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ARITY Diversified Global Macro
An alternative, lower-leverage, lower-volatility implementation of Sydney Quantitative’s flagship 'Arity Core Global Macro' Portfolio designed to emphasise stability
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Designed to prioritise dampened volatility, reduced drawdowns and an improved Sharpe ratio by leveraging a broader investment universe which includes specialised global futures classes to provide allocators with a defensive, complementary exposure to the Core ARITY strategy
General Information
Annual Target Return (Net of Fees)
> 13%
Sharpe Ratio
> 2.0
Currency
USD
Annualised Volatility
< 5%
Max Drawdown
< 5%
Leverage
1x
Period
Jun 2022 - Present
Instruments
Global Multi-Asset
BBG Ticker
TBA
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