Year-to-Date
-3.55%
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 16.16%
Sharpe (RFR=1%) 0.56
CAROR 9.12%
Assets $21,872,121
Worst Drawdown -33.79
S&P Correlation 0.06

Summary

We develop quantitative models that trade over 25 major liquid global markets namely fixed income, indices, currencies, and commodities. 514 Fund, the firm’s flagship Fund, trades in markets that present the best asymmetrical risk/reward characteristics. The Fund seeks to achieve capital appreciation through an attractive risk-adjusted return while bearing a low correlation to traditional equity and fixed income investments. It follows a predominantly trend-following, systematic trading strategy that aims to capture performance from both long and short positions.