Edgehill Investment Group LLC

High Alpha Currency Program

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 5.92%
Sharpe (RFR=1%) -1.67
CAROR
Assets 20,000,000
Worst Drawdown -8.27
S&P Correlation -0.09

Summary

The Edgehill High Alpha Currency Program utilizes a short term systematic strategy to capture alpha in the relative value trading of currency cross-rates.