Wavefront Global Asset Management

IMFC Global Concentrated

Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 11.31%
Sharpe (RFR=1%) -0.18
CAROR -1.71%
Assets $485,000
Worst Drawdown -40.01
S&P Correlation 0.04

Summary

The IMFC Global Concentrated Program is a derivative of the IMFC Global Investment Program in that it selects trades from the IMFC Global Investment Program utilizing an additional algorithm that measures the confidence of trading signals and risk budgets generated by the IMFC Global Investment Program. The IMFC Global Concentrated Program only initiates positions in a market if the underlying trading signals and risk budgets meet certain threshold levels of confidence or strength. Position sizes are then calibrated based on the volatilities and correlations of markets offering current positions and a long term average portfolio downside deviation target of less than 13 %. As a result of the additional “confidence” algorithm, some of the key differences between the IMFC Global Investment Program and the IMFC Global Concentrated Program include, but are not limited to the following: