Our Goals & Strategic Vision

At 111 CAPITAL, our goals are defined not by assets under management targets or short-term performance league tables, but by the quality and consistency of outcomes we deliver to institutional investors over full market cycles. We are building a firm that remains relevant and trusted decades from now, which requires continuous investment in research infrastructure, talent, and risk management capability. Our strategic vision is to be the quantitative investment manager of choice for sophisticated institutional allocators who value intellectual rigour, operational transparency, and genuinely systematic processes. Every decision we make — from research prioritisation to capacity management — is guided by this long-term orientation.

Our primary investment goal is to generate alpha that is attributable to genuine skill — identifiable signals with economic rationale — rather than to unintended factor tilts or market beta. We target strategies that produce positive returns across a range of market environments, with particular emphasis on performance during equity market stress periods. Every strategy's alpha sources are documented, monitored, and regularly re-evaluated.

We measure success principally through Sharpe ratio, Calmar ratio, and drawdown profile rather than gross returns in isolation. Our goal is to deliver institutional investors a smoother return stream that compounds more effectively over time than high-volatility alternatives. Risk-adjusted performance is reviewed at the strategy, portfolio, and firm level on a daily basis.

Protecting capital in adverse conditions is as important to us as capturing upside in favourable ones. Each strategy operates under hard drawdown limits that trigger systematic de-risking before losses can escalate to levels that impair long-term compounding. Our historical drawdown profile reflects the effectiveness of these controls across diverse market environments.

111 CAPITAL maintains an active pipeline of research into new predictive signals spanning fundamental, technical, and alternative data domains. Our goal is to continuously identify uncorrelated alpha sources that extend the diversification and robustness of our strategy suite. All candidate signals are subjected to strict statistical significance thresholds and economic plausibility assessments before inclusion.

We invest continuously in our algorithmic execution infrastructure to reduce transaction costs, improve fill quality, and extend our trading universe. Our goal is to maintain a measurable execution edge that preserves strategy alpha net of costs as market microstructure evolves. Technology development is treated as a core investment activity, not a support function.

Markets evolve, and our goal is to ensure that our models remain robust across regime changes without the need for constant manual intervention. We achieve this through adaptive parameter estimation, regime detection frameworks, and regular out-of-sample validation using freshly arrived data. Model reviews are conducted on a defined schedule and documented for investor transparency.

Our goal is not to maximise the number of investor relationships but to build a small number of deep, long-term partnerships with institutions that share our investment philosophy and time horizon. We seek allocators who understand systematic investing, ask rigorous operational due diligence questions, and engage with us as genuine partners in the investment process. Longevity of these relationships is a key performance indicator for our firm.

We aim to set a benchmark for transparency in quantitative fund reporting, providing institutional investors with attribution detail and risk analytics that go beyond standard industry practice. Our goal is for every investor to understand exactly where their returns came from and what risks were taken to generate them. We are committed to developing our reporting capabilities in direct response to investor feedback.

111 CAPITAL is committed to managing strategy capacity as a fiduciary obligation, closing strategies to new capital when market liquidity constraints threaten to erode returns for existing investors. Our goal is to prioritise the performance of current allocators over short-term fee revenue from new subscriptions. This discipline is fundamental to our credibility as a long-term institutional partner.