City Fund Management

Single Strategy - STIRB01

Year-to-Date
N/A
Minimum Investment
5,000,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 5.03%
Sharpe (RFR=1%) 0.69
CAROR 4.41%
Assets 3,775,930
Worst Drawdown -7.74
S&P Correlation -0.04

Summary

The investment approach is base on technical analysis of the interest rate curves of the UL the EU and the US. The strategy benefits from curve mis-pricings and potential deviations from the fundamentals.

The past performance reported above has been achieved by the manager using the same risk adjusted strategy through different investment vehicles (funds and managed accounts) applying proforma fees of 2% management fee and 25% performance.