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CalSprFndArb NG (III)

Strategy Performance
Ann. Ret.

4.21%

Sharpe R.

0.73

YTD Ret.

2.69%

Max DD.

2.93%

NAV

1.0269

RFR

2.69%

About The Strategy
Invest Asset(s): Natural Gas Nearby and Forward Future Contract (NG)
Strategy Type: arbitrage/fndarb/calsprfndarb/
Strategy Conception: Based on the price spread relationship between future contracts with different expiration months, long or short the spread when it deviates from the norm.
Strategy Attributes: MAXE AI CalSprFndArb NG (III) uses self-developed Tailored Arbitrage Rule-Based model, combined with the Term Structure, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
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