Year-to-Date
N/A
Minimum Investment
$ 0
Management Fee 1.00%
Performance Fee 30.00%
Annualized Volatility 14.59%
Sharpe (RFR=1%) 0.30
CAROR 4.42%
Assets $107,600,000
Worst Drawdown -26.52
S&P Correlation 0.04

Summary

The Dynamic strategy trades highly liquid exchange-traded futures via both managed accounts and the Amplitude Trading Strategies Fund Limited (the ''Fund''). Instruments include equity indices, FX, fixed income and commodities. This is a systematic and fully automated directional program which uses extensive quantitative analysis of real-time price data and sophisticated portfolio methodology to detect ultra short to short term market trends and reversions. Execution is entirely electronic and utilizes in-house proprietary software to facilitate ultra-fast execution. Execution costs and slippage are closely monitored to ensure that adverse market impact is kept to a minimum. The risk management function is monitored real-time and is fully automated. Currently, 39 markets are traded and each instrument is independently analyzed and has an average holding period of 1-2 days. The strategy is hard closed.