Stable Asset Management LTD

Arctic Blue 1x Share Class

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 7.65%
Sharpe (RFR=1%) 0.04
CAROR 1.01%
Assets $160,256,128
Worst Drawdown -15.64
S&P Correlation -0.11

Summary

Arctic Blue combines discretionary trading expertise with systematic rigour. The Fund investment’s philosophy is to apply the lessons learned in discretionary trading with a model that is able to identify opportunities and profit from them in a rigorous and repeatable way. The Arctic Blue models are designed to exploit technical phenomenon inherent to commodity markets, and not the statistical inefficiencies or phenomena, which will degrade and disappear over time, that are normally targeted by CTAs. The models that Arctic Blue employs have not been changed since inception. Arctic Blue does not curve fit models and does not rely upon ultra-frequent optimization processes to update parameters. Arctic Blue operates over a trade time frame of between 2 days to 18 months and does not participate in short term, high frequency trading. Risk is also not incremental, as the sizing of the position is itself a risk management tool, as it aims to build a portfolio that can absorb the worst modelled outcome. Arctic Blue only trades USD denominated liquid instruments, either exchange listed and cleared futures or ETFs, thereby building managed risk into the portfolio. CIOs: Jean Jacques Duhot has over 22 years of experience on proprietary trading desks and designing systematic trading systems Philippe Bareges has over 14 years of experience on proprietary trading desks and researching, implementing, and maintaining systematic trading systems