Investing since 1994

And still growing strong

At Aurum we aim to take intelligent risk to provide resilient risk-adjusted returns over the long-term and across multiple economic
and financial cycles. We place a high priority on capital preservation.

Applying our investment philosophy means that there are strategies and investment approaches that are deliberately excluded. These include being long-biased to the market and being reliant on carry or yield to enhance results.

By excluding investments correlated to the market, our portfolios provide a more consistent return stream with a high proportion of positive months. Our investment solutions complement a traditional portfolio of bonds and equities and have proven that an investment with Aurum can help to grow and protect our clients’ portfolios.

Our performance since 1994

< 6.4%

annualised volatility*

> 6.2%

compound annual returns*

< 0.32

correlation to msci world 

< 0.07

correlation to bgab* 

> 67%

% positive months*

> 0.54

sharpe ratio*

To find out more about our funds and their performance please register here

People

Always alert

solutions

Brighter investing

HEDGE FUND RESEARCH

23/03/2020

Hedge Fund Performance by Size – February 2020

In February, most hedge fund strategies observed by Aurum’s Strategy Engine had negative performance across most AUM buckets in the unfolding market turbulence triggered by COVID-19. ...

INSIGHT

Alex Tsatsos 27/02/2020

Alpha Cities – Hedge Fund Performance by Geography

The HFRX global hedge fund indices, amongst others, make it easy to track and compare hedge fund performance, by strategy. Similarly, the JPM Style Factor Indices make it possible to compare and contr ...

HEDGE FUND RESEARCH

23/03/2020

Monthly Hedge Fund Performance Review – February 2020

Hedge funds generally lost money in the market turmoil and heightened volatility brought about from concerns about the spread of COVID-19, although dispersion was wide and some funds, particularly wit ...

funds

Explore our fund universe.