Incline Investment Management, LLC

Crystal Bay Ubitrend

Year-to-Date
24.19%
Minimum Investment
$ 250,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 25.68%
Sharpe (RFR=1%) 0.57
CAROR 13.11%
Assets $2,700,000
Worst Drawdown -44.18
S&P Correlation -0.11

Summary

Crystal Bay Ubitrend strategy is a systematic, quantitative trend-following strategy trading listed futures, aiming to provide high returns uncorrelated with traditional asset classes and thus to complement standard portfolio exposures to equities and fixed income.