Crystal Tower Advisors, LLC

Futures Program - Client

Year-to-Date
-1.04%
Minimum Investment
$ 1,000,000
Management Fee 0.50%
Performance Fee 25.00%
Annualized Volatility 6.29%
Sharpe (RFR=1%) 0.09
CAROR 1.37%
Assets $1,000,000
Worst Drawdown -12.16
S&P Correlation 0.02

Summary

Crystal Tower Futures is an adaptive, short term futures program designed to produce superior risk-adjusted returns in a wide variety of market environments. The extensive portfolio of short term pattern recognition models works cooperatively to accurately predict the most probable path of asset re-pricing cycles. The integrated risk management framework works with participating models to optimally position the portfolio on a risk/reward basis and to keep risk within predefined limits. The program trades a diversified portfolio of liquid futures markets across multiple sectors and geographic regions and exhibits low to negative correlation to broad CTA indices, the S&P 500 and other financial benchmarks. The program’s average holding period is under 2 days and average margin usage is under 10%.