Actual ILF Performance


A US based Innovation Leaders Fund was established in March 2013 to demonstrate actual investment performance of the strategy modeled in the 2002-2012 back-test. Twelve months on, the fund was showing the following performance against key benchmarks:

ILF Cumulative Return                      22.46%
SPX Cumulative Return                    19.73%
ACWI Cumulative Return                 14.81%

Associated risk measures for the Innovation Leaders Fund for the 12 months to March 31 2013 were:

Sharpe Ratio                                      1.53
Sortino Ratio                                      1.52
Calmar Ratio                                      3.21
Standard Deviation                           3.69%
Mean Return                                      1.63%

This presentation given at ISPIM in Montreal in October 2014 adds more information on the initial 12 months of performance:

 

By the end of December 2015, after running for 2 years and 9 months, the Innovation Leaders Fund has delivered a cumulative return of more than 41% since its inception. In comparison, over the same period, the FTSE 100 fell by 2.5% while the S&P500 has grown by 31.3%. Here is an update summary shared on Linked-In

And here is the more detailed end of 2015 update: Innovation Leaders Fund Update 31 Dec 2015

 

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