The Metolius Capital unlevered benchmark strategy has returned 5.6% for the year to the end of March. That's according to a copy of the firm's March investor update, which ValueWalk has been able to review. The manager's enhanced fund, which is 2.5x levered, has returned 14.1%. The funds returned 13.6% and 33.7% respectively in 2020.
Q1 2021 hedge fund letters, conferences and more
According to its investor update, the asset manager's flagship unlevered fund has returned 3.2% annualized since inception in June 2010. It has achieved this return with a Sharpe ratio of 0.44, annualized volatility of 7.97, and a correlation to the HFR Systematic benchmark of 0.57. It...
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