Positive Theta Fund (PTF)

Specifications

Strategy Description PTF is an alternative multi-manager and multi-strategy fund that focuses on quantitative strategies. The Fund targets a 12% pa return over inflation (CPI) with a high allocation to investments that have low correlation to global bonds and equities. The fund has a tactical approach to risk with a volatility target applied to each constituent, that can be levered up or down based on strategy conviction. The fund does not have a total fixed volatility target, but it will reduce risk if the fund drawdown exceeds 15%.
Benefits Access to a diversified portfolio of alternative strategies that creates absolute returns with low correlation to traditional markets.
Investment Manager Non Correlated Capital Pty Ltd
Structure Unit Trust
Management Fees 0.65% management fee
Performance Fees 0% performance fee
Minimum Investment $100,000
Liquidity Monthly
Expected Return 15%
Expected Volatility 15%
Correlation to MSCI World 0.3

Cumulative Monthly Return

Risk & Return

Rolling Correlation (12 Month)

Performance Notes:
The funds monthly performance indicates actual returns net of fees. Performance has been audited and verified by third party administrators. All fees have been deducted in the below schedule;
1. Prior to July 2010, Rate of Return is net of pro-forma fees of a 2% management fee and 20% quarterly performance fees.
2. After July 2012 to June 2016, Rate of Return is net of fees of a 2% management fee and 20% quarterly performance fees.
3. After July 2016 to June 2018, Rate of Return is net of fees of a 1.25% management fee and 10% quarterly performance fees.
4. After July 2018 to present, rate Rate of Return is net of fees of a 0.65% management fee and 0% quarterly performance fees.
Please see fund Information Memorandum for more details on the fund fees.

FOR AUSTRALIAN WHOLESALE AND USA QEP INVESTORS ONLY.
This publication has been prepared on behalf of and issued by Non Correlated Capital Pty Ltd. This is not an offer to deal in any financial product. This information is general in nature and is presented without regard to any investor’s individual objectives, financial situation or needs. It is not specific advice for any particular investor. Before making any decision about the information provided, you must consider the appropriateness of the information in this document, having regard to your objectives, financial situation and needs and consult your adviser. The value of investments and any income generated may go down as well as up and is not guaranteed. Past performance is not necessarily a guide to future performance. Changes in rates of exchange may have an adverse effect on the value, price or income of investments. Investors should be aware of local laws governing investments and should read all the relevant documents. Please visit www.noncorrelatedcapital.com and fill out a contact form to gain further information.

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