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

< 6.5%

annualised volatility*

> 6.2%

compound annual returns*

< 0.32

correlation to msci world 

< 0.07

correlation to bgab* 

> 67%

% positive months*

> 0.53

sharpe ratio*

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

People

Always alert

solutions

Brighter investing

Insights

Charles Akingbehin 07/11/2019

Scratching Beneath The Quant Surface

To quote a thought piece by my colleague, Tim Wilkinson, written several years ago[1]: “Quant is not a strategy”. Instead, it’s a way of implementing an investment process. Thinking of Quant as a single hedge fund strategy is like thinking of fundamental investing as a single strategy. If someone told you that “Fundamental did poorly last year”, you would pull them up on it.

Lawrence Davis 31/10/2019

Culture: Hiding in Plain Sight – Part Two

Although a subjective concept, culture hides in plain sight and is readily observable if you know how to look. In a series of short pieces, Lawrence Davis, an Analyst on Aurum Research’s Operational Due Diligence team, explains the importance of a hedge fund manager’s culture to investors, the problems in defining and quantifying it, and how we overcome these problems to interpret it during due diligence.

funds

Explore our fund universe.