In the July 2021 performance summary produced by dbSelect, the 1OAK Liquid Alternative Beta strategy is ranked in the top ten by performance over 12m and year-to-date. It also is ranked in the top five by Sharpe ratio.
For the twelve months to the end of July, LAB has returned 16.9% with a volatility of 8.4% — a Sharpe ratio of 1.96.
1OAK Liquid Alternative Beta is a systematic cross-asset absolute return strategy which aims to outperform the hedge fund industry on a risk-adjusted basis whilst offering daily liquidity. The strategy was launched in 2011 and trades liquid futures and other instruments on equity indices, sovereign bonds, rates, FX and commodities.