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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

Shanta Segregated Commodity Fund Fact Sheet

All the facts