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The
investment objective of the Portfolio is to deliver consistent
capital appreciation through a unique proprietary forecasting
technique combined with robust risk management practices to return
absolute uncorrelated returns over a long term time horizon.
The
investment manager adheres to a strict discipline regarding the
implementation and monitoring of investment decisions for the fund
and has the following core principals.
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Risk Management Policy
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Documented Trading and Risk Management Policy.
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Experienced Personnel.
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Centralised Trading/ Risk Management.
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Reconciliation practices that ensure all discrepancies are
identified and corrected in a timely manner.
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Management and exception reporting so that all appropriate
people in the organisation know about the problems as they
arise.
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Uniform accounting procedures.
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Efficient execution of derivatives.
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Mark-to-market asset positions on a daily basis
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Independent Risk Management Committee - oversee the Portfolio’s
Risk Management.
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