Hansen Capital

Comprehensive Program

Year-to-Date
N/A
Minimum Investment
$ 2,000,000
Management Fee 2.00%
Performance Fee 25.00%
Annualized Volatility 9.58%
Sharpe (RFR=1%) 0.36
CAROR 4.11%
Assets $1,441,083
Worst Drawdown -15.34
S&P Correlation 0.16

Summary

Our Comprehensive Program is the product of many years of independent research. We have striven to build a program which is (1) statistically robust, (2) logical, (3) original, (4) uncorrelated with most of the industry, and (5) which employs cautious risk management, partly through extensive diversification. The program is systematic, employing multiple proprietary technical systems. It is diversified across many markets, sectors, and time frames, with substantial exposure to physical commodities.

It employs eleven different trading systems, the majority of which are short-term in duration (average holding period of 10 days or less), and many of which employ counter-trend elements. (The number of trading systems may vary over time.) Stopout rules are applied to all trades.