Prolific Capital Markets, LLC

Prolific Swiss System

Year-to-Date
11.78%
Minimum Investment
$ 10,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 10.61%
Sharpe (RFR=1%) 0.52
CAROR 6.14%
Assets $16,373,683
Worst Drawdown -12.72
S&P Correlation 0.10

Summary

Prolific’s global macro strategy is a short-term algorithmic trading program designed to profit from the greater velocity of trading, increased liquidity, and lower implementation costs, brought about from the electronification of the financial and commodity markets. Prolific employs a number of orthogonal trading models across a broad universe of markets, with a near zero correlation to stocks, bonds, and real-estate, while maintaining a low correlation to industry CTA benchmarks. It is our mission to hold a robust portfolio, to generate crisis alpha during times of market stress, while delivering consistent and superior risk-adjusted returns in most market environments.