Auspice : Auspice One Fund

Year-to-Date
15.25%
Aug Performance
-0.30%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
15.00%
Annualized Vol
11.41%
Sharpe (RFR=1%)
2.25
CAROR
-
Assets
$ 30.1M
Worst DD
-2.99
S&P Correlation
0.12

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Aug Qtr YTD 1yr 3yr 5yr 10yr Since
11/2020
Auspice One Fund -0.30 -2.99 15.25 - - - - 23.97
S&P 500 3.04 7.72 24.49 - - - - 29.11
+/- S&P 500 -3.34 -10.72 -9.23 - - - - -5.14

Strategy Description

Summary

Note 1 OR 15 Fee structure Investment Objective: Superior absolute and risk-adjusted returns to “balanced-fund” approaches, risk parity, and long-only equity with added benefits of protection and performance during sustained down trends.... Read More

Account & Fees

Type Fund
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 2.00
Management Fee 1.00%
Performance Fee 15.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 15-30 Days
Investor Requirements Accredited Investors
Lock-up Period 0

Trading

Trading Frequency 300 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 50.00%
4-12 Months 25.00%
1-3 Months 25.00%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Technical
20.00%
Trend-following
80.00%
Strategy Pie Chart

Composition

Stock Indices
25.00%
Interest Rates
20.00%
Currency Futures
9.00%
Energy
9.00%
Grains
9.00%
Softs
9.00%
Industrial Metals
7.00%
Precious Metals
7.00%
VIX
5.00%
Composition Pie Chart

Summary

Note 1 OR 15 Fee structure Investment Objective: Superior absolute and risk-adjusted returns to “balanced-fund” approaches, risk parity, and long-only equity with added benefits of protection and performance during sustained down trends.

Investment Strategy

Auspice One Fund allocates 100% to a traditional convergent growth portfolio and 100% to Auspice divergent strategies. It recognizes: • The powerful opportunity to benefit from the non-correlation of equity, fixed income and divergent alternatives. • The challenge to hold diversifying, protective strategies when they’re underperforming other investments. • The cash efficiency of using futures to generate core protective exposures and investing remaining assets in a traditional portfolio.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-2.99 3 - 5/1/2021 8/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
27.80 7 11/1/2020 5/1/2021
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.99 3 6/1/2021 8/1/2021
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Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.