Year-to-Date
N/A
Minimum Investment
250,000
Management Fee 1.50%
Performance Fee 25.00%
Annualized Volatility 7.89%
Sharpe (RFR=1%) 0.89
CAROR
Assets 13,500,000
Worst Drawdown -5.16
S&P Correlation 0.15

Summary

The BBK FX portfolio is a rather unique mix of proprietary breakout- and trend following-algorithms that have been developed constantly over the last years. The goal of this strategy is to achieve substantial alpha over a medium- to long-term time horizon with relatively low volatility. Algorithms include pattern recognition, trend indicators and oscillators in combination with different time overlays. The portfolio is traded fully automated. All systems are intraday based and no overnight positions are held. The 5 active algorithms are being reallocated in the portfolio on a monthly basis through a severe Monte-Carlo-Simulation. As the strategy is trend following in nature, it has historically generated strong returns in trending markets. The program can be long, short or neutral.