LAURIUM LONG SHORT PRESCIENT RI HEDGE FUND

As of 31 December 2023

Fund Details

The Laurium Long Short Prescient RI Hedge Fund is Laurium’s longest-running fund since inception in August 2008.

The Fund is registered as a Retail Investor Hedge Fund and is suitable for investors looking to capture upside in the equity markets while preserving capital on the downside.

Historically, the Fund has generated net returns in line with the SA equity market with half of the volatility.

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Fund Facts

Benchmark
STeFI
Risk Profile
Moderate
ASISA Category
SA Portfolios - Long Short Equity Hedge Funds - Other Equity Hedge Funds
Fund Inception Date
01 August 2008
Fund size
R2bn

Fund Performance

As of 31 December 2023
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Risk-return scatter-plot

As of 31 December 2023
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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 December 2023
  • Sector Allocation
    Net
    Long
    Short
  • Mining & Basic Materials
    18.6%
    22.0%
    -3.5%
  • Consumer Goods & Services
    15.4%
    28.4%
    -13.0%
  • Corporate & Gov Bonds
    12.7%
    12.7%
    0.0%
  • Industrials
    10.7%
    11.8%
    -1.1%
  • Financials
    7.5%
    13.2%
    -5.7%
  • Preferred Equity
    4.4%
    4.4%
    0.0%
  • Telcos, Media & Tech
    2.1%
    2.4%
    -0.3%
  • Property
    1.7%
    4.6%
    -2.3%
  • Healthcare
    -2.3%
    0.0%
    -2.3%
  • Index Futures and Options
    -8.9%
    0.0%
    -8.9%
  • Total
    61.9%
    99.6%
    -37.7%