Capital Fund Management (CFM)

Risk aware global equities

Founded in 1991, Capital Fund Management (CFM) is a pioneer in diversified, alternative investment strategies that provide investors with a source of return that has a low correlation to traditional equity and bond markets.

‘a low cost, liquid and core alternative solution that provides true diversification benefits that helps to smooth the path of returns’

Asset Class
  • Diversified Alternative Beta
Style
  • Systematic quant
Key Personnel
  • 40+ PhDs
Ownership
  • DYAL Capital Partners
  • The Management Team
Investment Universe
  • Trend following future in five asset classes in a universe >60 markets
  • Global equity market neutral across three market factors (value, momentum and quality),
  • Risk premia - carry trade harvesting the implied volatility across four asset classes, and the FX carry premium across a basket of 12 currencies
Benchmark
  • Zero
Objective
  • Cash + 5% p.a. over an investment cycle
  • Sharpe ratio of 0.8
  • Volatility of 6%
  • Low correlation to Barclays Global Aggregate and MSCI
Portfolio Fit
  • Provides investors with a diversified exposure to Alternative Beta strategies within a single highly diversified portfolio, suitable as a core component of an investor’s alternative allocation
Portfolio Advantages
  • Low cost
  • Transparent
  • Diversified
  • Equally weighted
Edge
  • 25 years of experience and execution
  • Systematic approach with scientific validation
  • Strong risk management and global IT platform
Suits
  • Investors looking for core alternative solution to assist in smoothing path of returns and getting exposures to returns not easily available to investors
Website www.cfmaltbeta.com.au
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