David is the founder and Chief Executive of Lazarus. He has spent more than 20 years advising within financial markets and was head of research and a member of the Executive Management Committee at J.P. Morgan Cazenove.
McLean Capital invests using a model that has been rigorously tested. It has a strong governance system in place to ensure the model is followed accurately.
The McLean Systematic Fund is a computer-driven fund aiming for long-term capital appreciation. The fund is targeting a 10% annualised return (net of fees) with around 10% volatility. Returns are uncorrelated with those of other asset classes (including other computer-driven funds) meaning that, by holding this fund in a portfolio, an investor could reduce overall portfolio volatility. The fund uses a proprietary systematic model to trade only one instrument: the DAX future. The model has analysed all c. 14,000 days that the DAX has traded in its history, and now recognises short-term patterns that have occurred in the past, when similar patterns occur in the present. 7 staff members work at McLean Capital Management LLP, which is part of the 40-employee-strong McLean Advisory Ltd
Mon-19-Feb* : +0.05%
Month-to-date : -6.85%
Year-to-date : -1.00%
Performance is estimated for the USD Share Class D.
Performance is net of all fees and expenses.
Past performance does not guarantee future performance.
Performance numbers are audited monthly, but not audited intra-month.
*Performance number was calculated as at 4:40pm UK time
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