A process built on a 16-year track record. No negative financial or calendar years

Capital preservation as a catalyst for long term outperformance.

The Bristlecone Endowment Fund applies an all-weather investment philosophy that targets equity-like returns at substantially lower risk. A predecessor strategy run on the same process delivered 8.4% p.a. net with 5.1% annualised volatility across a 16-year reference track record.

Trusted by
ENDOWMENTS FAMILY OFFICES CHARITIES SMSF INSTITUTIONAL INVESTORS
BEF Performance Summary

Risk-adjusted returns that speak for themselves.

Net of fees | Since inception 1 December 2022 | As at 31 May 2026 | Benchmark: CPI + 2.5% p.a.

5.8%
Net Return (p.a.)
Since inception
22.0%
Cumulative Net Return
Since inception
3.2%
Volatility (Ann.)
Std deviation
0.7%
Downside Deviation
Annualised
−2.6%
Worst Negative Month
Since inception
1.0
Sharpe Ratio
Since inception
4.6
Sortino Ratio
Since inception
0.59
Correlation (ASX 200)
S&P 500: 0.55
21.4%
Negative Periods
Since inception
CPI+2.5%
Target Return
Rolling 5-yr, net
Investment Process

Discipline, diversification, and dynamic positioning.

A tested investment process that is simultaneously academically robust and market-adaptive.

01 / SAA

Strategic Asset Allocation

Proprietary capital market assumptions, relative value analysis, probability-based market cycle assessment, and risk matrix construction.

02 / OPTIMISATION

Portfolio Optimisation

Deep-dive correlation matrix at the exposure level (not just asset class), with core and satellite positioning for true diversification.

03 / DAA

DAA Risk Management

Scenario testing, regime analysis, and relative value shifts. Constant stress testing to ensure capital preservation remains embedded.

04 / ACTIVE

Actively Managed

Positioning is set for the prevailing market environment, not anchored to a static allocation; dynamically rebalanced as conditions and opportunities evolve.

Our Funds

Vehicles built for long-term wealth generation.

01 / Bristlecone Endowment Fund

An all-weather multi-asset solution.

Open-ended liquid wholesale investment trust delivering capital preservation with growth. 5.8% p.a. net return since inception with only 3.2% annualised volatility, and a 3-year net return matching the ASX 200 at less than a third of its risk.

02 / Reference Portfolio

16 years of proven, repeatable performance.

~$645M average AUM. 8.4% p.a. net returns with 5.1% volatility. No negative financial or calendar year across the entire period. Sharpe ratio of 1.2 vs ASX 200 at 0.47.

A predecessor reference strategy run on the same process. Past performance is not a reliable indicator of future performance.

What separates us

Engineered for resilience, built for compounding.

Independent & Contrarian

We don't follow the herd. An independent investment approach and view, not just following consensus.

Capital Preservation

A key focus on longevity and downside protection through robust quantitative and qualitative risk management.

Truly Active

Portfolio positioning set for the market environment, not static around a stale Strategic Asset Allocation.

Evidence + Experience

Fusing traditional investment styles with innovative new-world strategies: simultaneously academically robust.

Applications

Multi-asset solutions for every portfolio context.

01 / CORE ALLOCATION

Portfolio Solution

Capital preservation for long-term growth as an actively managed diversified single solution.

02 / SATELLITE ALLOCATION

Volatility Dampener

Minimise total portfolio risk and improve downside protection when paired with common market products.

03 / ENDOWMENTS

Family Offices & NFPs

Formulating investment strategies that align with broader strategic goals for endowments and family offices.

04 / SUPERANNUATION

SMSF

An actively managed multi-asset solution for SMSFs that is liquid and seeks to compound over time.

05 / INSTITUTIONAL

Separately Managed

Institutional separately managed accounts tailored to specific risk and return objectives.

06 / ALTERNATIVE

Absolute Returns

Positioned as an alternative growth allocation to generate absolute returns with controlled drawdowns.

How Investors Use the Fund

Two ways investors put the Fund to work.

