IKOS

Financial Fund

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 7.95%
Sharpe (RFR=1%) 0.57
CAROR 5.34%
Assets 228,060,000
Worst Drawdown -16.02
S&P Correlation -0.13

Summary

IKOS creates and trades strategies based on robust mathematical modelling including statistical analysis, factor analysis and exploitation of multiple time horizon effects. IKOS Financial USD is a multi-strategy Systematic Global Macro fund carrying out global asset allocation between indices, currencies, commodities, interest rates and bonds; a Currency only option is also available. Econometric models are combined with time-series analysis and market micro-structure models within an integrated risk management and IKOS’ systematic high-frequency execution platform. The fund seeks returns over tick-by-tick timescales, through medium term technical, up to longer term fundamental in an attempt to capture as many different types of opportunity as possible in order to make the fund more robust to changing market conditions.