Urban Tree Capital, LLC

UTC Plus (Proprietary)

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 14.34%
Sharpe (RFR=1%) 0.54
CAROR 7.98%
Assets $270,000
Worst Drawdown -18.75
S&P Correlation -0.25

Summary

UTC Plus program is a short-term trend following mechanical trading system. All positions are entered and liquidated within 24 hours, and only 15% of the trades hold the positions overnight. The program is diversified over multiple futures markets, which include equity, energy, metal, FX and agricultural. Since the program is highly uncorrelated with stock market, it builds a good portfolio together with traditional stock market investments.