Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 22.00%
Sharpe (RFR=1%) 0.89
CAROR 20.04%
Assets $504,000
Worst Drawdown -12.54
S&P Correlation -0.11

Summary

The KONA - Global Macro Program combines discretionary trading expertise with a quantitative strategy parameterization. Trading strategies focus on identifying portfolio shifts of big/smart investors vs. private investors (the crowd). That is, market movements and volumes are divided into big investors` and small investors` portfolio management decisions to systematically trade towards the direction, which the "smart money" is interested in. The KONA - Global Macro Program invests across all asset classes, like currencies-, stock indices-, interest-, energies-, soft- commodities-, grains- and metals- markets with the ability to go long or short. It trades both pro and counter- trend to benefit from trending markets and also short- term pullbacks. It invests exclusively in liquid exchange traded futures markets, where positions can be closed immediately when required. It has a strict approach to Risk Management. Risk is managed on 3 levels: on an individual trade basis, on a portfolio Value at Risk basis, and on a total position size and leverage basis.