ElevenFund is a short-term, momentum trading fund focused on the Canadian equity market that targets superior risk-adjusted returns compared to the TSX, as measured by the Sharpe and MAR (‘gain-to-pain’) ratios. The Fund places significant emphasis on liquidity, capital preservation and on crystallizing open profit positions. The Fund uses no leverage and does not invest in private securities.
Fund is targeted to capture a significant portion of TSX gains in strong up markets but have lower volatility and smaller losses than the TSX in down markets. In all market conditions, focus is on liquidity, capital preservation and on profit-taking.
Short term directional Canadian equity trading fund that typically goes 40-60% cash at end of each day
Significant investment by portfolio manager ensures good alignment of incentives between manager and investor
|A:||2% per annum|
|F:||1% per annum|