Quantis Asset Management

PFM Systematic

Minimum Investment
Management Fee 1.60%
Performance Fee 20.00%
Annualized Volatility 9.71%
Sharpe (RFR=1%) 0.38
CAROR 4.32%
Assets 9,800,000
Worst Drawdown -13.88
S&P Correlation 0.47


The fund is managed through automats supervised by managers with over 7 years of experience in automatic trading, applying simultaneoously more than 100 innovative systematic strategies. These strategies are based on the statistically-proven persistent existence of very short term remarkable behaviours in the evolution of the market prices. Average trade duration ranges from intraday to 5 days.