Rhicon Currency Management

Rhicon Currency Alpha Strategy

Year-to-Date
0.15%
Minimum Investment
$ 5,000,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 1.22%
Sharpe (RFR=1%) 0.03
CAROR 1.03%
Assets $40,000,000
Worst Drawdown -1.25
S&P Correlation -0.09

Summary

The Rhicon Currency Alpha Strategy (RCAS) was launched in October 2018, and seeks to capitalise on identified market trading opportunities in G10 currencies.