Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 9.10%
Sharpe (RFR=1%) 0.35
CAROR 3.89%
Assets $160,000,000
Worst Drawdown -13.65
S&P Correlation 0.11

Summary

The Pegasus fund uses statistical learning procedures to analyse and trade systematically a widely diversified portfolio of global assets (futures). The program adopts both directional and market neutral positions based on a variety of different signals. Pegasus targets a fixed daily risk that annualises to 10% volatility. Returns are uncorrelated to those of major asset classes. Piquant Technologies will seek to diversify Pegasus further with the addition of new trading strategies and asset classes.