FORT LP

Fort Global Diversified

Year-to-Date
-3.02%
Minimum Investment
$ 2,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.31%
Sharpe (RFR=1%) 0.65
CAROR 10.22%
Assets $42,600,000
Worst Drawdown -17.45
S&P Correlation -0.12

Summary

Global Diversified has evolved since FORT’s inception in 1993. Originally composed entirely of the Trend strategy, Contrarian was added as approximately 50% of the portfolio in 2002. In 2009, Short-Term Mean Reversion was added as approximately 10% (Contrarian and Trend both approximately 45%), and in August, 2014, Equity Market Neutral was added. The Equity Market Neutral strategy was traded with proprietary capital for 5 ½ years before being added to Global Diversified. Currently, Global Diversified is made up of approximately 29% Trend, 29% Contrarian, 9% Short-Term Mean Reversion, and 33% Equity Market Neutral.