Laurium Market Neutral Prescient RI Hedge Fund

Fund Performance

As of 31 October 2024

Growth of R100 investment at inception

As of 31 October 2024

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Risk-return scatter-plot

As of 31 October 2024

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

Sector Allocation (% of SA Equity Holdings)

As of 31 October 2024

Sector Allocation

Net

Long

Short
Corporate & Gov Bonds

42.1%

42.1%

0.0%
Mining & Basic Materials

8.9%

10.1%

-1.2%
Property

5.7%

9.3%

-3.7%
Telcos, Media & Tech

5.0%

5.1%

-0.1%
Financials

4.5%

11.3%

-6.7%
Preferred Equity

2.6%

2.6%

0.0%
Consumer Goods & Services

1.7%

12.9%

-11.2%
Industrials

-1.8%

4.1%

-11.6%
Foreign Indices

-11.6%

0.0%

-11.6%
Total

57.1%

97.6%

-40.5%

MARKET NEUTRAL

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)