Year-to-Date
N/A
Minimum Investment
$ 10,000,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 5.83%
Sharpe (RFR=1%) 0.07
CAROR 1.27%
Assets $2,000,000
Worst Drawdown -20.80
S&P Correlation -0.08

Summary

Short-term, quantitative, systematic managed futures program, traded across four major market sectors (Equity, Energy, Currency, Interest Rate)