Monolith Capital, LLC

Currency Opportunities

Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 10.04%
Sharpe (RFR=1%) 1.69
CAROR
Assets 1,900,000
Worst Drawdown -3.75
S&P Correlation 0.21

Summary

Monolith Capital offers the Currency Opportunities Program to investors. The Currency Opportunities Program is a globally focused investment program that seeks absolute, dollar denominated returns using leveraged foreign exchange and currency investment strategies, grounded in a strict risk management framework. The trading model was developed through 12 months and over 400 hours of significant analysis, testing, and trial between January 2012 and December 2012, before being launched in January 2013.
The paramount focus of the strategy is to achieve uncorrelated, superior risk adjusted returns in excess of the general markets, while maintaining annual volatility of 6-8%.