Pacific Capital Advisors

Agilis Program

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 18.47%
Sharpe (RFR=1%) 0.04
CAROR 0.10%
Assets $300,000
Worst Drawdown -33.02
S&P Correlation 0.30

Summary

The Agilis Program is an automated trading system that position trades U.S. stock indices and interest rates. The objective is to capitalize on multi-day market movements in a moderately aggressive fashion.