Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 13.28%
Sharpe (RFR=1%) 0.55
CAROR 7.65%
Assets $10,000,000
Worst Drawdown -15.24
S&P Correlation -0.12

Summary

CFM BH is a purely systematic managed futures programmes that trades a portfolio of over 60 financial futures markets in a UCITS compliant framework. BH was established as a systematic manager since 2005 and has a live audited track record since then however in a prior discretionary format the business has been established since 1998.