J8 Capital Management LLP

Commodity Term Structure Arbitrage Strategy

Year-to-Date
7.91%
Minimum Investment
$ 500,000
Management Fee 1.00%
Performance Fee 15.00%
Annualized Volatility 9.99%
Sharpe (RFR=1%) 0.52
CAROR
Assets $500,000
Worst Drawdown -9.02
S&P Correlation 0.20

Summary

The J8 Commodity Term Structure Arbitrage Strategy (“J8 CTSAS”) is a systematic, diversified commodity program. The strategy forms part of other portfolios since 2012. First full month of trading the strategy as stand-alone was May 2020.