Aquantum

Aquantum Global Systematic Program (AGS)

Year-to-Date
N/A
Minimum Investment
$ 5,000,000
Management Fee 1.75%
Performance Fee 20.00%
Annualized Volatility 10.33%
Sharpe (RFR=1%) -0.20
CAROR -1.55%
Assets $0
Worst Drawdown -18.79
S&P Correlation 0.22

Summary

The AGS Program combines a number of uncorrelated trading systems with the aim of generating attractive risk-adjusted returns net of costs and fees. Its performance is primarily driven by pattern recognition and short-term breakout models, enabling the Program to produce positive returns in both trending and non-trending market environments. Historically, the returns of the AGS Program have essentially been uncorrelated to the returns of other asset classes, including other systematic CTAs. The Program, whose investment process is surrounded and controlled by a set of rigorous risk management rules, may trade in a diverse list of futures contracts from sectors such as equities, commodities, bonds, currencies, and interest rates. Since the Program is not concentrated in long-term trend following strategies, the holding period per trade is comparatively short, averaging 6-8 days. Because many parts of the investment strategy are execution intensive, Aquantum employs proprietary execution algorithms to reduce slippage and improve the overall trade implementation process.