City Fund Management

Single Strategy - ECLV

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 1.50%
Performance Fee 25.00%
Annualized Volatility 7.02%
Sharpe (RFR=1%) 1.11
CAROR 8.87%
Assets 165,370,000
Worst Drawdown -4.23
S&P Correlation -0.05

Summary

Multi-strategy approach with a short term duration while occasionally participating in larger macroeconomic events and views. Multi-market views expressed in Equities, Commodities, fixed income and Foreign Exchange.

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%.