Aquantum

Aquantum Commodity Spread Program (ACS)

Year-to-Date
7.14%
Minimum Investment
$ 5,000,000
Management Fee 1.75%
Performance Fee 20.00%
Annualized Volatility 11.14%
Sharpe (RFR=1%) 0.46
CAROR 5.67%
Assets $18,500,000
Worst Drawdown -20.40
S&P Correlation -0.01

Summary

The ACS Program trades a commodity market-neutral system and is designed to exploit price dislocations in the forward structure of several commodity futures markets. Trading signals are primarily a function of implied storage costs, convenience yields, and trend. Historically, the returns of the ACS Program have been uncorrelated to the returns of other investments, including other CTAs.