Glendorn Capital Management LLC

MultiWeek Trading Strategy

Year-to-Date
-2.79%
Minimum Investment
$ 1,500,000
Management Fee 1.00%
Performance Fee 10.00%
Annualized Volatility 5.29%
Sharpe (RFR=1%) 0.39
CAROR 2.98%
Assets $2,000,000
Worst Drawdown -6.74
S&P Correlation -0.29

Summary

The MultiWeek Trading Strategy uses pullback and against the trend strategies on the 30 most liquid global futures markets. This includes stock indices, commodities, fixed income and currency markets. Ideas behind the trading strategies originate from observing recurring market behavior. The objective is to capture directional price movements, where positions are held for two to three weeks on average.