Sagat Capital Ltd

Diversified Systematic Program (Proprietary)

Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 8.30%
Sharpe (RFR=1%) 0.45
CAROR 4.47%
Assets $3,554,917
Worst Drawdown -10.95
S&P Correlation 0.10

Summary

SAGAT Capital is a short-term systematic managed futures firm. Our trading ethos is centred on Evolved Momentum Persistence that exploits trends and price reversals in the world's futures and forex markets. SAGAT Capital successfully fuses global macro methods with systematic trading techniques.