Reporting Engine & Executive Factsheets
GIPS compliant performance tear-sheets, UCITS disclosure packets, and board presentation decks
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AEGIS MASTER FUND LP
Quarterly Institutional Tear-Sheet & Risk Report
As of: October 2026
Audited & Verified
Net AUM$4,820,000,000
YTD Net Return+14.20%
Sharpe Ratio1.51
Max Drawdown-8.40%
Strategy Overview & Investment Mandate
The AEGIS Master Fund employs an algorithmic multi-factor quantitative approach designed to harvest equity risk premia, momentum, and cross-asset volatility mispricings while strictly capping drawdown via an active duration and volatility overlay. The fund targets an annualized net Sharpe ratio > 1.30 with zero structural unhedged beta above 1.0.
Top 5 Holdings by NAV Weight
- 1. NVIDIA Corp (NVDA) 18.4%
- 2. Microsoft Corp (MSFT) 15.2%
- 3. US Treasury 10Y Note 14.5%
- 4. Apple Inc (AAPL) 11.5%
- 5. iShares IG Corp Bond 11.0%
Regulatory & Counterparty Summary
- Prime Brokers: Morgan Stanley, Goldman Sachs
- Fund Administrator: SS&C GlobeOp
- Auditor: PricewaterhouseCoopers LLP
- Legal Counsel: Sidley Austin LLP
- Settlement Cycle: T+1 Continuous Net Settlement