Dubia Capital

Index Futures Program

Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 10.12%
Sharpe (RFR=1%) -0.93
CAROR
Assets 0
Worst Drawdown -7.12
S&P Correlation -0.33

Summary

The program is technical in nature and 100% systematic, with systematic consideration shown to scheduled fundamental data releases. The program’s highly diverse decision routines are weighted equally among trend-following, counter-trend, pattern recognition, seasonal and counter-seasonal logic sets.