Aperio Master AlphaStrategy


Fund Investment Objectives

Aperio Master AlphaStrategy Ltd aims to deliver the highest risk adjusted alpha while deploying assets to more than 25 hedge fund strategies that exhibit the following: 1. Low market beta 2. Strong crisis resilience (long volatility) and 3. High liquidity of underlying instruments traded. The Fund targets a maximum annualised volatility of 4%. Strategy inception September 2003 (Strategy Sicav-Bainbridge AlphaStrategy 2 EUR), USD Class inception April 2007. Dec 2009-Fund name and domicile change to Aperio Master AlphaStrategy Ltd (Aperio Master). Adjusted Fund data (for fees and currency hedge costs) prior to May 1. 2007 is available upon request.