United Kingdom-flagUnited Kingdom Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0484274
Program Past 12 Months Jun YTD CAROR WDD AUM Min Inv Visits
Arctic Blue Commodity Program (2x) chart thumbnail 3.41 0.84 -35.06 $ 109.8M $ 1,000k 4696
Arctic Blue Inuvik chart thumbnail 3.41 -1.89 -12.09 $ 109.8M $ 1,000k 5416

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

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