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Shanta Segregated Commodity Fund

About the fund

Investment Approach

  • The fund will invest predominantly in a range of commodity derivate related instruments, principally comprising of futures and other commodity linked derivatives. The fund will not acquire physical commodities directly
  • Primary focus on relative value and directional trading opportunities within the agricultural commodity markets
  • An active approach to portfolio management will be implemented
  • A combination of fundamental research, quantitative and technical analysis will allow for superior performance through identifying both short and long term trading strategies
  • The research process combining top down analysis of global conditions with bottom up analysis of individual commodity markets, all with the aim of identifying trends and resulting opportunities
  • Fundamental analysis forms a core component of the investment process to which quantitative, technical and sentimental analysis are combined to achieve optimal returns over time
  • The fund will employ leverage and engage in short selling.

Investment Objective and Risk Considerations

  • The funds investment objective is to generate growth over the investment horizon through investment in commodity related instruments
  • The funds has a benchmark of LIBOR + 5% as well as a High Water Mark
  • Investment in commodities may cause the fund to experience volatile returns due to market risk from the changing value of the underlying assets
  • The funds performance may further be impacted by a combination of geopolitical, macro, currency translation and interest rate risk
  • Risk is monitored daily
  • Exposure guidelines have been set as per the POM which ensure the fund will not become overexposed to individual trades and commodities.

COMPOUND RETURN OF FUND MANAGER

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Shanta Segregated Commodity Fund Fact Sheet

All the facts