Atlantic Capital Advisors

Atlantic Global Macro Diversifed Program

 

Methodology: Discretionary
Strategy: Technical
Sub-Strategy: N/A
Market Focus: Diversified

Strategy Description

The Atlantic Global Diversified Program employs a hybrid systematic strategy incorporating both technical and fundamental factors, as well as a discretionary overlay. The manager trades a broad and diverse group of markets, comprised of approximately 80% commodity sectors and 20% financial markets. The Program’s technical models seek to trade in the direction of momentum, subject to support and resistance levels in the market. Fundamental factors are utilized to augment the size of trades, potentially increasing position sizes when fundamentals align with momentum, or decreasing them when fundamentals oppose momentum.

Risk Management

Risk is managed primarily via position sizing and manager discretion. The systematic models suggest position sizes based upon the prevailing level of market volatility, with higher volatility resulting in smaller positions and lower volatility in larger positions. Position sizes are reviewed by the manager prior to trade execution, and may be reduced if the manger is aware of potentially adverse information unaccounted for in the models. Occasionally the manager may also increase position sizes if market fundamentals are overwhelmingly positive.

General Information

Management Fee: 1.00%                          Typical Trade Duration: 1-3 Months
Performance Fee: 20.00%                        Round Turns per Million: 2,500
Manager Assets: $6,000,000                   Typical Margin‐to‐Equity: 10%
Strategy Assets: $0                                   Managed Account Minimum: $1,000,000

Performance Statistics

Date Range: 02/06 – 06/17                       Maximum Drawdown: -13.22%
Annualized ROR: 3.87%                             Sharpe Ratio (0% RFR): 0.47
Standard Deviation: 8.21%                       Correlation to S&P 500: -0.14

Disclosures
This Report was prepared by Coquest Advisors and is furnished to the recipient for informational purposes only and should not be construed as a solicitation to invest with the commodity trading advisor (“CTA”) described herein. The information in this Report is qualified in its entirely and limited by reference to the CTA’s Disclosure Document. The information contained in this report is privileged and confidential and may not be reproduced or circulated to any person without the prior written consent of Coquest Advisors. Efforts are made to verify the accuracy of the information provided in this report, but the data cannot be guaranteed to be reliable at all times.

 

 

Coquest Strategy Summary · Atlantic Capital Advisors
Coquest Advisors · 12222 Merit Dr. Suite 1130 · Dallas, TX 75251 · coquestadvisors.com · October 2019
This material is provided as is for informational purposes only and may contain opinions which are solely those of its author. This material is not a solicitation, nor an offer to sell or a recommendation to buy a security. Past performance is not necessarily indicative of future results.

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