Core Global Capital, LLC

Core Global Diversified Program

Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 27.10%
Sharpe (RFR=1%) 0.49
CAROR 11.48%
Assets $1,625,000
Worst Drawdown -26.61
S&P Correlation -0.21

Summary

-The Core Global Diversified Program is a systematic, diversified, long-term trend follower. The program is very long term in nature and takes positions in an internationally diversified basket of commodity and financial futures markets. The program is designed to provide investors with exposure to markets, maximize opportunities while managing risk, and minimize trading system risk. It is our philosophy that markets are volatile in nature, and efforts to optimize volatility out of a trading program, in effect, make the system more unstable. The Core Global Diversified system is designed upon the principles of robustness, employing a very elegant and streamlined parameter set to enter and exit markets. Average holding periods on winning trades exceed one year and require the system to ride out the inherent volatility of such moves. Managing risk is critical, and the program evaluates risk at all levels, from individual markets, to sectors, and across the entire portfolio. The program seeks to primarily manage risk on the front end, limiting the amount of exposure that will be assumed in any given sector. We feel this approach is more prudent than assuming more exposure and waiting for filters or thresholds to manage the risk. Given enough time, markets have the tendency to find loopholes in such efforts. The Core Global Diversified Program targets average annual returns between 17-20%, with annualized volatility of 25%.