Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 1.07%
Sharpe (RFR=1%) 14.02
CAROR
Assets $2,500,000
Worst Drawdown 0.00
S&P Correlation -0.64

Summary

CFM BB is a longshort trading strategy focused only on trading the most liquid Asian futures and options markets. The trader has over a period of 8 years based in in HK, developed a unique and proprietary trading system based on statistical analysis to capture returns from short term trends to longer term market cycles using pattern recognition style of models