Rotella Capital Management

Rotella Texo Program

Year-to-Date
N/A
Minimum Investment
5,000,000
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 7.14%
Sharpe (RFR=1%) 0.29
CAROR 2.87%
Assets 25,324,916
Worst Drawdown -11.63
S&P Correlation 0.25

Summary

The Rotella Texo Program identifies statistically significant pairs within defined market sectors and attempts to profit from the convergence / divergence of those pairs from their historical relationship. The Texo portfolio invests in three asset classes and over 40 futures markets across North America, Europe, and Asia Pacific. A systematic investment process is coupled with discretionary leverage management to produce consistent returns with disciplined risk management, even in extreme market conditions such as those witnessed in 2008. Texo was developed by an independent research group and is managed by Veeru Perianan.