CRG Partners

Investment Program

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 0.00%
Performance Fee 0.00%
Annualized Volatility 15.83%
Sharpe (RFR=1%) 0.77
CAROR 12.73%
Assets 354,935,008
Worst Drawdown -17.24
S&P Correlation 0.03

Summary

-CRG Partners is a focused Global Macro fund that trades Foreign Exchange, US Treasuries, Equity Indices and Energy. These markets provide high liquidity, low transaction costs and 24-hour access. CRG Partners is managed by an investment philosophy that is based on capital preservation, consistent absolute returns and the capturing of maximum alpha. CRG Partners trades these markets using a combined strategy of discretionary trading, quantitative models and risk management. Chuck Gruye, Chief Investment Officer, is the primary discretionary trader and he trades based upon his 25+ years of experience using technical and fundamental analysis. Discretionary traders typically trade short-term positions around a core position. The CRG Partners research team has developed 14 proprietary quantitative models, using intraday and daily price data that trade in 9 markets. These models embody Mr. Gruye's trading philosophy and risk principles of capital preservation, absolute returns, liquidity, and strict stop losses. All of CRG Partners trading is overlaid with a dynamic risk allocation model that adjusts capital allocations according to a system based on current performance versus expected returns.