Ortus Capital Management Ltd


Fund Investment Objectives

ORTUS CURRENCY PROGRAM employs systematic and fundamental investment strategies in global currencies. The investment portfolio is constructed to take advantage of FX cycles and variations over various time horizons, ranging from a few days to several years. Optimal portfolio is adjusted frequently to reflect changing market conditions. Built-in risk management system is designed to control the size of daily NAV fluctuations as well as the magnitude of drawdown as measured from the NAV peak. Ortus currency program aims to operate in "all-weather" conditions (trend, trend reversal, or trendless markets) and exploit opportunities in all currency pairs. We strive to predict trend and trend reversals using an information set which is wider than historic FX prices. Our portfolio can have negative carry at times, especially when risk aversion rises. Trading volume is high enough for us to exploit opportunities ranging from a couple of days to a couple of weeks, as well as medium to long-term FX cycles ranging from a few months to a few years. Assets reported represent all assets traded in the strategy.