Combining fundamental research with a systematic investment process, AVM has redefined the traditional approach to portfolio management. We have developed a proprietary framework using 50 years of data that invests to make money in both bull and bear markets.
This low volatility strategy invests in the world’s most liquid markets in fixed income, currencies, commodities and equities. It targets 12% annualised returns, with a strong focus on capital preservation and protecting downside risk.
This fund is only intended for Accredited Investors as defined in the Securities and Futures Act of Singapore.
Fund Structure
Performance
12.79%
3Y ANNUALIZED RETURNS
4.39%
3Y ANNUALIZED VOLATILITY
2.91
3Y SHARPE RATIO
3.47
3Y SORTINO RATIO
7.49%
CORRELATION TO S&P 500
27.43%
CORRELATION TO BONDS
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
| 2021 | 1.00% | 2.41% | 1.04% | 0.47% | 1.57% | 1.03% | 0.35% | 1.29% | 1.05% | 3.03% | 1.64% | 0.88% | 16.92% |
| 2020 | 0.66% | 1.37% | 3.01% | 3.18% | 1.30% | -2.76% | 0.27% | 0.71% | 1.14% | -0.79% | 1.81% | 0.93% | 11.24% |
| 2019 | -0.13% | -0.04% | 1.33% | -0.01% | 1.28% | 1.03% | 1.12% | 4.45% | -1.19% | 0.57% | 0.41% | 1.15% | 10.35% |
| 2018 | 3.65% | -3.77% | 0.06% | -0.51% | -2.64% | -0.16% | 0.16% | -0.04% | 0.01% | -0.96% | -0.26% | 1.65% | -2.95% |
| 2017 | 1.36% | 2.28% | 1.83% | 2.21% | 1.90% | 1.67% | 1.75% | 0.54% | 0.57% | 2.45% | 0.51% | 0.46% | 18.98% |
| 2016 | - | - | - | - | - | - | - | - | - | - | -1.19% | 1.89% | 0.67% |