The Jemekk Total Return Fund is an alternative investment partnership that invests primarily in mid- to large-capitalized Canadian and US securities. The Fund was created with the objective provide investors with superior risk-adjusted absolute returns, and designed to achieve positive returns in all market environments. These investment goals will be met primarily through long and short investments in equities, convertible bonds and options, and uses a multi-strategy approach to achieve its return objectives.

Jemekk Total Return January 2021

Jemekk Total Return Commentary Q4 2020



Return Highlights

Compound Annualized Returns 5.54%
Average Monthly Return 0.50%
Total Positive/Negative Months 98/56

Statistical Analysis

Percentage of Months Beat Benchmark When Positive 33%
Percentage of Months Beat Benchmark When Negative 79%
Annual Standard Deviation 10.96%
Sharpe Ratio (0.5%) 0.50
Sortino Ratio (MAR=0%) 0.75

Fund Returns vs Benchmarks (%)

1yr 3yr 5yr 10yr *CAGR
Total Return Fund 2.03 0.20 5.45 4.43 5.54
S&P TSX 3.46 6.12 9.51 5.62 5.17
S&P 500 17.25 11.70 16.16 13.50 10.68

* CAGR (compound annual growth rate) is the annualized return rate since inception; all fund returns are net of fees.