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Jonny Gordon, Met Capital

Met Capital Management to launch Asia Pacific fund in Q2

Thu, 22/03/2012 - 17:53

Met Capital Management is preparing to launch the MET Pacific Fund, an Asia Pacific long/short equity fund, in Q2 this year. The London-based firm already has a Cayman-domiciled MET Europa Fund. The MET Pacific vehicle will adopt a fully systematic version of the post-earnings stock momentum strategy used by the Europa fund and will also be domiciled in the Caymans. Portfolio manager Jonny Gordon (pictured)said he was unaware of any other hedge funds taking a similar approach to the developed Asian markets. “We have completed an extensive eight-year back testing and more recently front testing, which have produced very attractive risk-adjusted returns at 14.8 per cent annualised, 2.8 sharpe ratio, 4.8 per cent annualised volatility and a correlation of 0.1 to the MSCI Asia Pacific Index,” said Gordon. As the fund will target developed Asia Pacific markets including South Korea, Australia, Hong Kong, Japan and Singapore it is believed to have a capacity of USD1billion compared to the Europa fund whose capacity constraint is around USD500million.

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