H2O AM LLP

Arctic Blue Inuvik

Year-to-Date
0.43%
Minimum Investment
$ 1,000,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 6.06%
Sharpe (RFR=1%) -0.48
CAROR -2.08%
Assets $32,800,000
Worst Drawdown -12.09
S&P Correlation 0.04

Summary

Investor demand for capital efficiency and restrictions on combining ETFs and futures has led to Arctic Blue Futures portfolio. This portfolio does not contain ETFs but replicates the original Arctic Blue portfolio’s performance by trading the underlying futures. Exactly the same Arctic Blue strategy is used to generate signals to trade both the original portfolio and the futures portfolios. The overall performance and volatility from trading both portfolios remains similar. The Arctic Blue Futures Program trades the underlying futures markets of the Arctic Blue Original ETFs, DB Agriculture Fund and SPDR Gold Shares In order to give a pure exposure to commodity contracts, the Arctic Blue Futures program: Removes the Arctic Blue Original XOP ETF (equal-weighted index of US oil & gas exploration & production companies) from the portfolio. Removes the VIX Futures component Arctic Blue Inuvik is available on the DB Select platform.