Numbers

Numbers GDF program

Year-to-Date
N/A
Minimum Investment
3,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.99%
Sharpe (RFR=1%) 0.54
CAROR 8.67%
Assets 77,000,000
Worst Drawdown -17.28
S&P Correlation -0.07

Summary

Numbers is 100% systematic CTA with a unique investment program, Numbers GDF, which aims to generate absolute performance, uncorrelated to bonds and equities, while offering optimal transparency, liquidity and tight risk control.