The quant-driven Ortus Fund gained 1.23% in December a nice boost to its 5.72% gain for the year overall. In 2011, the fund benefited from a variety of positions, primarily in yen as well as European and commodities currencies, explains Ortus Capital’s Janice Tang.
The model looks for drivers that guide it in terms of the economic momentum of a country, as well as monetary policy. It works well in any environment where divergences of conditions are apparent. The performance of the fund last year was also testament to its risk-management process, proven to work well in volatile