Robert Charles & Co., L.P.

Diversified Trading Program - QEP

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


The Robert Charles Diversified Trading Program (DTP) - QEP* trades across all the major markets (bonds, currencies, energy, metals, stock indexes, agriculture, and softs) and is market neutral, uncorrelated to stocks, and scalable from .5X to 2.5X to tailor the notionalization and leverage of the account to the client's risk and reward objectives. The program's strategies are systematically rule based and use a host of quantitative and statistical models in a proprietary fashion to buy long positions when the statistical volatility is overpriced and sell short positions when the implied volatility is overpriced based on historical spreads between the two. The DTP uses a variety of spreads and futures positions to remain market or delta neutral. The objectives of the 1X program include after all fees and costs include an equity to draw down ratio of 5 to 1, draw downs of less than 6%, and a margin to equity ratio of less than one-third. Risk-reward models are designed to produce an acceptable annualized return on margin with the lowest acceptable risk with the goal of taking the risk out of a high risk business. * AUM does not include proprietary accounts. See also the DTP proprietary program.