Sabre FM, Style Arbitrage Fund, Dan Jelicic - Dec 2004

Sabre Fund Management had been running its Style Arbitrage Fund with quite some success for 18 months before launching the latest addition to its fund family, the Sabre Long/Short Style Fund. Since its August 2002 inception, Sabre Style Arbitrage has recorded a compound annual return of 9.15%, at a Sharpe Ratio of 1.4. This year to 1 October, it has accrued 2.5%.

Dan Jelicic, principal at Sabre FM, explains that the rationale for launching the long/short fund was that the firm had found that some

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