Crabel Capital Management

Crabel Two Plus Program

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 13.93%
Sharpe (RFR=1%) 0.48
CAROR 6.99%
Assets 1,500,000
Worst Drawdown -25.58
S&P Correlation -0.15

Summary

Crabel Two Plus was developed to serve as a complementary portfolio to our short-term strategies in our flagship Multi-Product program. The objective of this research was to create a product with a superior risk/reward ratio while remaining uncorrelated with our short-term products. The combination of the two styles of trading provides a valuable addition to our Multi-Product through both risk reduction and improved returns. Because of the longer holding periods in the Crabel Two Plus program, the capacity available in this product is significantly greater than the desired allocation in our Multi-Product. Therefore, we now offer this product as a stand-alone investment providing superior alpha in this short to medium-term strategy space. The program is also available through U.S. and offshore fund structures with a minimum investment of $1,000,000. Performance history is based on a full portfolio. The minimum account size for the full portfolio is $30 million trading level. The minimum account size for the reduced portfolio (few markets) is $5 million.