Systematic investment


Chief investment officer Adrian Eterovic says the Systemic Quest Portfolio is based on a track record of over three and a half years at JWM.

The strategy’s annualised monthly net return over that time is 13.1%; $1 invested on January 1, 2006 would have been worth $1.54 in May this year.

The portfolio is targeting gross excess returns of 12.5% and is designed to maximise risk-adjusted returns using a variety of trading strategies, including valuation, macro and carry. Eterovic says the time of the