Laurium Aggressive Long Short Prescient QI Fund

Fund Performance

As of 31 August 2023

Growth of R100 investment at inception

As of 31 August 2023

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Risk-return scatter-plot

As of 31 August 2023

CAGR

Compound annual growth rate

Standard Deviation

Measures the absolute variability of a distribution; the higher the dispersion or variability, the greater is the standard deviation and greater will be the magnitude of the deviation of the value from their mean.

Cash (STeFI)

The STeFI (Alexander Forbes Short Term Fixed Interest Index) is a recognised benchmark of the returns earned in the South African money market.

Inflation (CPI)

The monthly change in the SA consumer price index (CPI)

Equity (JALSH TR)

JSE FTSE ALL SHARE INDEX

Bonds (ALBTR)

JSE All Bond Index

Sector Allocation (% of SA Equity Holdings)

As of 31 August 2023

Sector Allocation

Net

Long

Short
Consumer Goods & Services

21.7%

36.6%

-15.0%
Financials

20.2%

21.7%

-1.5%
Industrials

17.1%

19.5%

-2.4%
Mining & Basic Materials

17.4%

17.4%

0.0%
Corporate & Gov Bonds

16.3%

16.3%

0.0%
Telcos, Media & Tech

0.9%

5.3%

-4.4%
Preferred Equity

5.1%

5.1%

0.0%
Property

1.5%

3.4%

0.0%
Healthcare

2.0%

2.0%

0.0%
Index Futures and Options

-11.8%

0.0%

-11.8%
Total

90.5%

127.4%

-36.9%

LAURIUM AGGRESSIVE LONG SHORT PRESCIENT QI HEDGE FUND

Fund Details

LAURIUM FUNDS

Fund Facts

Fund Performance

Growth of R100 investment at inception

Risk-return scatter-plot

Asset Allocation

Sector Allocation (% of SA Equity Holdings)