IKOS

IKOS FX Fund Euro

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 10.37%
Sharpe (RFR=1%) -0.72
CAROR -6.74%
Assets 30,710,000
Worst Drawdown -30.18
S&P Correlation 0.02

Summary

IKOS creates and trades strategies based on robust mathematical modelling including statistical analysis, factor analysis and exploitation of multiple time horizon effects. IKOS FX Fund Euro uses a Systematic Macro approach to trade major liquid global currencies; the strategy is also available as a constituent of IKOS Financial, a diversified futures program. Econometric models are combined with time-series analysis and market micro-structure models within an integrated risk management and systematic high frequency execution platform. The fund seeks returns over timescales ranging from tick-by-tick, through medium-term technical, up to longer-term fundamental periods in an attempt to capture diversified opportunity types which make the fund more robust to changing market conditions.