SRT Technologies

SRT Currency Programme

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 22.19%
Sharpe (RFR=1%) -0.39
CAROR
Assets 1,300,000
Worst Drawdown -19.32
S&P Correlation -0.46

Summary

The SRT Currency Programme is a systematic trend following programme. The portfolio is constructed using only those currency pairs that have demonstrated, through research and testing, to offer the best liquidity and ease of market access without adversely affecting the performance objective of the strategy.