Absolute Return Strategy
Unique strategy derived from ancient Chinese philosophy.
Provide all weather 15-25% absolute annual return through active investment in a long only equity portfolio.
Our investment philosophy:
Historical return and risk measurement do NOT apply to the future; minimizing Fat-Tail Risk is KEY.
Strictly emphasize risk management while PASSIVELY receiving investment returns.
Identify investment opportunities at early stages with a view of profiting as they become known.
Where Time and Space* intercept, the path to "alpha" becomes clearer.
*Time: Uncertainty that future brings;
Space: Measurable and known object as it encompasses current and past events
Performance (Since Inception)
Mar 2020 - Jan 2022
1 Month Return
3 Month Return
Nov 2021 - Jan 2022
Max Drawdown: 7.16%
Peak-To-Valley: Aug 21 - Sep 21
Sharpe Ratio: 1.61
Sortino Ratio: 5.75
Standard Deviation: 7.56%
Downside Deviation: 2.11%
The data is updated monthly, last update is Jan 4, 2022
Separately Managed Account
Minimum Investment: $1,000,000 USD
Investment: Large Cap US Equity
Management Fee: 1-2%
Performance Fee: 20%
ST&T Absolute Return Fund
Designed for institutional investors only with a minimum investment of $10 million USD.
The performance analysis here reflects the trading history of one ST&T Capital proprietary account, which shows the best demonstration of our Space-Time Absolute Return Strategy. The overall performance data of all accounts are available per request. All returns include reinvestment of dividends and are gross of management fees and performance fees. The calculations are based in Canadian Dollars, the base currency; all non-base currencies are converted to the base currency at the close of each period. The information here is intended only as a reference and not an offer or a solicitation of an offer to buy or sell any security. The material in this analysis was generated using Interactive Brokers' PortfolioAnalyst tool. ST&T Capital makes no representations or warranties as to the accuracy or completeness of such information. Past performance does not guarantee future results.