Arcadia Fund

Global Managed Futures

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 12.60%
Sharpe (RFR=1%) 0.56
CAROR 7.49%
Assets $4,200,000
Worst Drawdown -31.10
S&P Correlation 0.02

Summary

The Global Managed Futures Fund offers investors a high-frequency multi-strategy short-term quantitative trading approach. It uses a large number of statistically researched, computer-tested trading strategies that have had a proven real time trading performance of over 9 years, that is uncorrelated with equity indices and trend-following systems. Rigorous risk management is implemented by using multiple, uncorrelated strategies, both momentum and counter-trend, with diversification over 37 global futures markets. The average duration of each trade is 1.5 days. Tight stop-losses are employed on all trades.

*Note on commission structure in historical performance record:  Before Jun 06, the average commission for the track record was $12.  After Jun 06, due to transition to electronic trading, the average commission was reduced to $3.00