Mercantile Analytics and Trading, LLC

Asset Allocation Program

Year-to-Date
6.70%
Minimum Investment
$ 300,000
Management Fee 1.00%
Performance Fee 10.00%
Annualized Volatility 6.42%
Sharpe (RFR=1%) 1.22
CAROR
Assets $320,000
Worst Drawdown -1.87
S&P Correlation 0.52

Summary

The AAP seeks to profit from capital gains achieved by holding long futures positions in variety of asset classes including stocks, bonds, commodity indices, currencies, precious metals, and real-estate. This program does not hold net short positions. It aims to achieve better risk adjusted returns than investing in stocks alone.