Endeavour Capital LLP

Endeavour Pembroke

Year-to-Date
0.14%
Minimum Investment
$ 2,000,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 7.84%
Sharpe (RFR=1%) 0.54
CAROR 5.03%
Assets $40,900,000
Worst Drawdown -11.74
S&P Correlation 0.11

Summary

The Endeavour Pembroke Fund Limited (the “Fund”) employs statistical arbitrage strategies to extract alpha from large liquid futures and forward markets. By allocating capital to a range of unrelated statistical arbitrage situations, the Fund aims to provide a smooth income profile without the sacrifice of absolute returns. Further details of the Fund’s investment objective and approach are set out in the Fund’s prospectus.