OCTAGON
MACRO
FUND
|
Octagon Macro Fund is a Cayman-domiciled Asia-focused macro fund,
investing in interest rates, credit, equities, FX and commodities across
Asia plus the US.. The investment universe consists of 10 markets,
namely Japan, Australia, India, Hong Kong, Taiwan, Korea, Singapore,
Malaysia, Indonesia and the US. The fund aims to generate
attractive absolute returns, while preserving capital through low
downside correlations with the broad asset classes.
The fund is managed
through a 3-step investment process: (i) a quantitative model to
identify trends and overreactions in the market, premised on the idea
that markets are often influenced by investors' behavioral instincts;
(ii) a complementary qualitative overlay process to facilitate portfolio
construction and position management; and (iii) a risk management
process to protect downside risk and ensure portfolio liquidity
throughout the entire market cycle. This strategy targets a 15% return objective, with annual volatility below 15%.
Gross exposure is not expected to exceed 300%. |
BOARD
OF DIRECTORS
In addition to Lam Poh Min, Nelson Chia
and Quek Jee Ngee, Mr. Fletcher, Mr. van Tuyll and Mr. Nitsche have been appointed as independent
Directors of the Fund.
PETER
H.
FLETCHER
Mr. Fletcher is the Managing
Director of Parly Company S.A., Geneva. He has over 30 years of international
experience that covers a broad spectrum of financial management functions in the
trust and banking industry in Canada, Australia, Bermuda, Hong Kong and
Switzerland. In addition to holding numerous directorships of investment funds
and companies, he has served on various government financial regulatory bodies.
H-W.R. BARON
VAN TUYLL
VAN SEROOSKERKEN
Mr van Tuyll joined
the Cargill group in 1969. After various positions in Holland, Brazil, Belgium,
New York and Tokyo, he returned to Geneva in 1979 to be involved in various
acquisitions of the group. H-W joined Cargill Investor Services Inc (CIS) in
1983 concentrating on the development of Alternative Investments until 2003
when, after his retirement, he was appointed a CIS Senior Independent Advisor.
He was elected to the Alternative Investment Management Association (AIMA,
London) Board from 1995-2003 and ended his tenure as Chairman of the Board. From
1997 until 2001, he was Honorary Consul General for the Netherlands in the
French speaking part of Switzerland. He is currently active in a number of Board
Memberships and/or Director positions.
MARC
NITSCHE
Mr.
Nitsche began his career in 1968
as a broker with the Wall Street firm of Halle & Steiglitz. Thereafter, he
founded a chain of tax preparation stores in the United States that he sold in
1973. Mr. Nitsche then obtained a juris doctor degree in law and a master
of law degree in taxation from New York University. He was Special Counsel
to the New York law firm of KMZ Rosenman where he practiced law from 1976 to
1992. Since 1992, Mr. Nitsche has conducted an international legal and
investment advisory practice. For more than 15 years, Mr. Nitsche has also
managed a substantial investment portfolio that consists primarily of
investments in hedge funds and third party managers.
|
