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Capricorn Sanlam Collective Investments Market Neutral Retail Hedge Fund

A Rand denominated South African long/short equity hedge strategy focused on capital preservation that targets an absolute return in excess of cash. The conservative, counter-cyclical nature of the strategy could result in under-performance during equity bull markets, with above-average performance in equity bear markets.

The Capricorn Sanlam Collective Investments Stable Retail Hedge Fund was the first fund to be launched on the Capricorn Hedge Fund platform managed by Capricorn Fund Managers (Pty) Limited.

It is a purely South African equity long/short hedge strategy, investing exclusively in Johannesburg Stock Exchange (JSE) listed equities and derivatives.

The strategy has a conservative mandate requiring low risk and consistent absolute returns. Investors in the strategy include many of the fund of fund groups in South Africa, large domestic banking groups, major insurers and a number of high net worth individuals.

Fund Performance

cap-sci-market-neutral_apr-2018

Fund Facts

The CAPRICORN SANLAM COLLECTIVE INVESTMENTS MARKET NEUTRAL RETAIL HEDGE FUND is a Rand denominated low risk, market neutral hedge fund that employs multiple investment methodologies to construct a portfolio. The primary objective of the CAPRICORN SANLAM INVESTMENTS MARKET NEUTRAL RETAIL HEDGE FUND is to deliver superior risk adjusted returns that are uncorrelated to the general market over any 12 (twelve) month period by investing in JSE listed equity instruments.

R 15.8 million
Assets Under Management (R Million)

65%
% of positive months

35%
% of negative months

190%
Gross Exposure

17%
Net Exposure

9.5%
Annualised since launch %

71.0%
Cumulative since launch %

2.2%
Average positive monthly return

(1.9%)
Average negative monthly return

0.4
Sharpe Ratio

(4.2%)
Maximum monthly drawdown

(17.1%)
Maximum cumulative drawdown

Fund fact sheets

We deliver consistent returns that meet and exceed expectations within a variety of markets, and the Capricorn Sanlam Collective Investments Market Neutral Retail Hedge Fund is no different. Explore the fund’s performance since launch by selecting the year you would like to review, and sign up to receive updates via our newsletter.

Newsletters

The Investment Team

The fund management team is a close-knit team and have been together since inception. They were all raised and educated in emerging markets and have personal experience of political change and uncertainty, currency volatility and the emergence of a new middle class. We believe that this experience is essential in managing funds in emerging markets.

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Contact us

Johannesburg
South Africa

Capricorn Fund Managers (Pty) Limited

Capricorn House, 32 Impala Road
Chislehurston 2196, South Africa

For enquiries about Hedge Funds and/or our Long Only Funds, please contact
info@capricornfundmanagers.com

London
United Kingdom

Capricorn Fund Managers Limited

Malta House, 36-38 Piccadilly
London W1J 0DP, United Kingdom

For enquiries about Hedge Funds,
please contact
info@capricornfundmanagers.com

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