Our Investment Strategies
Absolute Return Strategy
Unique strategy derived from ancient Chinese philosophy.
Provide all weather 15-30% absolute annual return through active investment in a long only equity portfolio with our proprietary Quantitative Space-Time trading system.
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)
Apr 2020 - Oct 2023
1 Month Return
3 Month Return
Aug 2023 - Oct 2023
Annualized Return: 38.32%
Max Drawdown: 17.44%
Downside Deviation (Annualized): 13.27%
Standard Deviation (Annualized): 29.97%
Sharpe Ratio: 1.18
Sortino Ratio: 2.67
The data is updated monthly, last update is October 31, 2023
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.
Contact Leo Hui at LHui@sttcapital.ca for more information
The performance analysis since inception to January 31, 2023 reflects the trading history of one ST&T Capital proprietary account, which shows the best demonstration of our Space-Time Absolute Return Strategy. 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 material in this analysis was generated using Interactive Brokers' PortfolioAnalyst tool. Since February 1, 2023, the performance analysis shows the overall performance data of all accounts on National Bank Independent Network (NBIN) platform. The calculations are based in US Dollars, and the material in this analysis was generated using Croesus Software through NBIN custodian system. The average 3 month Daily Treasury Bill Rate for the same period was 1.77%. This was the risk free rate used to calculate the Sharpe ratio, the Sortino ratio, the downside deviation and the standard deviation. The overall performance data are available per request for qualified investors. The information here is intended only as a reference and does not constitute investment recommendations and/or an offer to sell units of ST&T Funds. ST&T Capital makes no representations or warranties as to the accuracy or completeness of such information. Past performance does not guarantee future results. ST&T Absolute Return Fund is tailored for high-net-worth families and institutional investors; it has not been officially launched at this time.
C h a i r m a n
Aaron is the visionary strategist of the firm, leading the trading and risk management frameworks for the Fund. He is a professional investor, philosopher, and author of five books on trading, investment and philosophy. He developed an investment and trading system (“Space-Time Trading”) from Asian culture and philosophy over 10 years of his professional and personal life experiences. The system gained great popularity in the Chinese investment community. Aaron possesses diverse work experiences as a commodity futures trader and hedge fund manager. He held various executive positions in multiple state-owned and private companies in China. He graduated from Tongji University in Shanghai and was one of the Science and Technology management engineers at the Shanghai Science and Technology Committee.
Ning Wang, CFA
C E O
Ning has more than fifteen years of work experience in the financial and investment industries in Canada. As a co-founder of ST&T Capital, he is the Portfolio Manager of the Fund and oversees our Separately Managed Account clients. He is responsible for supervising and managing daily investment activities. He assisted Aaron to build the dynamic Space-Time trading strategy, focusing on North American stock markets. His prior work experience included roles at Laurentian Bank of Canada and TD Wealth Management. Ning holds a Bachelor of Commerce (Finance Honours) degree from the John Molson School of Business at Concordia University in Montreal and is a recipient of the Chartered Financial Analyst (CFA) designation.