C8 Global CTA Program (Index)

C8 Global CTA Program- Opportunity Overview: C8 Global CTA Program Background: C8 Global CTA Program (Index) Program Methodology Constituents Historical Performance Diversification & Benefits to the Investor Implementation Methods
BY JON WEBB

– C8 was founded by Mattias Eriksson and Ebrahim Kasenally, who were both senior partners at BlueCrest, responsible for trading systems and quantitative research respectively. During their tenure, they drove performance, delivering 18% per annum between 2003-2009, and took AUM from launch to $15bn by 2009

-The C8 Global CTA Program is the current version of a system which has been consistently developed and refined for the past 12 years and now incorporates many innovative and unique quantitative features

-The global program includes over 70 futures contracts, encompassing all major asset classes, sectors and geographies

-Historically, the strategy has generated returns of over 19% p.a. with a 13% realized volatility and Sharpe Ratio of close to 1.5 with downside volatility limited to <7%. A variant of this program is currently live, in China.

-The proprietary program is now being made available to asset managers, as well as investors, to implement within their investment portfolios, in several different ways and tailored to the client’s specific needs

-Program structure, constituents, fees and delivery mechanism are all customizable according to investor requirements

C8 Global CTA Program Sep 22 Presentation

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