Blackcairn Asset Management
Discretionary global macro trading rates, FX, and commodities with a top-down thematic overlay. Run by ex-central bank PM.
| Quarter | Cum return | Sharpe | vs bench (pp) |
|---|---|---|---|
| 2022 Q1 | 18.9% | 1.38 | -9.18 |
| 2022 Q2 | 13.8% | 1.61 | -6.25 |
| 2022 Q3 | 8.7% | 1.40 | -6.52 |
| 2022 Q4 | 3.1% | 1.36 | -7.05 |
| 2023 Q1 | 7.2% | 1.40 | +3.40 |
| 2023 Q2 | 8.8% | 1.31 | +1.08 |
| 2023 Q3 | 12.5% | 1.21 | +3.03 |
| 2023 Q4 | 19.1% | 1.41 | +5.62 |
Monthly liquidity with 30-day notice. 1-year soft lock with 2% early redemption fee.