Year-to-Date
N/A
Minimum Investment
5,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 29.48%
Sharpe (RFR=1%) 0.66
CAROR 17.80%
Assets 173,000,000
Worst Drawdown -42.20
S&P Correlation -0.05

Summary

-Investment objective is an absolute return in any market condition. As opposed to a diversified portfolio TOMAC2 is a trading concept focusing on single market chances. Positions are taken on a signal generated by a quantitative model comprising a combination of trend following and pattern recognition. A quality check of the signal adds a discretionary component to the concept. Risk control is applied to every single position with a maximum loss allowed, secured by a stop order placed with the entry order. The position exit is completely systematic on channel breakout.