Index Mechanics BV

Index Investments Program

Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 0.00%
Performance Fee 27.50%
Annualized Volatility 14.45%
Sharpe (RFR=1%) -1.89
CAROR
Assets $1,434,550
Worst Drawdown -18.21
S&P Correlation 0.35

Summary

Index Mechanics operandus can be best described as a short term systematically managed futures strategy that applies dynamic risk management techniques to trade a universe of 25 index futures. Trading markets randomly. After many years of research and market analysis, the investment team believes that the ability to predicting market direction through fundamental or technical analysis is limited and risk management is a more powerful tool for producing consistent positive performance. As such the strategy is built upon the selection of a sub-set of markets determined by volatility and correlation and innovative systematic money- and risk management algorithms. The strategy provides: 1. A discriminate level of downside protection for beta- or beta- correlated strategies. 2. A distinctive risk adjusted return. 3. A high degree of diversification, low correlation, with leading Managed Futures competitors. Go to: www.indexmechanics.com. Performance capsule IASG: Net of fees.