Aquantum Commodity Spread Program (ACS)

Minimum Investment
$ 5,000,000
Management Fee 1.75%
Performance Fee 20.00%


The ACS Program trades a commodity market-neutral system and is designed to exploit price dislocations in the forward structure of several commodity futures markets. Trading signals are primarily a function of implied storage costs, convenience yields, and trend. Historically, the returns of the ACS Program have been uncorrelated to the returns of other investments, including other CTAs.

November 1, 2022 to December 6, 2022: Hypothetical results. Results are purely hypothetical and represent the performance of the ACS Program without actual funds being traded. Returns are calculated for a USD 20m account and are net of 1.3% p.a. management fee and 20% performance fee (quarterly HWM, no hurdle).