Salus Alpha Capital Ltd

Salus Alpha Commodity Arbitrage (CAX)

Year-to-Date
8.79%
Minimum Investment
$ 10,000,000
Management Fee 1.25%
Performance Fee 20.00%
Annualized Volatility 6.77%
Sharpe (RFR=1%) 0.79
CAROR 6.28%
Assets $70,000,000
Worst Drawdown -9.83
S&P Correlation -0.08

Summary

Salus Alpha Commodity Arbitrage is an arbitrage fund which targets competitive returns under consideration of capital preservation and liquidity of the fund's assets. The Commodity Arbitrage strategy invests in the 35 most liquid commodity markets worldwide by trading calendar spreads on a market neutral basis. The fund aims to profit from price inefficiencies prevalent in the global commodity markets, both among related commodities ("intercommodity arbitrage") and among different maturities of the same commodity futures contracts ("intracommodity arbitrage"), arising from situations like e.g. short-term supply shortages, seasonality, contango, backwardation, etc.