The Sir John Ross Strategy follows a quantitative style, investing in the top 180 most liquid shares of the JSE. The strategy combines our momentum approach with a long/short style aimed at a net exposure of between 80%-100%. A short exposure of 40% will be adjusted for adverse market conditions. This strategy was developed to outperform the FTSE/JSE Top 40 with significantly less volatility by minimising the effects of drawdowns.
The short strategy includes antimomentum shares together with additional proprietary statistical indicators.
- Management Fee: 1.2%
- Performance Fee: 20% above the benchmark
- Fee Differentiator: Performance fees accrued therefore remain at risk to future performance
This fund is suitable to:
- This strategy is suitable to sophisticated investors seeking maximum returns at significantly less risk than the market;
- Investors who have an investment horizon of at least two years; and
- especially suited to institutional investors that seek exposure to a unique long-short equity momentum investment style.