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CrossAssetFndArb CL-BZ (I)

Strategy Performance
Ann. Ret.

14.79%

Sharpe R.

5.89

YTD Ret.

21.05%

Max DD.

2.51%

NAV

1.2105

RFR

21.05%

About The Strategy
Invest Asset(s): WTI Crude Oil Future Contract(CLmain) and Brent Crude Oil Cash Future Contract(BZmain)
Strategy Type: arbitrage/fndarb/crossassetfndarb/
Strategy Conception: Based on the spread relationship between different future contract prices, long or short the spread when it deviates from the norm.
Strategy Attributes: MAXE AI CrossAssetFndArb CL-BZ (I) uses self-developed Tailored Arbitrage Rule-Based model, combined with the relationship between assets, 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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