The "Nest Egg" Solution

A standalone, managed-risk allocation

Aims to protect and grow wealth across generations as an endowment: a single, actively managed diversified solution for investors with a long time horizon.

The "Sleep Easy" Core

A stable anchor within a broader portfolio

Neutralising volatility alongside higher-risk capital or high-income allocations: a core holding that dampens overall portfolio risk while compounding over time.

Fund Facts

Investment terms at a glance.

Fund
Bristlecone Endowment Fund (BEF), Multi-Asset
Fund term
Open-ended
Eligible investors
Wholesale clients only
Minimum investment
A$250,000
Target return
CPI + 2.5% p.a. (net of fees and expenses) over rolling 5-year periods. This is a target, not a forecast, and is not guaranteed.
Distribution frequency
Semi-annual (distributions are not guaranteed)
Management fee
1.08% p.a. (ex GST), excluding indirect fees and costs
Redemptions
Monthly, on a valid request at least 30 days before month-end and subject to available cash; proceeds generally paid within 15 days after month-end
Inception
1 December 2022

This information is issued by Mantis Funds Services Pty Ltd (under AFSL 531 027 | ABN 97 649 083 689). Mantis Funds Services Pty Ltd is the Trustee of the Fund. You must read the Fund Fact Sheet and Information Memorandum and seek professional advice before deciding to invest.

Reference Track Record

16 years of the same process.

Net of fees | January 2010 to December 2025 | Benchmark: CPI + 3% p.a. A predecessor reference strategy run on the same investment process. Past performance is not a reliable indicator of future performance.

8.4%
Net return p.a. over 16 years
5.1%
Annualised volatility
0
Negative financial or calendar years
−7.5%
Max drawdown vs ASX 200 at −26.7%
1.2
Sharpe ratio vs ASX 200 at 0.47
~$645M
Average AUM of the reference portfolio

The Bristlecone Pine is long-living and renowned for surviving through harsh weather and extreme conditions. Our investment philosophy mirrors this, with capital preservation embedded throughout market cycles.

Ainsley Lee Portfolio Manager, Bristlecone Asset Management
FAQ

Questions, answered.

What is the investment philosophy behind Bristlecone?
Bristlecone's all-weather approach prioritises long-term returns, targets opportunity across different asset classes and regions, and maintains capital preservation as a catalyst for outperformance. We maintain an equilibrium between innovation and market dynamics with discipline throughout the investment process.
How does the fund manage risk across market cycles?
We apply proprietary regime classification across macro risk, market extremes, market trends, volatility states, and market conditions. Constant stress testing ensures capital preservation remains a key pillar. Over the three years to 31 May 2026 the Fund's annualised volatility was 3.2%, against 11.0% for the ASX 200, with a worst month of just −2.6% since inception.
What is the minimum investment and who can invest?
The Bristlecone Endowment Fund is an open-ended liquid wholesale investment trust available to wholesale clients only, with a minimum investment of A$250,000. Separately managed accounts are also available for institutional mandates. The Fund distributes semi-annually and accepts redemption requests monthly (30 days' notice).
How does Bristlecone's approach differ from passive strategies?
We are truly active. Portfolio positioning is set for the current market environment, not static around a stale SAA. On a risk-adjusted basis the reference portfolio has outperformed comparable diversified balanced strategies with materially lower risk.
For Advisers & Distributors

Access for professional investors.

Financial advisers & consultants

The Fund suits clients seeking an actively managed, diversified allocation that targets equity-like returns with materially lower volatility, used as a core "Sleep Easy" holding or a satellite volatility dampener. We can provide the Information Memorandum, fact sheet and latest monthly report on request.

Institutions & family offices

Beyond the open-ended wholesale trust, institutional separately managed accounts are available, tailored to specific risk and return objectives. Speak with the team about mandates, reporting and onboarding.

Contact the team
Documents

Fund materials, on request.

Available to wholesale clients. Request access and our team will send the current documents.

Long term wealth generation is our priority.

Sustainable capital preservation and growth, built to endure.

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