Orchard Grove Asset Management

Active Diversified Program

Year-to-Date
N/A
Minimum Investment
$ 250,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 4.63%
Sharpe (RFR=1%) -0.52
CAROR -1.53%
Assets $4,250,000
Worst Drawdown -7.14
S&P Correlation -0.20

Summary

Short-term, low-margin, swing trading program designed to be an effective overlay to traditional or other managed futures programs
• Technically driven with a risk-management overlay by two portfolio managers with over 25 years experience
• Diversification across the currency, energy, equity, interest rate, grain, meat, and metal markets
• Targeted low correlation to both traditional equity and other managed futures programs