MERIT Alternative Investments GmbH

Erste Bank Trading - UpTrend

Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 6.71%
Sharpe (RFR=1%) -0.13
CAROR -0.06%
Assets 10,600,000
Worst Drawdown -6.57
S&P Correlation 0.03

Summary

Fully systematic fund: Managed futures fund, positions are based on objective, high-quality data and a consistent, well-defined set of processes, implementing a blend of model-based, quantitative trend-following, mean-reversion and volatility strategies Return streams from uncorrelated sub-strategies result in reduced risk, lower drawdowns and improved risk-adjusted portfolio returns