Claremont Global

Standard deviation13.8%
Realised beta1.07
Tracking error6.3%
Upside capture ratio1.16
Downside capture ratio1.04

 

 

Claremont Global (hedged)

Standard deviation19.1%
Realised beta1.11
Tracking error6.5%
Upside capture ratio1.19
Downside capture ratio1.10

Numbers are at 5 years to May 2024. Inception date is 18th February 2014. Numbers may not sum due to rounding. Since inception return is annualized and assumes reinvestment of distributions. Past performance should not be taken as an indication of future performance.