Program DetailsPDFPermalinkKeyQuant STTSManager: Raphael GelrubinAddress: 95 rue de la Boëtie, Paris, 75008, FrancePAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.Overview Program Type:CTA Inception Date:Apr 3, 2023 AUM:$10,000,000 QEP:Yes Incentive Fee:20% Annual Mgt Fee:1% Min Investment:$5,000,000 Disclosure Doc:View Performance Program S&P 500 Total ROR:17.26%40.23% Annual ROR:11.20%25.28% YTD:3.52%20.81% 1 Year:13.25%37.40% Alpha:0.26 Beta:0.36 Statistics Program S&P 500 Average Monthly Gain:3.76%3.44% Average Monthly Loss:-2.56%-3.25% Winning Months:1014 Losing Months:84 Current DD:0.000.00 Max DD:7.108.61 Sharpe Ratio (RF 1%):0.80 Annualized Std Dev:12.78 Methodology Discretionary:0% Systematic:100%Strategy StrategySingle Strategy DirectionalLong / Short Holding PeriodIntraday --------------------------- Counter Trend:10% Mean Reversion:10% Momentum:40% Trend Following:40%Monthly Returns as Percentage by Year JanFebMarAprMayJunJul AugSepOctNovDecYTD 2024-6.39-0.761.92-1.393.10-0.851.463.313.483.52 2023-2.21-4.405.125.66-2.444.31-2.012.237.0113.27PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.Program Info No data loadedCompany Info No data loadedManager Info No data loaded
