Fund Strategy

AVM Global Opportunity Fund is a low volatility investment strategy with an emphasis on capital preservation. The multi-asset portfolio invests in liquid securities and derivatives in fixed income, equities, currencies and commodities, taking long and short positions across the different asset classes.

The Fund uses a top down approach to identify political trends and macroeconomic events that will affect the prices of financial instruments globally. The investment process is highly data driven, with a systematic approach to discretionary investing. This repeatable process employs a strict risk management framework, which is the cornerstone of the investment style that optimizes risk adjusted returns.

This fund is only intended for Accredited Investors as defined in the Securities and Futures Act of Singapore.

Fund Structure

AVM Global Opportunity Organizational Structure Ashvin Murthy Swiss Asia Financial Services Group Societe Generale International Limited DBS Cash Management Portcullis Trust Conyers Dill & Pearman PWC

Performance

Hedge Fund Research HFRI Macro Multi-Strategy Index normalized to Fund’s inception on 1 Nov 16.

Dates refer to the last day of the month.

8.12%

ANNUALIZED RETURNS

5.54%

ANNUALIZED VOLATILITY

1.47

ANNUALIZED SHARPE RATIO

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -0.13% -0.04% 1.33% -0.01% 1.28% 1.03% 1.12% 4.45% -1.19% - - - 8.02%
2018 3.65% -3.77% 0.06% -0.51% -2.64% -0.16% 0.16% -0.04% 0.01% -0.96% -0.26% 1.65% -2.95%
2017 1.36% 2.28% 1.83% 2.21% 1.90% 1.67% 1.75% 0.54% 0.57% 2.45% 0.51% 0.46% 18.98%
2016 - - - - - - - - - - -1.19% 1.89% 0.67%