Year-to-Date
N/A
Minimum Investment
$ 150,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 13.90%
Sharpe (RFR=1%) -0.80
CAROR -10.49%
Assets $212,377
Worst Drawdown -43.65
S&P Correlation 0.02

Summary

Abraham Investment Management utilizes a medium term, systematic, technical model developed to capture trends in global futures and FX markets. The managed futures program is based on trend following observed over many years of research and trading. The model is designed to establish positions when markets exhibit a high probability of a developing, sustained move.Proprietary indicators reduce trading in range bound, trendless markets. Abraham Investment Management includes strict money management techniques based on the individual market, sector, and overall portfolio levels.