The Absolute Return Portfolio aims to give 10% per annum of return on a mid-term basis. Realistically investors should hold the portfolio for between 3 to 5 years. The portfolio is not correlated with the stock market.

The portfolio consists of having exposure in trend-following quant funds, hedge funds and ground rent. The asset allocation in the quant funds consists of long/short futures in agriculture, currencies, bonds, energies, stocks, metals and interest rates. Since the portfolio is able to take short positions in a diverse range of asset classes, the portfolio aims to profit even in falling markets. The only time that the portfolio cannot profit is when all asset classes are neither rising nor falling. In this case, the exposure to ground rent will help lift the portfolio’s return modestly.

The minimum portfolio size is SGD 500,000 and is only available for Accredited Investors. The Series A is open for subscription but there is no guarantee that this will continue be so in the future because the portfolio consists of securities which may not be always available for new subscriptions. In the event which the Series A closes for subscription, a new Series B will be created for new subscription. Series B will not be identical to the asset allocation of Series A.