Global Domain Partners, LLC

Global Domain Vector Fund - Series Sigma

Year-to-Date
N/A
Minimum Investment
500,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 12.75%
Sharpe (RFR=1%) 0.19
CAROR 2.68%
Assets 1,859,446
Worst Drawdown -23.51
S&P Correlation 0.20

Summary

The goal of Series Sigma is to construct a diversified portfolio with minimal correlation to equity and fixed income markets, while maximizing returns given a stable volatility. It aims to improve the risk adjusted returns of any diversified asset portfolio. Additionally, Sigma strives to achieve these goals by basing trading decisions exclusively on the output of mathematical algorithms, eliminating any subjectivity from the daily process. To accomplish this, it converts ideas like "diversified portfolio" and "minimal correlation" into quantitative statements and optimization procedures that can be explicitly (back-) tested and simulated. The result is a unique quantitative fund with roughly 0 historical correlation to equity and fixed income benchmarks while producing consistenly positive net excess returns (above 3 month t-bills) with stable volatility. In addition, the unique strategy offered by Sigma demonstrates a low correlation to the managed futures asset class. The transparent strategy offers both a fund structure as well as separate accounts which can provide up to daily liqudity.