The key is to gain exposure to equities that can outperform the stockmarket and at the same time remove the exposure to the stockmarket. Orbis Optimal Funds achieves this simply by investing in the Orbis equity funds and then reducing the stockmarket exposure ("hedging") by selling stockmarket index futures and buying stockmarket index put options. This leaves Orbis Optimal Funds with the difference in returns between the equity funds and the stockmarkets (plus the returns on cash from the futures sold). The better our stock-picking skills, the higher the outperformance of the equity funds versus their benchmarks, and the higher the absolute returns in Orbis Optimal Funds. The Orbis equity funds' long record of earning materially higher returns than their benchmark stockmarket indices has enabled Orbis Optimal Funds to earn a satisfactory absolute rate of return.
Orbis Leveraged Funds generates its absolute returns using Orbis Optimal Funds. It provides a substantially higher risk/higher return investment by borrowing money to invest in Orbis Optimal Funds. As long as Orbis Optimal Funds' underlying equities outperform their respective stockmarkets, Orbis Optimal Funds can generate a return higher than cash, and the borrowed money in Orbis Leveraged Funds can earn a return higher than the cost of borrowing.
The structure of Orbis absolute return funds is as follows: