September 2023

Blue Oceans Retail Strategy

Growth of $10,000

Net Monthly Returns


Statistics

Last Month -3.20%
3 Months Rate of Return -9.72%
Year To Date 0.77%
12 Months Rate of Return -0.76%
36 Months Rate of Return -12.89%
Average Rate of Return 12.56%
Winning Months (%) 61.43%
Average Winning Month 5.26%
Total Return Cumulative 99.37%
Risk Adjusted Returns Since Inception -
Exposure % Since Inception -

Corporate Overview:

Investment AdviserHarbourSide Capital Pty. Ltd.
AFS Representative Number' 448907
LocationSydney, Australia
Phone+61 (02) 9432 7850
E-mail[email protected]
Skype

Investment Summary:

Inception DateDec 2017
Minimum Investment20,000 AUD
1M YTD 12 Months Rate of Return 36 Months Rate of Return Total
Blue Oceans Retail Strategy -3.20% 0.77% -0.76% -12.89% 99.37%
MSCI ACWI Net USD -4.14% 10.06% 20.80% 22.16% 44.31%
2y (pa) 3y (pa) 5y (pa) Inception (pa)
Blue Oceans Retail Strategy -17.49% -4.49% 9.70% 12.56%
MSCI ACWI Net USD -2.10% 6.90% 6.46% 6.49%

Strategy Summary:

The Blue Oceans Capital Retail Strategy provides access to high quality, sustainable investments whilst providing solid returns.  It does this through a mixed allocation to both the Blue Oceans Capital strategy and a group of three high-performing, sustainable, exchange traded funds or ETFs. This retail strategy aims to outperform the market whilst smoothing out the high volatility that comes with the Blue Oceans Capital strategy.

The portfolio allocates up to 50 percent in three sustainable ETFs with the remainder allocated to the Blue Oceans Capital portfolio.The remaining allocation to the Blue Oceans Capital Strategy is a concentrated portfolio typically containing only 7 to 10 high-growth companies with high-quality sustainability factors.

Sustainability
The Blue Oceans Capital Retail Strategy invests in sustainable companies with high ESG standards. In regards to the allocation to the ETFs, these funds have been chosen due to their exceptional performance in ESG ratings. In regards to the Blue Oceans Capital Strategy, we don’t invest in any company involved in polluting commodities, weapons or defence, gambling or tobacco, or any media harmful to psychological well-being.

We conduct in-depth sustainability analysis on each of our investments using guidelines set by the United Nations. We promote sustainability through our memberships to both The United Nation Finance Initiative and The United Nations Principles for Responsible Investment.

Long-term Holdings
We are long-term holders of our investments only selling if material changes occur that threaten the business model of our investment. Short-term market movements don’t concern us.

Manual Approach to Screening
In regards to the portfolio allocation to the Blue Oceans Capital Strategy, when looking for new investment possibilities we search through every high-growth opportunity manually. This means understanding the business model of 1000’s of companies. In this way we find the most attractive business models first and calculate valuation second, the reverse order of most investment managers. In this way we know we are aware of all outstanding business models in our universe as we have looked at all of them. We do this every quarter ensuring our database is current.
 

Statistics

Sharpe Ratio (3 Month T-Bill) -2.68
Sharpe Ratio (10 Year T-Note) -
Sortino Ratio (3 Month T-Bill) 0.43
Sortino Ratio (10 Year T-Note) 0.50
Average Monthly Return 0.99%
Average Winning Month 5.26%
Average Losing Month -5.23%
Best Month 14.99%
Worst Month -16.44%
Max Drawdown (Monthly) -37.14%
Current Drawdown -36.11
Yearly Volatility 23.12%
Correlation vs. MSCI ACWI Net USD 0.67
Information Ratio vs MSCI ACWI Net USD 0.35

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 4.22 2.61 1.01 1.44 0.19 1.67 2.59 -9.09 -3.20 0.77
2022 -13.07 6.43 -5.26 -11.25 -2.99 -3.94 14.99 -4.68 -6.56 4.15 0.29 -5.71 -26.88
2021 -1.02 2.53 -3.09 1.64 -4.68 11.84 1.09 12.11 -6.16 1.07 -1.20 -7.47 4.72
2020 7.16 -1.62 -14.95 14.13 10.63 5.20 4.38 7.93 0.83 1.60 11.22 -0.09 52.73
2019 12.72 11.71 1.23 10.87 -1.70 5.25 6.44 0.97 -0.72 -3.08 9.17 -1.85 62.02
2018 5.84 1.31 -4.12 1.07 4.77 4.55 2.88 9.26 -2.04 -16.44 5.07 -5.22 4.29
2017 0.12 0.12
Past performance is no guarantee or reliable indication of future results. Performance data is collated from real-time trading accounts. Because these strategies are run as individual portfolios and individual clients’ holdings, performance can differ slightly from one client to another. This can be due to differing start dates, available liquidity or risk profiles and other variables. Performance figures are net of Harbourside Capital management fees and commissions charged by Interactive Brokers but does not include Harbourside Capital Annual flat fee of $330.

