Kronos Management, LLC

Awakening Program (Proprietary)

Year-to-Date
N/A
Minimum Investment
$ 200,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.56%
Sharpe (RFR=1%) 0.15
CAROR 2.23%
Assets $794,522
Worst Drawdown -27.72
S&P Correlation -0.23

Summary

The Awakening Program is a discretionary long/short managed futures program. It relies on the understanding of fundamental drivers of commodity cycles and their asymmetrical risk profile to generate absolute return. Macro fundamental research and trend following are the bedrock of the strategy. Technical inputs complement the program by momentum and entry/exit point analysis.