Back
Hedge Fund
ElevenFund - AlphaMaven Performance Report
February 2024 - Hedge Fund
ElevenFund is a short term momentum fund focused on the Canadian equity market. ElevenFund targets superior risk-adjusted returns compared to the TSX, as measured by the Sharpe and MAR ('gain-to-pain') ratios. We expect to outperform the TSX in neutral-to-down markets and to capture a significant portion of the gains in strong up markets, with lower volatility and with smaller drawdowns than t e TSX. The Fund places significant emphasis on liquidity, capital preservation and on