Goal
PRC aims at achieving superior returns with low volatility and low leverage in global equities.
Process
The process is well-defined, relentlessly tested and perfected. Strict discipline, flexibility and creativity are values core to the strategy.
Strategy is macro-driven searching across asset classes for macro themes but deep bottom-up value is reconciled. It uses quantitative models and algorithms to help (1) capture best trading opportunities and (2) maximize risk/reward.
Performance
PRC has built a strong track record with an annualized return of +10% over 5 years, a volatility of <4% and a Sharpe ratio of >2.
PRC achieved a return of +24% in 2019 and +31% in 2020.