We are pleased to announce that our weighted average return in January was +2.07%. Since 2015, we have generated a net return of 40.14% with a Sharpe ratio of 1.56.
In terms of investment strategy performance, our weighted average net returns for January were (a) -0.41% for conservative strategies, (b) +0.64% for balanced strategies, and (c) +4.59% for aggressive strategies.
January was dominated by three major themes: (1) excellent returns in global equity markets, (2) US dollar weakness, and (3) a selloff in US treasuries.