Minimum Investment |
1,500,000
|
Management Fee |
1.50% |
Performance Fee |
25.00% |
Summary
Global Macro systematic strategy. It utilises a variety of systematic models in a diversified
approach that ensure minimal correlation with the market. It is focusing on medium
time-frame investments so as to reduce the volatility that can be observed in longer
duration strategies. It is operating in the space of liquid financial futures excluding
commodities.
The track record is based on proforma results prior to Nov 2011. Its methodology was excerpted from a currently active strategy.