Emerging Macro Programmes
| Apollo Emerging Market Macro Strategy | |
| Performance Since Inception | 48.72% |
| Performance 2012 | 3.03% |
| Annualised Performance | 15.53% |
| Annualised Risk | 6.46% |
| Sharpe Ratio | 2.36 |
| Current Month Feb 2012 | -- |
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
| Performance Since Inception | |
| May 2009: | +20.84% |
| 2009 Performance: | +6.32% |
| 2010 Performance: | +12.48% |
| Information | Performance Analysis | ||
| Fees (Management) | 2% | Last Month | 3.03% |
| Fees (Performance) | 20% | Last Rolling 12 Months | 23.07% |
| Target Returns | 15% | Year to Date | 0% |
| Maximum Leverage | 5:1 | Monthly Win Rate | 81% |
| Liquidity | Monthly | Performance to Date | 48.72% |
| Standard Deviation | 6.46 | ||
| CS Character | 2.62 | ||
| CS Ratio | 6.19 | ||
| Skewness | 0.16 |
Monthly Return
Chart.
| 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% | 3.03% | ||||||||||||
Awards
> Winner: 2010 Best F/X Hedge Fund, Hedge Fund Review
The Cambridge Strategy Emerging Markets Alpha Programme
The Cambridge Strategy Emerging Markets Alpha Programme
> Nominated: 2010 Currency Manager of the Year, European Pension Magazine Awards
> Nominated: 2010 Currency Manager of the Year, Global Pensions Awards
> Winner: 2009 Best F/X Hedge Fund, Hedge Fund Review
The Cambridge Strategy Asian Markets Alpha Programme
The Cambridge Strategy Asian Markets Alpha Programme
> Nominated: 2007 Currency Manager of the Year, Professional Pensions.
> Nominated: 2007 Currency Manager of the Year, Specialist & Alternative Investment Manager Awards.
