Year-to-Date
N/A
Minimum Investment
$ 0
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 49.59%
Sharpe (RFR=1%) 0.77
CAROR 31.73%
Assets $0
Worst Drawdown -64.01
S&P Correlation -0.10

Summary

Max Alpha was a 50% discretionary 50% systematic trading program using very aggressive leverage, with hold times of 1 day to several weeks. At the end of 2011, Turning Wheel Capital made a strategic decision to cease all discretionary and highly leveraged trading. As of January 1, 2012, all alpha-generation efforts have been focused into its flagship product, Pure Alpha. Pure Alpha is 100% systematic, quantitative and short-term. The volatility and margin/equity of Pure Alpha is approximately one-ninth that of Max Alpha. Please click on the Pure Alpha link for performance and strategy description.