For Accredited Investors, we provide aligned, co-investment access with enhanced liquidity.
Stega MultiStrats Fund (SM Fund)
Stega Quantedge Fund (SQ Fund)
We offer capital introductions to our longest standing GP / hedge fund relationships.
Core Allocation
Diversified portfolio of multi-strategy funds such as Millennium, WorldQuant, Point72, Brevan Howard. Founded since 1990, they manage ~US$150 billion of assets across all major asset classes and investment strategies. It offers, possibly the most diversified and consistent multi-period performance in the industry.
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Ann. Return: ~12% since 1990s
Risk: ~5% volatility, 7% max. drawdown in 1998
Portfolio: Millennium, WorldQuant, Point72, Brevan Howard, Eisler, Hudson Bay
Core Allocation
Quantedge Global Fund is a ~US$3 billion systematic fund with global markets, factor & illiquid risk premia exposures. Founded in 2006, its ultra-diversified portfolio consist of ~300 instruments across all major liquid & illiquid asset classes. It offers, possibly the most comprehensive risk-premia portfolio in the industry.
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Ann. Return: ~19% since 2006
Risk: 25-30% volatility, 45% max. drawdown in 2008
Satellite Allocation
Quantos Global Fund is an emerging systematic fund with global markets & factor risk premia exposures. Founded in 2021 by the ex-CIO of Quantedge, its diversified portfolio invest across all major liquid asset classes. It offers, possibly the highest target volatility in the industry for maximum capital efficiency.
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Return: 52% in 1H 2024 YTD.
Risk: 50% volatility, 48% max. drawdown in 2023
Satellite Allocation
Bonds: UST Bills (Direct/IBO1 ETF)
Equities: FTSE All-World (VWRA/VT), S&P500 (CSPX/VOO)
Divestment / Exits:
Prulev Global Macro Fund: A global macro systematic fund (40% vol.) with discretionary event-driven tilt. It offers a unique discretionary overlay which outperformed pure systematic strategies with over 40% ann. return from 2012 to 2020 before experiencing ~80% maximum drawdown in 2021/22. Refer to >Prulev Divestment Note
Gusto (US): Series B-2 (2016-22), 21% IRR, 2.48x Money Multiple
GoTo (Indonesia): Series A (2016-23), 3% IRR, 1.25x Money Multiple
Singapore · Monetary Authority of Singapore Capital Markets Services License (201105714G). 435 Orchard Road, 11 Floor, Singapore 238877 and 111 Somerset Road, #07-07 TripleOne Somerset, Singapore 238164. Japan · Financial Services Agency Investment Trust Law (ITL) Notification. Distributors with Financial Instruments Business Operator and Kanto Local Finance Bureau Registration. Cayman · Cayman Islands Monetary Authority Registered Fund (660236). 802 West Bay Road, P.O. Box 32052, Grand Cayman KY1-1208.
