IDS Capital

IDS F&F Systematic Trading

Minimum Investment
$ 50,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 9.18%
Sharpe (RFR=1%) 0.24
CAROR 2.85%
Assets $5,000,000
Worst Drawdown -16.79
S&P Correlation 0.17


A) The IDS F&F Systematic Strategy seeks to benefit from major market cycles through a unique short-medium term global tactical asset allocation strategy systematically applied to a diversified portfolio of over 100 of the most liquid futures markets globally, including stock indices, government bonds, foreign exchange, energy complex, metals and agriculture contracts traded on recognised & designated investment exchanges. This non-fundamental behavioural strategy aims to benefit from market trends over the short-medium term while reducing the stationary cost of trend-following: The Top/Down Global Tactical Asset Allocation proactively selects the high quality trends globally and allocates risk capital to benefit opportunistically through a cluster approach. B) Systematic Process: Driving asset selection, portfolio construction, risk management, trade entry & exit. C) Disciplined Risk Management: Fully integrated and systematically controlling market & sector exposures, portfolio risk and dynamic position exposure sizing. D) Multiple Sectors and Markets: Ensuring a highly diversified liquid portfolio and reducing portfolio volatility. E) Adaptive & Dynamic: Adapting to changing market environments to exploit trends and to manage risk of capital loss when diversification becomes less efficient. NOTE: Track record reflects a managed account with management and platform fees of 1.75% and performance fee of 20%.