Albedo Capital SAS

Albedo Systematic FX

Year-to-Date
N/A
Minimum Investment
EUR 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 16.49%
Sharpe (RFR=1%) 1.65
CAROR
Assets EUR12,000,000
Worst Drawdown -7.94
S&P Correlation -0.22

Summary

Albedo Capital is a French regulated management company. Invested on the most liquid Forex pairs (G10), our portfolio of short term fully systematic strategies seeks risk-adjusted Absolute Return by relying on a set of in-house technical signals, result of more than 15 years of R&D. The complementarity of our trend-following and mean reversion strategies allows us to trade every market cycle. The program is available through managed accounts and through 1 mutual fund, Albedo Absolute Alpha FR0013031622.