Omni Momentum®
Seeks maximum returns and protection of capital
Overview
This strategy seeks maximum returns and protection of capital.
Invest in global public securities.
Trading in markets with volatility and liquidity as they give opportunities.
Momentum Strategy
The key of momentum investing is to know when to enter into a position, how long to hold it for, and when to exit. We can also react to short-term, news-driven spikes or selloffs.
Inception Date
1 July 2021
Current Holdings
11 Holdings
Team
Scott (Strategy/Asset Allocation)
Derrick (Macro/Theme)
Analysts (Micro/Sector)
Purpose
To minimise the risk of adverse movements in prices and to work with volatility by finding buying opportunities in short-term uptrends and then sell when the securities start to lose momentum.
Characteristics
- Define success in absolute terms
- Active adjustment on correlation to market movements
- Volatility is key
- Performance depends on generation of alpha
- Versatile investment options to optimize the performance
Features
- Directional
- Arbitrage
- Long/Short
- Event Driven
Breakdown
| Asset Class Breakdown | |
| Equity | 29% |
| Digital Asset | 0% |
| Commodity | 43% |
| Currency | - |
| Cash | 28% |
| Financials Type | |
| ETF | 12% |
| Future | 43% |
| Option | - |
| Share | 17% |
| Other | - |
| Cash | 28% |
Performance of Omni's Model Portfolio (Momentum Strategy)
| 1 Month | 3 Months | 6 Months | Since Inception | |
|---|---|---|---|---|
| OMNI Momentum | 0% | 1% | 18% | 18% |
| MSCI ACWI | 4% | 6% | 5% | 5% |
| MSCI AC ASIA Ex Japan | 1% | -1% | -11% | -11% |
| MSCI Golden Dragon | 0% | -2% | -16% | -16% |
| MSCI ASEAN | 2% | 1% | 1% | 1% |
| Eurekahedge Hedge Fund Index | 1% | 1% | 1% | 1% |
| Fixed Return of 8% | 1% | 2% | 4% | 4% |
Note:
MSCI ACWI captures large and mid cap representation across 23 Developed Markets and 27 Emerging Markets countries.
MSCI AC ASIA Ex Japan captures large and mid cap representation across 2 of 3 Developed Markets countries (excluding Japan) and 9 Emerging Markets countries in Asia.
MSCI Golden Dragon captures the equity market performance of large and mid-cap China securities (H shares, B shares, Red-Chips and P-Chips) as well as securities classified in Hong Kong and Taiwan.
MSCI ASEAN captures large and mid cap representation across 4 Emerging Markets countries, 1 Developed Market country and 1 Frontier Market country.
The Eurekahedge Hedge Fund Index is Eurekahedge’s flagship equally weighted index of 1710 constituent funds. The index is designed to provide a broad measure of the performance all underlying hedge fund managers irrespective of regional mandate.
