Vivienne Investissement

MACH 5 PROGRAM (Proprietary)

Minimum Investment
EUR 1,500,000
Management Fee 0.00%
Performance Fee 20.00%
Annualized Volatility 39.69%
Sharpe (RFR=1%) 0.50
CAROR 14.06%
Assets EUR44,110,000
Worst Drawdown -53.32
S&P Correlation 0.40


Returns reported by the manager are gross of fees.

Mach 5 is an innovative High Vol Medium Term CTA Program. The trading process is based on new theory in Financial mathematics - Multifractal Analysis for Financial Time Series, Signal Processing, Adaptive prediction models.