Abelian Capital Management

Global Diversified Program

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


-The Abelian Global Diversified Program is a multi-strategy product traded across a diverse range of markets found on both domestic and international exchanges. The strength of the Program lies in the Abelian Risk Allocation Framework (ARAF). The ARAF is built directly into the trading systems, unifying the system's trend detection models with risk management. The ARAF is unique in that it determines position sizes based on the risk associated with each market rather than profit targets or the face value of contracts. Risk is constantly measured throughout the life of each trade and redistributed across the portfolio as needed.