Markets
About
The hedge fund utilizes proprietary quantitative models to identify breakouts of major upward- or downward- trends in highly liquid and transparently priced indices of various markets (e.g., equity, agriculture, metals, energy, currencies etc.). These strategies are executed mainly through futures and options on futures. A long-term horizon favors long-term capital gains while minimizing transactions. Thus, the fund is projected to have similar drawdowns as S&P 500 (-23% vs. -17%), twice the Upside Potential Ratio (10.82 vs. 5.10), and twenty times the annual market returns (78% vs. 4%) through just 2.1 trades/market/year. Cumulatively, over 2000-2014, while S&P 500 returned 55%, the fund would have returned 7286%. The fund is accepting investments from Qualified Clients in U.S. The fund charges 2% AUM as Management Fees and 20% of net profits (after high watermark) as performance fees. Investments are locked for the first year. Thereafter, quarterly redemptions are permitted.