Turning Wheel Capital, Inc.

Pure Alpha Aggressive

Year-to-Date
N/A
Minimum Investment
$ 5,000,000
Management Fee 2.00%
Performance Fee 25.00%
Annualized Volatility 11.82%
Sharpe (RFR=1%) 0.92
CAROR 11.79%
Assets $44,000,000
Worst Drawdown -14.37
S&P Correlation 0.05

Summary

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