IKOS

The IKOS Hedge Fund

Year-to-Date
N/A
Minimum Investment
$ 0
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 4.51%
Sharpe (RFR=1%) -1.29
CAROR
Assets $22,260,000
Worst Drawdown -4.36
S&P Correlation 0.64

Summary

The IKOS Hedge Fund which was launched in 1998 with an unbroken track record since, is a quantitative systematic, multi-model fund aimed at deriving consistent and diversified returns from the global financial markets. The strategy benefits from integrated risk management, optimization operations in the portfolio construction process, and the use of IKOS’ proprietary high-frequency global execution platform. Returns are derived from statistical arbitrage trading international cash equities with allocations over time, in Japan, Europe and North America, and also applying a systematic global macro asset allocation strategy, trading futures and spot FX, in indices, currencies, commodities, interest rates and bonds. The fund seeks returns over timescales ranging from daily, through medium-term technical, up to longer-term fundamental, in order to capture diversified opportunities and make the fund more robust to changing market conditions.