Hansen Capital

Managed Account Program

Minimum Investment
$ 2,000,000
Management Fee 1.00%
Performance Fee 25.00%


Peter J. Hansen, President of Hansen Capital Management, Inc., is a graduate of Harvard College, where he received a B.A. Magna cum laude in Government. He also studied economics, computer science, and statistics. We have striven to build a program which is (1) statistically robust, (2) logical, (3) original, (4) uncorrelated with most of the industry, and (5) which employs cautious risk management, partly through extensive diversification. Our program is systematic, employing multiple proprietary technical systems. Most of these systems are short-term in nature, with average holding periods of one week or less. We currently trade 23 markets, including both physical commodities and financial instruments. (The exact number of markets traded varies over time.) Our short-term systems contain both reversal and momentum indicators, and are unlike the systems of long-term trend-following traders, so our performance is NOT highly correlated with those of most other CTAs. We believe our program provides unusual diversification for a CTA portfolio. We invite people to look especially closely at our results since late 1998, when we made significant changes to our program and concentrated on short-term trading.