Year-to-Date
N/A
Minimum Investment
$ 1,500,000
Management Fee 1.80%
Performance Fee 15.00%
Annualized Volatility 11.03%
Sharpe (RFR=1%) 0.25
CAROR 3.20%
Assets $4,300,000
Worst Drawdown -15.90
S&P Correlation 0.22

Summary

QLO Capital runs a global systematic strategy with 80% of its risk allocated to a quantitative framework of 9 strategies and 20% to a negatively correlated, discretionary, global macro overlay. This approach ensures a consistently well diversified portfolio. Both books utilize liquid products, predominantly futures across all asset classes; fixed income, equities, currencies, and commodities, encompassing approximately 90-100 different contracts.