Leupold Capital Management, LLC

Leupold Global Short Term Systematic (proprietary)

Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 3.77%
Sharpe (RFR=1%) 0.18
CAROR
Assets $1,000,000
Worst Drawdown -1.80
S&P Correlation -0.68

Summary

The Leupold Global Short Term Systematic strategy is short term in nature with holding times ranging from intraday to three days.  Multiple momentum and mean reversion strategies are applied to a diverse group of 40 global markets in multiple non-correlated market sectors.  Strategies are designed to benefit from structural and explainable market inefficiencies.