Blue Fin Capital Pty Ltd

Blue Fin Omega Program

Year-to-Date
N/A
Minimum Investment
5,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 9.42%
Sharpe (RFR=1%) 0.55
CAROR 5.93%
Assets 2,000,000
Worst Drawdown -11.70
S&P Correlation -0.21

Summary

The objective of the Blue Fin Omega program is to deliver high, consistent and absolute, risk-adjusted alpha returns to participants via the deployment of proprietary trading strategies within an Omega overlay. The program’s investments will be actively managed in the global spot foreign exchange market and regulated futures markets, with a view to achieving positive returns in both rising and falling markets. It is the aim of the Omega Program to manage the risk and downside volatility in individual proprietary trading models that offer alpha returns in different market conditions and uncorrelated beta returns to traditional assets. The trading models are designed to extract profit from volatility and trend persistence via systematic strategies diversified by time frame, markets and trading style.