MacroTrend Strategies

Global Horizon

Year-to-Date
N/A
Minimum Investment
$ 250,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 10.05%
Sharpe (RFR=1%) -0.23
CAROR -1.81%
Assets $2,331,000
Worst Drawdown -16.72
S&P Correlation -0.23

Summary

The Global Horizon program trades a diversified portfolio of North American futures products. The strategy seeks to capture alpha from trends based on our research of explanatory variables using our proprietary “Evidence-Based” Methodology. Our unique process is systematic and incorporates both fundamental and technical data. The strategy emphasizes an intermediate to long-term time horizon. Round-turns per millions average 820 and the margin-to-equity typically ranges between 8-10%. The strategy targets volatility to be under a 1.5% daily standard deviation on a fully funded basis.