FAM Calypso Fund

Our flagship strategy, the Calypso Fund is a U.S. Long Bias Equity Long/Short strategy enhanced with a bond component. Running since October 2016, this strategy focuses on investing in a long book of U.S. companies and hedging through liquid index futures. The long book aims to be factor neutral across Growth, Value and Low Volatility whilst buying into high quality companies with a simple and comprehensible business model, at reasonable valuations. We aim to stay invested long-term, whilst minimizing portfolio drawdowns during specific time periods. The Fund aims to capture about 27-35% of equity downside but up to 65-70% in rampant markets. This fund is ideal for conservative equity investors who aim to achieve equitable returns in the long-term but are unwilling to ride through a full equity drawdown.

RETURNS

Equity market level returns with substantially reduced net exposure

PROTECTION

Downside protection and repeatable process

AGILITY

Strategy that can quickly adapt to changing volatility

INDEPENDENCE

Absence of benchmark bias and independence of institutional styles

More Funds

This website uses cookies to enhance user navigation and to collect statistical data. To refuse the use of cookies, change your settings or for more information, please click on the following link: Privacy policy. Please accept the use of cookies for the above purposes.