Investment Strategy:       Global Macro

Investment Universe:       
All liquid asset classes

Instruments:                     
Listed products + FX

Returns:                             
8-12% p.a.

Sharpe Ratio:                    
>1%

Risk Limits:                       
Weekly VaR (95%) < 5%

Stop-Loss:                         
Yes - 3 levels

Track Record:                    
5 years (audited)