Bamboo Trading

Discretionary Macro Program

Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 30.39%
Sharpe (RFR=1%) 0.71
CAROR 19.88%
Assets $4,000,000
Worst Drawdown -35.26
S&P Correlation -0.10

Summary

- From January 2011 to December 2016 they are pro-forma returns from our audited managed account. The numbers are based on actual gross returns applying a 0% management fee and 20% performance fee, assuming an initial fund size of USD 100M and operating costs of USD 300k p.a. - From January 2017 onwards the returns are based on a composite of audited client managed accounts.

Our trading process is used to exploit directional moves born out of global macro events. We trade 40 of the most liquid futures markets, both in the US and internationally, across equity index, rates, currency, metals and energy.