Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 2.90%
Sharpe (RFR=1%) -0.05
CAROR
Assets $3,000,000
Worst Drawdown -1.13
S&P Correlation 0.72

Summary

LCIM focusses on the short term trading of only the 3 most liquid equity index futures markets the E-Mini S&P500, the DAX and the EuroStoxx 50. There are 9 independent trading systems that comprise the overall portfolio each looking to generate positive return outcome and maintain low correlations to each other.