Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 4.87%
Sharpe (RFR=1%) -0.97
CAROR
Assets $8,500,000
Worst Drawdown -4.01
S&P Correlation -0.65

Summary

The M2T strategy is a discretionary macro fund trading only liquid index futures and options. The three M2T portfolio managers currently sum more than 6 years of relevant trading experience in these markets.