Strategy performance and attribution.
Transparent reporting of returns across our three systematic strategies, with detailed performance metrics, attribution analysis, and risk analytics updated quarterly.
Strategy Performance
Key metrics across our three core strategies, calculated since inception.
Monthly Returns
Composite fund performance for the past 12 months.
Performance Notes
Methodology
All performance figures are calculated on a time-weighted basis, net of all management and performance fees. Returns are calculated daily and reported monthly. We employ industry-standard calculation methodologies consistent with GIPS standards where applicable.
Benchmarks
Each strategy is measured against appropriate benchmarks reflecting its investment universe and mandate:
- Global Systematic Equity: MSCI World Index
- Alternative Data Alpha: FTSE All-World Index
- Macro Momentum: Bloomberg Commodity Index + FX Baskets
Fee Structure
Cavari Capital operates under a transparent fee structure designed to align our interests with investors. Management fees vary by strategy, and performance fees are subject to a high water mark policy, ensuring fees are only charged on net new gains.
Reporting & Transparency
We provide comprehensive quarterly reporting including attribution analysis, factor exposure breakdowns, position-level risk metrics, and detailed commentary on market developments and strategy positioning. Our investor relations team is available to discuss performance and strategy at any time.