Typhon Capital Management, LLC

Leonidas Macro Fund

Year-to-Date
39.72%
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 20.89%
Sharpe (RFR=1%) 0.61
CAROR 12.43%
Assets $2,900,000
Worst Drawdown -20.80
S&P Correlation 0.00

Summary

The Leonidas Macro Fund is a purely discretionary global macro strategy managed by George Michalopolous, who previously was an energy trader at Citadel Investment Group. Leonidas analyzes global monetary and fiscal policy, specifically how they change, or how they might change given certain catalysts such as rate policy meetings, and analyzes a portfolio that is as outcome-agnostic as possible. Leonidas attempts to express such catalysts through trades constructed with off-setting correlations, while maintaining positive expected value on as many elements of that portfolio as possible.