Wraith Capital LLP

Wraith Dynamic Futures Fund

Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 2.40%
Performance Fee 20.00%
Annualized Volatility 15.26%
Sharpe (RFR=1%) 0.53
CAROR 8.25%
Assets 5,339,000
Worst Drawdown -18.06
S&P Correlation -0.06

Summary

Wraith Capital's approach involves identifying price behaviour inefficiencies and exploiting these via systematic, fully automated trading. The company emphasis is on technology, specifically using modern computer technology and highly optimised software to find opportunities and to exploit them as efficiently as possible. Trading is medium to high frequency and limited to highly liquid futures markets. Execution of strategies is automated via DMA for speed and accuracy but risk and portfolio construction is discretionary