Performance Feedback

The Smart Beta/Quant strategies are:

Performance has been strong, except for the Market Neutral strategy, which had some growing pains due to Mean Reversion implementations.

Performance relative to benchmarks for the Year

Change in External AUM

AUM has grown consistently.

Individual Strategy Analysis

Divi Buy Write

CTA

Smart Beta Long Only

Smart Beta Long Short

Smart Beta Market Neutral

Smart Beta Global

Smart Beta: Strategic Initiatives

Global Aspirations

  • Fairtree Global Smart Beta analysis: See here: Global Factor Analysis
  • Mertech is a possible seed investor for Global Smart Beta unit trust
  • Diversify hedge product globally
    • AUS
    • NZ
  • Diversify to other asset classes
    • Commodities
    • FX
    • Fixed Income
    • Stock Indices

SA Long Only

  • Unit trust
  • Marketing and distribution

Staff Issues

Expenses

Operational Issues