Performance Targets
Target Return
High teens – low 20s
Target Volatility
10 – 20%
annualized
Sharpe Ratio Goal
1.2 – 2.0
Performance targets are forward-looking goals and do not represent achieved returns or guaranteed investment outcomes.
Fee Structure
Management Fee
1%
Performance Fee
30%
High-Water Mark
Liquidity
Quarterly
Tax Efficiency
The fund trades in futures which receive favorable 60 / 40 tax treatment under Section 1256.
Blended Capital Gains Allocation
60% / 40% Split
- 60% Long-term
- 40% Short-term
Not intended as tax advice. Investors must consult independent tax counsel regarding their specific federal, state, and local circumstances.
Service Providers
Prime Broker
Interactive Brokers (IBKR)
Fund Administrator
NAV Fund Services
Auditor
Richey May
Legal Counsel
Investment Law Group