Rcube Asset Management

Rcube Defensive Asset Allocation

Year-to-Date
-6.25%
Minimum Investment
$ 500,000
Management Fee 1.50%
Performance Fee 15.00%
Annualized Volatility 9.24%
Sharpe (RFR=1%) 0.78
CAROR 8.03%
Assets $7,500,000
Worst Drawdown -7.57
S&P Correlation 0.04

Summary

The Rcube Defensive Asset Allocation Program (“RDAA”) is a quantitative tactical asset allocation strategy. It trades the most liquid futures over four assets classes (equity indices and VIX futures, forex, commodities and bonds). The investment objective is to achieve consistent positive absolute return with low correlation to Equities, with a 10% volatility cap and a sharpe ratio above 1.