THE GOLDSKY GLOBAL ALPHA FUND


 Goldsky Asset Management is a Quantamental-Based Investment firm specialising in Global Equities. Goldsky consistently outperforms market benchmarks, by employing a Quantamental Investment approach with a focus on Behaviour Analysis and Big Data.   


Global Awards 
Asia Hedge Performance Awards 2017
Best Global EquityFund

Global Awards Nominations
HFM Asia Hedge Fund Performance Awards 2017
Best Fund Under 200M 
Best Quantitative Fund  

LEARN MORE ABOUT GOLD SKY ASSET MANAGEMENT

OUR FINANCIAL PERFORMANCE

Monthly Returns Since Inception

Monthly Returns

70.033% Compounded return since inception

Percentage, returns against MSCI index

Return Since Inception

19.45% Compound Annual Return

Goldsky Global Alpha Fund

SECTOR ALLOCATION

12 Month Returns Donut

1,3,6,12 Month Returns


GLOBAL QUANTITATIVE EQUITY STRATEGY (USD)


Share price | $USD 1.6634 | Updated on a monthly basis


Fund Inception | 12 February 2015.


Investment Horizon | At least 3 years.


Investment Universe | Benchmark MSCI world net index.


Management Fee | 1.85% (capped at Feb 2015)


Frequency of Distribution | Annually


Number of Holdings | Typically 50-100 stocks


Minimum Investment | Invest directly with a minimum investment of AUD $25,000.00


ISIN Code | KYG3983M1096

FUND MANAGERS LETTER

My reasoning for the development of the Goldsky global equity strategy was to provide investors with an active solution that has investors financial goals at the heart of our portfolio construction. The Goldsky Global equity strategy has achieved strong, risk-adjusted returns, substantially outperforming its relative benchmark while facilitating a smoother ride for investors with a much lower risk profile enabling investors to achieve their financial objectives.

Market capitalization-weighted indices, the most common benchmarks in equity investing, poses many risks. For example, there may be stocks, sectors and country concentration risk in market-cap-weighted indices. This is particularly true for the S&P/ASX 200 Index, which tracks Australia’s largest 200 listed companies ranked by market capitalization.

The top 10 stocks of the S&P/ASX 200 have an outsized impact, By market capitalisation, they make up 47.8% of this  of this 200-stock index

Equity portfolios constructed around a benchmark rest on a belief that the index offers the greatest return for a given level of risk. These portfolios generally limit stock, sector and country weights within predetermined ranges relative to the benchmark.

My research suggests that market capitalization-weighted benchmarks do not offer investors the optimal balance of risk and return.

In this new age, the lines between fundamental and quantitative active management have become increasingly blurred as both come to embrace the new tools and technology. Successful active managers are able to incorporate the best elements of both approaches.

While it has become commonplace to marvel at the amount of data our new “Internet of Everything” age is throwing off, it is worth reminding ourselves of the order of magnitude by which the information we can apply to our investment process is growing.

 

- KEN GRACE, FUND MANAGER

“THE STOCK MARKET IS THE STORY OF CYCLES AND OF THE HUMAN BEHAVIOUR THAT IS RESPONSIBLE FOR IT’S DIRECTION”

RETURN ON INVESTMENTS AGAINST MICS INDEX

Return on Investment Per Annum

The Goldsky Global Alpha Fund has return 19.45% per Annum since inception. Inception date 12/02/2015

Net profit contribution

$19.45%

10.72% above index benchmark

Cumulative % returns over 12 months

The Goldsky Global Alpha Fund Cumulative returns Over the last 12 month period 01/09/16-01/09/17  

Net profit contribution

25.30%

9.59% above index benchmark

Cumulative % returns for 2017 to date

The Goldsky Global Alpha returns calendar year to date. figures include September 

Net profit contribution

16.05%

7.94% above index benchmark

GOLDSKY CHARITY FOUNDATION

SLEEP SAFE SLEEP SWEET FOUNDATION

Our initiative is to get our young people in the Tweed region affected by homelessness to a place where they can not only stabilise their lives but with help realise that they are valued and active members of our community.

 

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This communication is only intended for and will be only distributed to persons’ resident in jurisdictions where such distribution or availability would not be contrary to local laws or regulations. There is no guarantee that any investment strategy will work under all market conditions, and each investor should evaluate their ability to invest for the long-term, especially during periods of downturn in the market. Past performance is no guarantee of future results. For important information about the investment manager, please refer to Form ADV Part 2. All information provided has been prepared solely for information purposes and does not constitute an offer or a recommendation to buy or sell any particular security or to adopt any specific investment strategy. The information herein has not been based on a consideration of any individual investor circumstances and is not investment advice, nor should it be construed in any way as a tax, accounting, legal or regulatory advice. To that end, investors should seek independent legal and financial advice, including advice as to tax consequences, before making any investment decision.
DEFINITIONS
Alpha is the excess return or value added (positive or negative) of the portfolio’s return relative to the return of the benchmark. Tracking error is the standard deviation of the difference between the portfolio and the benchmark returns. Annual turnover measures the percentage of securities within the portfolio that changed during the most recent fiscal year.
RISK CONSIDERATIONS
There is no assurance that a portfolio will achieve its investment objective. Portfolios are subject to market risk, which is the possibility that the market values of securities owned by the portfolio will decline. Accordingly, you can lose money investing in this strategy. Please be aware that this strategy may be subject to certain additional risks. In general, equities securities’ values also fluctuate in response to activities specific to a company. Investments in foreign markets entail special risks such as currency, political, economic, market and liquidity risks. The risks of investing in associated with investments in foreign developed countries. Derivative instruments can be illiquid, may disproportionately increase losses and may have a potentially significant negative impact on the portfolio’s performance. Illiquid securities may be harder to sell and value than publicly traded securities (liquidity risk).
OTHER CONSIDERATIONS
The MSCI World Net Index is a free float-adjusted market capitalization weighted index that is designed to measure equity market performance. The term “free float” represents the portion of shares outstanding that are deemed to be available for purchase in the public equity markets by investors. The MSCI World Net Index currently consists of 23 market country indices. The performance of the Index is listed in U.S. dollars and assumes reinvestment of net dividends. The indexes are unmanaged and do not include any expenses, fees or sales charges. It is not possible to invest directly in an index. Any index referred to herein is the intellectual property (including registered trademarks) of the applicable licensor. Any product based on an index is in no way sponsored, endorsed, sold or promoted by the applicable licensor and it shall not have any liability concerning it. The information presented represents how the portfolio management team implements its investment process under normal market conditions.
MSCI DISCLAIMER
Neither MSCI Inc nor any other party involved in or related to compiling, computing or creating the Index data makes any express or implied warranties or representations with respect to such data (or the results obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any such data. Without limiting any of the foregoing, in no event shall MSCI Inc, any of its affiliates or any third party involved in or related to compiling, computing or creating the data will have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the Index data is permitted without the express consent of MSCI Inc.
CLIENT SOLUTIONS
Our systematic, global equity specialists apply our Alpha engines and proprietary risk-management framework to develop investment solutions in areas that help meet client needs and that we believe are best suited to a quantitative approach.