Scalae Management, LLC

Diversified Trading Program

Year-to-Date
N/A
Minimum Investment
0
Management Fee 0.00%
Performance Fee 0.00%
Annualized Volatility 15.23%
Sharpe (RFR=1%) 0.40
CAROR 6.16%
Assets 28,000,000
Worst Drawdown -13.99
S&P Correlation -0.25

Summary

-The program seeks opportunities for capital appreciation through investment in global interest rates, equity indexes, currencies and physical commodities. Its targeted net rate of return is 20% with a standard deviation of 15%. The C L Diversified Fund will apply 100% of its assets to only those markets mentioned above and to cash to achieve its objectives. The strategy uses multiple systems applied to 65 markets worldwide. With a disciplined approach, proprietary algorithms are systematically applied to maximize the potential for return for a given unit of risk.Pattern recognition, periods of trend, volatility and liquidity are among key factors the models use to determine exposure to individual markets. Risk management is fully integrated at multiple levels to mitigate the effects of false entries and to protect open equity. The methodology?s unique quality comes from the synergistic combination of systems enhanced by multi-level risk management.