Emerging Macro Programmes
| Apollo Emerging Market Macro Strategy | Asian Markets Absolute Return | |
| Performance Since Inception* | 78.29% | 51.27% |
| Performance 2013* | 4.14% | 2.32% |
| Annualised Performance* | 15.55% | 15.25% |
| Annualised Risk* | 6.34% | 14.14% |
| Sharpe Ratio* | 2.41 | 1.06 |
| Current Month May 2013 2013 | -- | -- |
| *at close of previous month. |
Returns are GROSS of all fees & exclude interest income.
Global Emerging Markets
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.
Asian Markets Absolute Return
The Asian Markets Absolute Return Fund commenced trading in June 2010 as the Asian Equity Markets Absolute Return Fund, focused on trading in equity and FX markets. The fund changed its name to The Asian Markets Absolute Return Fund in September 2012 and introduced Fixed Income as an additional asset class, to broaden the investment opportunities. The fund is classified as an Asian Macro fund and follows the same investment process and risk management procedures as the Apollo Emerging Markets Macro programme.
Historical Performance
Global Emerging Markets Programme - Apollo
Please contact us for further details
| Performance Since Inception | |
| May 2009 Performance: | 6.36% |
| 2010 Performance: | 12.89% |
| 2011 Performance: | 20.21% |
| 2012 Performance: | 18.60% |
| 2013 Performance: | 4.14% |
| Information | Performance Analysis | ||
| Fees (Management) | 2% | Last Month | -1.09% |
| Fees (Performance) | 20% | Last Rolling 12 Months | 19.80% |
| Target Returns | 15% | Year to Date | 4.14% | Liquidity | Monthly | Monthly Win Rate | 81% |
| Performance to Date | 78.29% | Standard Deviation | 6.34% |
| CS Character | -- | ||
| CS Ratio | -- | ||
| Skewness | -0.03 |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
| 2009 | ||||||||||||||
| Apollo | 1.48% | 0.62% | 3.02% | -1.65% | -2.08% | 1.93% | 2.89% | 0.11% | 6.36% | |||||
| 2010 | ||||||||||||||
| Apollo | 0.91% | 2.03% | 5.52% | 0.46% | -1.44% | -2.37% | 2.02% | 0.63% | -2.39% | 3.10% | 1.48% | 2.53% | 12.89% | |
| 2011 | ||||||||||||||
| Apollo | 0.64% | 0.63% | 2.40% | 4.29% | 0.84% | 1.15% | 1.76% | -0.50% | 3.65% | 1.71% | 0.57% | 1.51% | 20.21% | |
| 2012 | ||||||||||||||
| Apollo | 3.03% | 2.23% | -1.77% | -0.35% | 3.00% | 1.34% | 4.35% | 1.85% | 2.49% | 0.03% | 0.53% | 0.61% | 18.60% | |
| 2013 | ||||||||||||||
| Apollo | 4.36% | 0.22% | 0.67% | -1.09% | 4.14% | |||||||||
Asian Markets Absolute Return
Please contact us for further details
| Performance Since Inception | |
| Jun 2010: | 19.89% |
| 2011 Performance: | 12.84% |
| 2012 Performance: | 9.29% |
| 2013 Performance: | 2.32% |
| Information | Performance Analysis | ||
| Fees (Management) | 2% | Last Month | 1.49% |
| Fees (Performance) | 20% | Last Rolling 12 Months | 10.61% |
| Target Returns | 15% | Year to Date | 2.32% |
| Liquidity | Monthly | Monthly Win Rate | 68% |
| Performance to Date | 51.27% | ||
| Standard Deviation | 14.14% | ||
| Skewness | 2.08 |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
| 2010 | ||||||||||||||
| Asian Macro | 1.61% | 1.56% | -2.06% | 11.27% | 1.14% | 0.48% | 4.90% | 19.89% | ||||||
| 2011 | ||||||||||||||
| Asian Macro | 1.53% | 1.29% | -2.77% | 1.89% | -3.99% | -1.04% | 0.86% | 0.84% | -1.28% | 17.08% | -0.10% | -0.74% | 12.84% | |
| 2012 | ||||||||||||||
| Asian Macro | 0.28% | 0.56% | -3.63% | 4.03% | 4.99% | -4.85% | 0.03% | 6.36% | 0.37% | 1.38% | -1.49% | 1.47% | 9.29% | |
| 2013 | ||||||||||||||
| Asian Macro | 1.87% | 0.32% | -1.35% | 1.49% | 2.32% | |||||||||
Awards
The Cambridge Strategy Apollo Emerging Macro Programme
The Cambridge Strategy Asian Markets Alpha Programme
The Cambridge Strategy Emerging Markets Alpha Programme
The Cambridge Strategy Asian Markets Alpha Programme
