Investment Objective
The Crabel Gemini UCITS Fund is advised by Crabel Capital Management LLC. The portfolio is deliberately structured to provide low correlation to all asset classes and offers a unique source of returns with over 40 differentiated and stand-alone strategy frameworks composing the Program. Crabel Gemini seeks to control risk by dynamic sizing of new trades relative to market volatility, the use if stops and a balance of volatility broadly diversified across sector and geographic regions. Crabel Gemini has an approximate 10-day average hold timeframe and target a 10% annualised standard deviation.
Reference Index
Soc Gen Trend Index
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.3 | 0.2 | 0.9 | 0.5 | 0.2 | 0.5 | 0.5 | 1.0 | 0.4 | 0.9 | 0.3 | 0.5 | 0.7 | |
| 2023 | 0.3 | 0.9 | 0.5 | 0.2 | 0.6 | 0.4 | 0.5 | 0.1 | 0.9 | 0.2 | 0.2 | 0.7 | 0.4 |
