Qualitative Hedge Fund Research (QHFR) Services


ph: +16138836613

Mountjoy 500

 

The return table below represents the composite return of 14 highly rated hedge funds; one is double weighted and the other 13 are equal-weighted. The lineup of managers represents a selection derived from the philosophy adopted by Mounjoy Capital, and after 500 hedge fund evaluations.

 

The funds selected are not necessarily the most highly rated but they represent a short list of highly rated hedge funds exposed to a diversified array of risk exposures.

 

Contact Mountjoy Capital at 613 883 6613 or info@mountjoycapital.com if you wish to discuss further for your portfolio construction or portable alpha mandate. 

Portfolio Characteristics:

60%        Monthly Liquidity

40%        Quarterly Liquidity

Note: Most are already on managed account platforms offering even better liquidity

26.67%   Discretionary Global Macro

13.33%   Systematic Global Macro

33.33%   Equity Long Short

20%        Multi Asset/Strategy

6.67%     Convertible Arbitrage

 

Please note: Past results offer no guarantee of future returns. However, selecting talented and disciplined managers who adapt their style to the prevailing market environment will increase the propensity of consistent returns.

Philosophy and Principles

  • Adopt the Mountjoy Capital philosophy in manager evaluations
    • See "Publications" page
  • Bias towards nimble strategies deployed within the most liquid assets
  • No participation on “recovery”, opportunistic, or “flavor of the day” strategies
  • No pro-forma performance numbers used to justify inclusion into the program
    • All real performance numbers
  • Select hedge funds that deploy real hedge fund strategies
    • Do not play the "top quartile" game
    • Avoid pure quantitative filters that are subject to short volatility or gap risks
 
 
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
                           
04 3.53 1.38 0.74 0.54 0.03 0.37 -0.04 -0.81 2.01 1.79 3.33 0.77 14.41%
05 -1.34 2.44 0.44 -1.97 -0.14 2.17 2.59 2.15 1.40 -0.34 0.88 -0.14 8.31%
06 4.50 1.30 2.93 2.23 -0.43 1.33 0.95 0.96 -0.77 1.89 2.07 0.98 19.35%
07 1.89 0.61 0.03 1.27 0.94 1.39 2.99 1.03 2.68 2.37 1.38 0.64 18.60%
08 2.47 3.17 -0.44 0.02 1.47 2.02 -0.10 -0.17 -1.60 1.83 1.80 0.46 11.38%
09 3.24 0.71 0.06 -0.48 3.85 1.06 1.54 0.66 1.44 0.08 0.60 -0.02 13.42%
10 -0.39                       -0.39%
                         
                           
              
                          
                           
                           
                           
                           
                           
             
              
              
              
              
              
              
              
             
                         
                           
                       
                           
                           
                          

Client Access 

 

Mountjoy Capital is a Canadian Registered Company

 

Call us at +001 613 883 6613

 

e-mail us at: info@mountjoycapital.com


ph: +16138836613