Aurelia Asset Management
Global convertible arbitrage with selective volatility and credit overlays.
| Quarter | Quarterly return | Sharpe | vs bench (pp) |
|---|---|---|---|
| 2022 Q1 | -4.4% | 1.20 | -4.91 |
| 2022 Q2 | -2.5% | 1.53 | -2.76 |
| 2022 Q3 | +1.7% | 1.45 | +1.16 |
| 2022 Q4 | +2.1% | 1.49 | +0.27 |
| 2023 Q1 | +1.8% | 1.61 | -0.12 |
| 2023 Q2 | -1.0% | 1.45 | -2.31 |
| 2023 Q3 | -2.4% | 1.30 | -3.35 |
| 2023 Q4 | +2.2% | 1.29 | +0.91 |
Quarterly liquidity, 60-day notice.