Quantmetrics Capital Management LLP

Directional 10V Strategy

Year-to-Date
N/A
Minimum Investment
$ 10,000,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 9.38%
Sharpe (RFR=1%) 0.66
CAROR 6.98%
Assets $1,000
Worst Drawdown -17.03
S&P Correlation 0.09

Summary

Quantmetrics was founded in 2003 by Dr Mushtaq Shah and James Fowler who have worked together for over 17 years in quantitative investment management. The firm specialises in short term systematic strategies, offering two products (one market neutral and one directional) as well as a multi strategy fund that allocates to both. Each product uses statistical and econometric models to exploit small and temporary pricing discrepancies in futures markets. Products benefit from low correlation and high liquidity.