Systematic investment
Formed through a spin-off from JWM Capital Partners, Episteme Capital’s inaugural fund went live in July this year.
Chief investment officer Adrian Eterovic says the Systemic Quest Portfolio is based on a track record of over three and a half years at JWM.
The strategy’s annualised monthly net return over that time is 13.1%; $1 invested on January 1, 2006 would have been worth $1.54 in May this year.
The portfolio is targeting gross excess returns of 12.5% and is designed to maximise risk-adjusted returns using a variety of trading strategies, including valuation, macro and carry. Eterovic says the time of the
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