Performance

The numbers
tell the story.

Our quantitative fund series has delivered consistent, high-conviction returns across multiple market cycles since inception in May 2023 — with Sharpe ratios above 2.0 across all major strategy lines.

All performance data is sourced directly from independent custodian-reported net asset values. Monthly figures reflect actual fund NAV movements as verified by third-party custodians.

147%
Best Cumulative Return
Series No. 9 · since May 2023
2.55
Best Sharpe Ratio
Series No. 9
55%
Best Annualised Return
Series No. 9 · 55.46% p.a.
4.16%
Lowest Max Drawdown
Series No. 7
Series No. 7 — Low Vol
Series No. 9 — Mid Vol
Series No. 5 — Mid Vol
Series No. 8 — High Vol
7
Low Volatility · High Frequency Stock

Quantitative Fund Series No. 7

Representative product — high-frequency low-volatility stock strategy
Data period
5 May 2023 – 27 Mar 2026
Source: Custodian NAV
82.41%
Cumulative Return
23.87%
Annualised Return
4.16%
Max Drawdown
2.20
Sharpe Ratio
NAV Growth (Base = 1.00)
Monthly Returns (%)
Year JanFebMarApr MayJunJulAug SepOctNovDec Total
2023 0.881.711.411.19 -0.160.392.180.58 8.47
2024 -0.440.951.621.90 0.66-1.031.733.02 9.655.1110.05-0.96 36.53
2025 -0.411.79-1.27-0.61 1.271.015.460.24 1.311.330.580.63 11.78
2026 2.475.831.62 10.20

Data based on custodian-reported NAV. Period: 5 May 2023 – 27 March 2026. Past performance is not indicative of future results. For qualified investors only. This does not constitute financial advice.

9
Mid Volatility · High Frequency Stock

Quantitative Fund Series No. 9

Representative product — high-frequency mid-volatility stock strategy
Data period
11 May 2023 – 27 Mar 2026
Source: Custodian NAV
147.22%
Cumulative Return
55.46%
Annualised Return
12.36%
Max Drawdown
2.55
Sharpe Ratio
NAV Growth (Base = 1.00)
Monthly Returns (%)
Year JanFebMarApr MayJunJulAug SepOctNovDec Total
2023 1.161.791.870.73 2.451.812.962.29 15.80
2024 1.933.322.541.78 0.75-2.955.530.74 19.876.6311.013.76 68.21
2025 -1.540.85-0.84-1.78 0.021.396.543.54 5.912.630.441.47 19.85
2026 4.722.72-1.56 5.90

Data based on custodian-reported NAV. Period: 11 May 2023 – 27 March 2026. Past performance is not indicative of future results. For qualified investors only. This does not constitute financial advice.

5
Mid Volatility · High Frequency Stock

Quantitative Fund Series No. 5

Representative product — high-frequency mid-volatility stock strategy
Data period
18 Oct 2024 – 27 Mar 2026
Source: Custodian NAV
87.34%
Cumulative Return
45.65%
Annualised Return
7.23%
Max Drawdown
2.24
Sharpe Ratio
NAV Growth (Base = 1.00)
Monthly Returns (%)
Year JanFebMarApr MayJunJulAug SepOctNovDec Total
2024 1.4612.271.74 15.88
2025 -1.900.290.86-2.34 0.410.2510.62-2.21 11.070.213.140.14 21.30
2026 6.289.10-0.88 14.93

Data based on custodian-reported NAV. Period: 18 October 2024 – 27 March 2026. Past performance is not indicative of future results. For qualified investors only. This does not constitute financial advice.

8
High Volatility · Self-Built Position

Quantitative Fund Series No. 8

Representative product — self-built position high-volatility strategy
Data period
12 May 2023 – 27 Mar 2026
Source: Custodian NAV
124.06%
Cumulative Return
45.03%
Annualised Return
15.45%
Max Drawdown
1.67
Sharpe Ratio
NAV Growth (Base = 1.00)
Monthly Returns (%)
Year JanFebMarApr MayJunJulAug SepOctNovDec Total
2023 1.252.021.31-0.32 1.300.691.36-1.74 5.74
2024 6.26-3.845.231.24 -0.72-6.554.04-0.36 21.9211.1213.693.94 67.59
2025 -2.971.740.70-1.83 0.135.821.857.21 -1.18-1.033.791.70 16.56
2026 3.695.65-2.24 8.48

Data based on custodian-reported NAV. Period: 12 May 2023 – 27 March 2026. Past performance is not indicative of future results. For qualified investors only. This does not constitute financial advice.

Interested in our
fund products?

Contact our Shanghai or Sydney team to discuss eligibility and investment terms for any of our quantitative fund products.