W.G. Wealth Guardian Ltd.

SAFI2 Program (SAFI2)

Year-to-Date
-3.93%
Minimum Investment
$ 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 9.06%
Sharpe (RFR=1%) 0.83
CAROR 8.45%
Assets $9,000,000
Worst Drawdown -16.28
S&P Correlation -0.12

Summary

The Strategic Automated Financial Investing2 (SAFI2) Program is a systematic directional long/short global macro strategy that invests in a diversified portfolio of currencies, bonds, equities and commodities futures around the world. The Program uses a quantitative approach to capture medium term investment returns for the major asset classes. The Program seeks to provide net annual returns superior to traditional investments and attempts to minimise monthly drawdowns in net asset value to a minimum. SAFI2 returns have low correlation with the major asset classes and many alternative investment strategies. The SAFI2 program was designed with the central principles of capital preservation and enhanced risk-adjusted returns in mind. The aim was to develop an agile and robust trading program that would provide steady and consistent returns rather than having stellar months or years that are accompanied by large negative swings and drawdowns. The Sharpe ratio remains one of the most important performance metrics monitored by management. With the low margin utilisation and balanced portfolio approach, the program attempts to assimilate the risk-return profile of a traditional investment portfolio whilst being totally uncorrelated to such portfolios. This goal has been achieved by leveraging the expertise and knowledge of the experience gained by the developers though years of trading and market observation.