Rabar Market Research

Short-Term Program

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 12.96%
Sharpe (RFR=1%) 0.17
CAROR 2.37%
Assets 2,750,000
Worst Drawdown -21.64
S&P Correlation 0.20


Rabar's SHORT-TERM PROGRAM utilizes a blend of quantitative investment models to trade in 20 global futures markets. The models have an average holding period of 5 days and combine trend-anticipating and trend-following techniques. The models also incorporate sophisticated risk management techniques which have been developed by Rabar over its 22 year history.