Strategy consists of investing in long/short equity, commodity futures or physical agricultural stocks.


A risk adjusted measure of the so-called ‘excess return’ on an investment. It is a common measure of assessing a manager’s performance as it is the return in excess of a benchmark index or ‘risk-free’ investment.

Annualised Compound Return

The rate of return that represents the cumulative effect that a series of gains or losses have on an original amount of capital over a period of time.