Opus Futures LLC

Opus Macro Monitor (Proprietary)

Year-to-Date
4.82%
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 17.41%
Sharpe (RFR=1%) 0.37
CAROR 6.20%
Assets $1,000,000
Worst Drawdown -27.64
S&P Correlation 0.11

Summary

The Macro Monitor trading program is a discretionary managed futures strategy with a primary focus on the FX and US Treasury markets.