United Kingdom-flagUnited Kingdom Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0484274
Program Past 12 Months Aug YTD CAROR WDD AUM Min Inv Visits
Arctic Blue Commodity Program (2x) chart thumbnail 0.90 6.65 1.30 -35.06 $ 106.6M $ 1,000k 4886
Arctic Blue Inuvik chart thumbnail 1.00 7.50 -0.60 -12.09 $ 106.6M $ 1,000k 5622

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

Portfolio Manager

Jean-Jacques Duhot

CTA Introduction

H2O AM was founded in 2010 by Bruno Crastes and Vincent Chailley, ex CEO and CIO of Amundi London (Credit Agricole Asset Management), with the backing of one of Europe’s largest asset managers (Natixis Investment Managers). Bruno and Vincent have worked together for 23 years and have managed close to $100bn at their peak in 2007 at Amundi (equate to $35bn normalised with a 15% volatility). The investment philosophy of H2O is based on the conviction that value diversification is the most stable and robust source of alpha over time. All-out diversification is targeted not only across assets, but also by investment horizon and manager expertise. The aim is to make better decisions and to produce more consistent risk-adjusted performance. H2O AM follows a top-down qualitative investment process and monitors risks to calibrate the highly diversified strategies. No single position in itself has any meaning outside this overall risk-return context. Each view is based on a set of factors - macro, valuation, flows-positioning, and technical - and input is provided by the entire 29 member investment team. H2O AM strategies take directional, relative value and specific-thematic positions in fixed income, currency and equity markets. Arctic Blue is a systematic, commodity-focused strategy, trading a diversified portfolio of breakout, trend and reversal models. Arctic Blue traded for 5 years at Caisse de Dépôt et Placement du Québec, CIBC and Millennium Capital Partners. Arctic Blue has been open to external investors since June 2014. The strategy offers several investable solutions such as 1x, 2x and 3x fund share classes as well as managed accounts. Arctic Blue Inuvik is available on the dbSelect platform. Arctic Blue is 100% systematic. Arctic Blue combines previous expertise in discretionary trading with systematic rigour. The Fund’s investment philosophy is to apply the lessons learned in discretionary trading with a model that is able to identify opportunities and profit from them in a rigorous and repeatable way. Arctic Blue is managed by H2O AM LLP H2O AM LLP is authorised and regulated by the Financial Conduct Authority (FCA) and is listed on the UK Financial Services Register under firm reference number 529105. This message is provided for information purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. This information is solely for the attention of institutional, professional, qualified or sophisticated investors and distributors who qualify as qualified purchasers under the Investment Company Act of 1940 and as accredited investors under Rule 501 of SEC Regulation D. It is not to be communicated or distributed to the general public, private customers or retail investors in any jurisdiction whatsoever. Differences between product-specific constraints or fees and those of a similarly managed mandate would affect performance results. This material, which is not a contract, is based on sources that H2O considers to be reliable. Data, opinions and estimates may be changed without notice. H2O accepts no liability whatsoever, whether direct or indirect, that may arise from the use of information contained in this material. H2O can in no way be held responsible for any decision or investment made on the basis of information contained in this material. Investment involves risk. Past performance and simulations based on thereon are not indicative of future results nor are they reliable indicators of future performance. The value of an investment may fluctuate according to market conditions and cause the value of an investment to go up or down. As a result, you may lose the amount originally invested. The allocations and weightings, as well as the views and opinions of the investment team, are as of the date shown and are subject to change. All investors should seek the advice of their legal and/or tax counsel or their financial advisor prior to any investment decision in order to determine its suitability. H2O AM LLP is a registered Investment Adviser with the SEC (028-19276) and a registered commodity pool operator and commodity trading advisor with the Commodity Futures Trading Commission (CFTC) and an approved member of the National Futures Association (NFA) – NFA ID 0484274. Company Name & Business Office: H2O AM LLP, 2nd floor, 10 Old Burlington Street, London W1S 3AG, United Kingdom. Company Number OC356207.