Quantica Capital AG

2X Quantica Managed Futures Fund

Year-to-Date
5.89%
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 21.89%
Sharpe (RFR=1%) 0.47
CAROR 9.37%
Assets $85,382,800
Worst Drawdown -33.73
S&P Correlation 0.46

Summary

The 2X Quantica Managed Futures Fund is a Cayman Islands domiciled Offshore Fund that provides 200% participation on the Quantica Managed Futures program. The program is a systematic medium-term trend-following investment program trading liquid futures and FX forward markets within equities, commodities, currencies, fixed income and interest rates. The investment strategy trades more than 60 instruments with liquid exposure to global markets and is based on proprietary quantitative models that statistically identify relative trends in market price movements. The strategy uses sophisticated dynamic risk management techniques and focuses on liquid markets.