City Fund Management

FC Strategy

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 2.00%
Performance Fee 25.00%
Annualized Volatility 3.17%
Sharpe (RFR=1%) 0.60
CAROR 2.89%
Assets 40,000,000
Worst Drawdown -2.80
S&P Correlation -0.26

Summary

Pure technical analysis strategy operating on highly liquid futures. It is primarily focusing on equity indices, bonds and gold futures while occasionally also investing in other liquid commodities.

The past performance reported above has been achieved by the manager using the same risk adjusted strategy through different investment vehicles (proprietary trading and managed accounts) applying proforma fees of 2% management fee and 25%. The strategy utilizes a combination of proprietary indicators diversifying risk per market as well as per timeframe. The timeframe is broken down to trade durations lasting from intraday over a few days to a few weeks. The average holding period ranges from 2 -5 days seeking to reduce longer term volatility. Additionally, market correlations are taken into account at all stages of the investment process in order to further control risks.