BK Systematic Strategies

Novum Quantitative Trading Program (Proprietary)

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 2.61%
Sharpe (RFR=1%) 5.58
CAROR
Assets $274,758
Worst Drawdown 0.00
S&P Correlation 0.03

Summary

Novum Quantitative Trading Program(NQTP) trades currency markets with a counter-trend approach and is designed to identify and trade short term trend exhaustion levels.