Persistent Capital Management

Global Diversified Program

Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 14.95%
Sharpe (RFR=1%) 0.50
CAROR 7.61%
Assets $3,000,000
Worst Drawdown -25.71
S&P Correlation -0.33

Summary

The trading model incorporates 7 trend-following time-frames into one model. The model was designed to capitalize on long-term trends while avoiding whipsaws. Positions are adjusted in response to volatility. As a market's volatility increases, the position in that market is reduced. When a market's volatility decreases, the position in that market is increased. The portfolio is made up of 7 sectors: interest rates, currencies, stock indices, softs, energies, grains, and metals. No one market makes up more than 2.5% of the portfolio and no one sector makes up more than 25% of the portfolio.