Tulloss Capital Management, LLC

Tulloss Diversified Strategy

Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.06%
Sharpe (RFR=1%) 0.53
CAROR 8.13%
Assets $1,940,000
Worst Drawdown -22.21
S&P Correlation -0.12

Summary

The Tulloss Diversified Strategy ("TDS") is a systematic pattern recognition model derived from the price behavior of futures markets as opposed to mathematical modeling concepts. The strategy is a technical system by nature, though the central components and continued development reflect how the overall fundamental nature of markets and market sectors influence price action. In addition to the strategy’s core pattern recognition methodology, integral components include elements of volatility measurements, momentum, support and resistance and time-price analysis. The portfolio consists of a truly diversified set of global markets chosen based upon their respective correlations to each other. Further differentiating the strategy from other CTAs and contributing to the low correlation with other strategies is a targeted 65% allocation to raw agricultural and industrial commodities with the remaining 35% allocated to global interest rates, stock indices and currencies.