66%
 
ITD Ann. (ITD) Vol (ITD) Sharpe (ITD)
50.91% 5.08% 8.12% 0.55
35.03% 3.59% 4.11% 0.87
  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%