Year-to-Date
N/A
Minimum Investment
1,250,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 11.98%
Sharpe (RFR=1%) 0.59
CAROR 7.08%
Assets 0
Worst Drawdown -13.46
S&P Correlation 0.00

Summary

-Thalheim Capital-LTS engages in a systematic "macro" strategy of trading future and forward contracts and seeks to exploit the opportunities afforded by the expanded universe of securities available for investment. Trading signals are generated by quantitative-based mathematical models. A number of trading strategies are applied to a diverse range of global futures markets providing significant portfolio diversification. The robust trading approach which, attempts to capture returns from trending markets, is overlaid with a risk management strategy to provide substantial returns on a risk adjusted basis. Returns are targeted between 18%-20% net of fees with a monthly volatility targeted at 3.5%. Thalheim Capital-LTS correlation to other asset classes is low to negative making the investment strategy beneficial both on a stand alone basis and when combined with other investment methodologies. The Thalheim Capital-LTS trading system applies multiple trading models that synergize to capture both long term and short term trends in the global futures market. The system trades in over 80 global markets providing significant diversification of sector returns limiting exposure to any one particular sector or market. The risk management overlay is unique and rigorous. It dynamically scales position size based on volatilities, trend parameters and other risk management filters. Risk exposure is constantly managed and minimized with the mandate of providing substantial risk adjusted returns. The Thalheim Capital-LTS trading program has a targeted annualized Sharpe ratio of 1.60 compared to the industry's .70.