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WaveFront Global Asset Management Corp - All-Weather Fund - Class F Shares



Principal(s): Roland Austrup, Robert Koloshuk & David Mather
Strategy:
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Investment Restrictions: Accredited Investors Only++
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100 Yonge Street Suite 1802
Toronto, ON M5C 2W1 Canada
416-933-8261
https://wavefrontgam.com/
Main E-Mail: [email protected]
Marketing E-Mail: [email protected]
Administrative E-Mail: [email protected]

Statistics & Program Information

Mar Return   4.36% Worst Drawdown (2)    -16.28% Minimum Investment   C$5,000,000
YTD Return   6.06% Losing Streak (3)    -3.39 % AUM (5)   C$16,197,057
Annual CROR:1 7.85% Sharpe Ratio (4)   0.67 Calmar Ratio (6)    N/A
Trading Methodology
Style Sub-Categories
Trading Style
Market Sector
Holding Period
Geographic Sector

Contracts:

Start Date   Nov-2019 Currency   Canadian Dollar Margin (7)   
New Money   Yes AUM (5)   C$16,197,057 Management Fee    1.00%
Min Investment    C$0 Annual CROR 1    7.85% Incentive Fee    10.00%
Fund Minimum    C$5,000,000 Losing Streak (3)    -3.39 % Other Fees   0
Notional Funds    No Worst Drawdown (2)    -16.28 % Avg Comm (8)   $0.00
NFA Member    Yes Sharpe Ratio (4)    0.67 Max Comm (9)   
NFA Number    0330993 Calmar Ratio (6)    N/A Round Turns (10)    0
Starting Date:  Nov-2019 Currency:  Canadian Dollar
Open to New Investors:  Yes Current Assets:  C$16,197,057
Open to US Investors:  Yes Annual CROR:  7.85%
Minimum Fund Investment:  C$5,000,000 Worst Monthly Drawdown:  -16.28
Minimum Managed Account:  C$N/A Current Losing Streak:  -3.39 %
Domocile:  Canada Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio:  0.67
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  1.00% Auditor:  Not Listed
Incentive Fee:  10.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  0 Other Memberships:  None
Type of Fund:
Domicile:
Canada
Strategy:
Global Macro
Track Record Prepared By: N/A
Correlations:

Trading Description, Risk Strategy & Background

Our investment philosophy is based on core principles informed by decades of research and experience through many market cycles. By applying these principles, we seek to develop investment strategies that can deliver superior long-term investment performance for our clients.

  • We believe capital markets remain heavily influenced by behavioral biases and structural issues which can give rise to persistent and predicable investment opportunities.
  • We believe in measurable and repeatable processes, grounded in sound economic theory, and supported by evidence derived from rigorous analysis and testing.
  • We believe in a disciplined, systematic investment approach which remains insensitive to noise and immune to human emotion.
  • A portfolio with diversified exposure to independent factors and or characteristics can be used to reduce overall risk and improve risk-adjusted returns.
  • We believe in an emphasis on superior portfolio construction and risk management practices that ensures an optimal allocation of risk and capital.
  • We believe in a data-driven, scientific approach to identifying opportunities that will generate long-term, repeatable sources of positive return.

WaveFront Global Asset Management Corp. is a global asset management company based in Toronto, Canada. Wavefront manages approximatley $ 893 mllion for investors in Canada, China and Korea. At our core, we are driven by the quantifiable success of our clients. To us this means delivering superior investment performance across a variety of strategies and global asset classes. We look to develop strong, long-term partnerships with a select number of clients through candor, trust and full transparency.

Performance

Monthly Performance Since December 2019

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2024 -0.17% 1.80% 4.36%   6.06% -0.17%
2023 4.90% -2.70% 1.08% 1.80% -1.50% -0.64% 1.01% -3.34% -5.03% -1.14% 4.09% 4.52% 2.51% -10.28%
2022 -3.40% 4.40% 3.40% 0.50% -4.40% -2.30% 0.30% 0.30% -2.30% -3.80% 3.30% -2.60% -6.88% -11.69%
2021 0.00% -0.30% -2.70% 2.50% 3.30% -1.10% 1.00% 0.30% -0.90% 4.30% -2.40% 2.00% 5.89% -2.99%
2020 5.20% 1.80% 6.70% 4.70% -0.90% 1.20% 8.20% -0.60% -4.40% -0.80% 0.70% 4.50% 28.78% -5.73%
2019  0.50% 0.5% 0%

Annual Performance

Years201920202021202220232024 YTD
ROR0.50%28.78%5.89%-6.88%2.51%6.06%
Max DD0.00%-5.73%-2.99%-11.69%-10.28%-0.17%



PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

VAMI, Assets under Management & Worst Drawdown

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Monthly Returns

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RISK DISCLOSURE

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.