Kesewah Fund is a Long-short Equity and Absolute Returns fund Management Company based in the US that seeks to obtain 150%-250% excess unlevered annualized returns above its benchmark with lower statistical risk through capital preservation. The firm employs scientific principles (Tresuremetrics) to achieve its investment objectives.
  
Our Absolute returns portfolio is a US focused equity market neutral (50/50) and short only (100% short bias) portfolio that seeks to generate uncorrelated returns by maintaining a zero to below zero (negative beta) ratio to US equity indices, predominantly, the S&P 500.

Both portfolios typically seek to exploit investment opportunities unique to a specific group of stocks, while maintaining a neutral exposure to broad groups of stocks defined for example by sector, industry, market capitalization, country, or region. The Absolute Returns portfolio does not use leverage to enhance returns. The strategy can be used as a hedge to directional strategies. For example, the portfolio can be used as a hedge to the broader markets the same way gold is used as a hedge against inflation. The portfolio has a Target annual gross return of 31% by default.

Our investment horizon is long-term (more than 10 years), however, the firm “hedges” its portfolio in the short-term to mitigate downside risk. Due to our downside risk mitigation, the portfolio tends to be less correlated to the traditional equity markets.