Claremont Global

Standard deviation 13.9%
Realised beta 1.11
Tracking error 5.9%
Upside capture ratio 1.36
Downside capture ratio 1.02

 

 

Claremont Global (hedged)

Standard deviation 19.1%
Realised beta 1.12
Tracking error 6.0%
Upside capture ratio 1.42
Downside capture ratio 1.07

Numbers are at 5 years to January 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.