Strategy

Characteristics

Key Data of Trading Strategy

Correlation to S&P 500:-0.046
Correlation to CTAs:-0.016
Fees:1%/ 20%
High Watermark:yes
Minimum Trading LevelUSD 500'000
Minimum Funding Level

USD 150'000

Lock upno
Eligible InvestorsQEP
Subscriptiondaily
Redemptiondaily
Direction:

Counter-Trend, long/short

Frequency:1'300 RT/$M/YR
Margin-to-Equity:

Avg: < 4.00%
Max: < 14.00%

Usual Holding Period:1-15 days