Investment Objective
Crabel Advanced Trend is a portfolio of systematic trading strategies designed to efficiently capture long-term trend following returns across a diverse set of global futures and foreign exchange instruments. The program aims to generate greater alpha and deliver a more competitive risk-adjusted return than the broader trend following industry. In pursuing this objective, Crabel Advanced Trend employs multiple price-based strategies engineered to identify and profit from continuations in price movement across approximately 200 markets globally.
Performance
JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 1.0 | 0.9 | 0.3 | 0.6 | 0.9 | 0.7 | 0.3 | 0.8 | 0.4 | 0.4 | 0.1 | 0.1 | 0.0 | |
2022 | 0.9 | 0.2 | 0.3 | 0.7 | 0.7 | 1.0 | 0.7 | 0.7 | 0.4 | 0.1 | 0.4 | 0.8 | 0.4 |