Past performance is not necessarily indicative of future results. The potential for profit is accompanied by the risk of loss.
WORLD MONETARY & AGRICULTURE “WMA” PROGRAM
WMA INSTITUTIONAL “WMAI” PROGRAM
(1/2 LEVERAGE)
- Medium to long-term, trend following system.
- Quantitative, statistical and 100% systematic. No discretionary override of computer-generated signals.
- Extracts profits from up & down trends, with no long or short bias.
- Designed to capture major trends & scale risk exposure to current market conditions.
Commodities
Brent Crude
Canola
Cocoa
Coffee
Copper
Corn
Cotton
Crude Oil
Gas Oil
Gold
Heating Oil
Iron Ore
Lean Hogs
Live Cattle
Natural Gas
Nickel
Platinum
Soybean Meal
Soybean Oil
Soybeans
Sugar
Unleaded Gas
Wheat (CBOT)
Wheat (KC)
Zinc
Portfolio is comprised of equity, fixed income, currency, energy, metal, agricultural and volatility futures markets (66 total).
Positions taken in regulated, exchange-traded, high-volume markets.
CURRENCIES
Aussie Dollar
British Pound
Canadian Dollar
Euro
Japanese Yen
Mexican Peso
New Zealand Dollar
Swiss Franc
INTEREST RATES
Aussie 3 Year
Aussie 10 Year
Bobl
Canadian Bond
French Bond
German Bund
Italian Bond
Life Euribor
Long Gilt
Schatz
Short SONIA
SOFR
TSE JGB
U.S. 2 Year
U.S. 5 Year
U.S. 10 Year
U.S. Bonds
EQUITIES
ASX SPI 200
CAC 40
Dow Jones
NASDAQ
Osaka Nikkei
S&P 500
Euro Stoxx
FT-SE 100
German Dax
Topix
Hang Seng
VOLATILITY
VIX
S&P 500 (Hedge)
S&P 500 Options
- The strategy utilizes a dynamic risk management methodology referred to as the Adaptive Risk Profile (“ARP”) gears the portfolio’s exposure to current market conditions.
- ARP serves to establish the size of the strategy’s portfolio positions based on a proprietary metric that incorporates trend confidence, volatility and inter-market correlations.
- The strategy’s risk target varies daily and is high only when a preponderance of signals are in agreement and the correlation matrix of the portfolio’s positions is favorable.
Monthly VaR at the 99% confidence level is expected to be in the range of 22% to 8%, with an average monthly VaR of 15%. This translates into an annualized volatility of ~23% over time.
Monthly VaR at the 99% confidence level is expected to be in the range of 11% to 4%, with an average monthly VaR of 7.5%. This translates into an annualized volatility of ~11.5% over time.
- Pooled Fund – $100k minimum
- Offshore Fund (Bermuda) – $100k minimum
- Separately Managed Account – $10M minimum
- Mutual Fund – Arrow Funds
- Offshore Fund (Bermuda) – $100k minimum
- Separately Managed Account – $25M minimum