Year-to-Date
N/A
Minimum Investment
$ 2,000,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 8.25%
Sharpe (RFR=1%) 0.45
CAROR 4.44%
Assets $4,000,000
Worst Drawdown -10.26
S&P Correlation -0.08

Summary

We bring engineering techniques to systematic global macro by using an industrial-scale, multi-model / multi-asset approach with thousands of models across global markets, combined in performance-weighted ensembles to generate dynamic asset forecasts. Sophisticated, adaptive techniques drive the contribution of each model to each composite asset forecast. With industrial-scale diversification across models the signal to noise ratio is increased generating robust forecasts that adapt to changing market environments. These dynamic forecasts and a sophisticated market-risk model are used to maximise the expected return of the fund portfolio within a comprehensive portfolio optimisation & risk framework.