IKOS

IKOS FX Fund

Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 11.23%
Sharpe (RFR=1%) 0.43
CAROR 5.32%
Assets $48,140,000
Worst Drawdown -31.13
S&P Correlation -0.04

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 uses a Systematic Macro approach to trade major liquid global currencies. 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 tick-by-tick timescales, through short term, 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.