Strategy Performance vs. Reference Benchmark

The strategy has achieved annualised net returns of +4.80% vs. the HFR Macro Discretionary Thematic Index gaining +3.24% per year as of end of November 2019. The returns are based on a single managed account until Dec 2015 and then the UCITS fund from Jan 2016.

2019 YTD NOV YTD
Green Ash Multi Asset 0.87% 13.37%
HFRX Macro Thematic Index - 6.21%
 
ITD Ann. (ITD) Vol (ITD) Sharpe (ITD)
43.48% 4.80% 6.78% 0.71
28.66% 3.24% 3.31% 0.98
  2012 2013 2014 2015 2016 2017 2018
Green Ash Multi Asset 13.17% 13.63% 4.03% 1.15% -2.94% 10.59% -12.32%
HFRX Macro Thematic Index 8.57% 1.13% 3.29% 1.92% 3.75% 3.06% -2.26%