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -37.14% 10 0 09/2021 -
2 -18.48% 4 2 09/2018 02/2019
3 -16.33% 2 2 02/2020 05/2020
4 -6.11% 3 1 03/2021 06/2021
5 -4.12% 1 2 03/2018 05/2018

Return Report

Period LastBestWorstAverageMedianWinning %
1 Month -3.20%14.99%-16.44%1.21%1.08%61.43%
3 Months -9.72%32.83%-20.53%3.89%4.77%66.18%
6 Months -6.71%50.88%-30.17%8.35%9.00%72.31%
1 Year -0.76%67.53%-31.40%17.60%27.28%71.19%
2 Years -31.92%147.45%-34.00%44.29%66.13%68.09%
3 Years -12.89%182.27%-12.89%78.23%42.64%94.29%
5 Years 58.88%109.83%58.88%92.83%97.08%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years5 Years
Average ROR-32.31%-33.57%-12.98%-0.76%-17.49%-4.49%9.70%
% Positive0.00%33.33%66.67%75.00%50.00%52.78%58.33%
Avg. Pos. Period - 2.59%1.47%2.02%3.39%4.35%5.61%
Avg. Neg. Period-3.20%-6.15%-6.15%-6.00%-6.20%-5.26%-5.40%
Sharpe Ratio0.00-2.35-0.920.01-0.81-0.100.50
Sortino Ratio-3.46-2.09-1.01-0.07-1.10-0.310.60
Standard Deviation0.00%4.77%4.03%3.87%6.03%6.27%7.03%
Downside Deviation3.20%5.56%3.93%3.23%4.99%4.31%4.49%
Volatility0.00%16.52%13.97%13.42%20.87%21.71%24.35%
THE FACT SHEET CONTAINS GENERAL INFORMATION ONLY AND DOES NOT TAKE INTO ACCOUNT INDIVIDUAL FINANCIAL CIRCUMSTANCES. INVESTORS SHOULD CONSIDER THE INFORMATION MEMORANDUM AND SEEK INDEPENDENT ADVICE TO DECIDE IF THE STRATEGY IS APPROPRIATE TO THEIR CIRCUMSTANCES. HARBOURSIDE CAPITAL PTY LTD (ACN 166 765 537) IS A CORPORATE AUTHORISED REPRESENTATIVE (AR NUMBER 448 907) OF HLK GRO UP PTY LTD (ACN 161 284 500) WHICH HOLDS AN AUSTRALIAN FINANCIAL SERVICES LICENCE (AFSL 435746). THIS MATERIAL IS GENERAL IN NATURE AND SHOULD NOT BE CONSIDERED BY THE RECIPIENT AS A RECOMMENDATION RELATING TO THE ACQUISITION OR DISPOSAL OF INVESTMENTS. THIS MATERIAL DOES NOT CONTAIN SUFFICIENT INFORMATION TO SUPPORT AN INVESTMENT DECISION AND INVESTORS SHOULD ENSURE THAT THEY OBTAIN ALL AVAILABLE RELEVANT INFORMATION, INCLUDING THE INVESTMENT MEMORANDUM, BEFORE MAKING AN INVESTMENT. ANY ADVICE PROVIDED PREVIOUS TO A STATEMENT OF ADVICE (SOA) IS GENERAL ADVICE ONLY AND IS BASED SOLELY ON CONSIDERATION OF THE INVESTMENT OR TRADING MERITS OF THE FINANCIAL PRODUCTS ALONE, WITHOUT TAKING INTO ACCOUNT THE INVESTMENT OBJECTIVES, FI NANCIAL SITUATION AND PARTICULAR NEEDS (I.E. FINANCIAL CIRCUMSTANCES) OF ANY PARTICULAR PERSON. THE FINANCIAL SERVICES GUIDE SHOULD BE CONSIDERED BEFORE DECIDING TO DEAL WITH HARBOURSIDE CAPITAL PTY LTD. BEFORE ACTING ON ANY INFORMATION ON THIS WEBSITE, YOU SHOULD CONSIDER THE APPROPRIATENESS OF IT (AND ANY RELEVANT PRODUCT) HAVING REGARD TO YOUR CIRCUMSTANCES AND YOU SHOULD CAREFULLY READ AND REVIEW THE PDS OF THE RELEVANT FINANCIAL PRODUCT AS PROVIDED BEFORE ACQUIRING THE PRODUCT.