DH Spica Program

Minimum Investment
EUR 2,000,000
Management Fee 2.00%
Performance Fee 20.00%


DH Spica is a DeltaHedge program that seeks to generate attractive absolute returns through investment in different managers with different strategy approach. This multi manager, multi strategy program has two different souls: the first is a quantitative program with an expert fine tuning on each single trade, the second is a diversified portfolio of Automatic Trading Systems, ETF, covered warrants, Options, Futures and Bonds. Exchanges on which transactions take place, include but are not limited to all exchanges in the United States, as well as non-U.S. exchanges which include, but are not limited to, the Italian Stocks Exchange (BORSA ITALIANA) and the Italian Derivatives Market (IDEM), the Euronext N.V. (whit the London International Financial Futures and Options Exchange Ltd. (LIFFE), the Marche a Terme International de France (MATIF)and the Amsterdam Exchange (AEX), the London Stocks Exchange (LSE), the Irish Stocks Exchange (ISE), the Spanish Stocks Exchange (Bolsa y Mercados Espagnoles)and Spanish Future and option Market (MEFF), the Deutsche Bourse (XETRA) and the Eurex Deutschland (EUREX), Bolsa Mercadoria y futuros (BOVESPA), Intercontinental Exchange (ICE), Warsaw Stocks Exchange (WIG), National Stocks Exchange of India (NSE), the NY Stocks Exchange (NYSE), the Chicago Board Option Exchange(CBOE), Chicago Board of Trade (CBOT), the Chicago Mercantile Exchange (CME), Moscow Exchange (MICEX). The Future contracts that are currently traded by DeltaHedge on Spica Program include: (Equity) Amsterdam Exchange Index Futures, Ibex 35, CAC 40, Swiss Market Index, DAX 30, S&P 500, Ftse-Mib, Ftse 100, Eurostoxx50, Dow Jones, S&P 400, Nasdaq 100, Russell 2000, WIG20, Nikkei 225, FTASE 100, NIFTY 50; (Currency)Euro, Swiss Franc, British Pound, Australian Dollar, Japanese Yen, Canadian Dollar, Mexican Peso, Russian Rublo, Brazilian Real, New Zealand Dollar, Indian Rupee;(Energy) Sweet light crude oil, Brent crude oil, Natural Gas, Heating oil, Rbob Gasoline, London Gasoil; (Metals) Gold, Silver, Copper High Grade; (Agricultural) Wheat and Soybean, Corn, Soybean Meal, Soybean Oil; (Meats) Live Cattle, Lean Hogs. The specific markets traded have been selected utilizing both liquidity constraints and correlation analysis in an effort to reduce portfolio risk and add diversification. All the DeltaHedge programs are designed primarily for sophisticated investors and have the primary objective of the capital appreciation of its client’s assets through the speculation in portfolio diversification. No insurance can be given that this objective will be met and an investment in an account to be traded by DeltaHedge should only be considered by investors that can assume the significant risk of commodity future trading.