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The Cambridge Strategy Monthly Performance Summary
| |
Apollo Emerging Market Macro Strategy
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|
Performance Since Inception
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13.96%
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Performance 2010
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7.14%
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Annualised Performance
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11.02%
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Annualised Risk
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7.53%
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|
Sharpe Ratio
|
1.43
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Current Month
August 2010
|
-0.19% |
Returns are GROSS
of all fees & exclude interest income.
The Global Emerging Markets Programme commenced trading in May
2009 as a managed account for an institutional client to provide
a blended exposure to emerging market currency and emerging
market equity as offered by The Cambridge Strategy. This managed
account was transferred in to a BVI Fund in March 2010 and
subsequently opened to further investors. Apollo is mandated to invest in all emerging market asset classes, and certain developed market products can be used as hedges.
Historical Performance - Global Emerging Markets Programme - Apollo
Please
contact us for further details.
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|
Information |
|
Fees (Management) |
2% |
|
Fees (Performance) |
20% |
|
Target Returns |
15% |
|
Maximum Leverage |
5:1 |
|
Liquidity |
Monthly |
|
|
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Performance Analysis |
|
Last Month |
2.27% |
|
Last Rolling 12 Months |
8.33% |
|
Year to Date |
7.14% |
|
Monthly Win Rate |
71% |
|
Performance to Date |
13.96% |
|
Sharpe Ratio |
1.43 |
|
Standard Deviation |
7.53% |
|
Monthly Return
|
Year |
YTD |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
|
2009 |
6.36% |
|
|
|
|
1.48% |
0.62% |
3.02% |
-1.65% |
-2.08% |
1.93% |
2.89% |
0.11% |
|
2010 |
5.02% |
0.91% |
2.03% |
5.52% |
0.46% |
-1.44% |
-2.37% |
2.27% |
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