Investment Objective
The WaveFront All-Weather Fund L.P. is an absolute return fund designed to produce stable, superior returns through both favorable and unfavorable economic and market conditions.
Investment Strategy
The Fund pursues return stability by diversifying across multiple uncorrelated and complimentary global asset classes and strategies. Asset classes include equities, real-estate, fixed income, Gold and other commodities and currencies. Investment strategies include value, momentum, macro and options-based strategies. Superior returns are sought through portfolio tilts driven by macroeconomic factors and quantitative measures of risk and return. In addition, ‘Special Situation’ investments are overlaid onto the core portfolio when generally overlooked market disequilibria that offer the potential for low risk and high returns are identified.
-
8.4%
Inception Annualized
-
49.0%
Total Return
-
0.82
Sharpe Ratio
-
1.53
Sortino Ratio
Growth of $10,000
Performance Information: PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. Returns herein are calculated from gross returns of the WaveFront All-Weather Fund (the “Fund”), net of a 1% annual management fee and 10% General Partner profit allocation, as well as all trading, administrative and other actual and accrued Fund expenses.
IMPORTANT DISCLAIMER:
WaveFront is officially registered with both the National Futures Association (NFA) and the Commodity Futures Trading Commission (CFTC). Notwithstanding this, it’s important to note that the WaveFront All-Weather Fund L.P. does not actively solicit or accept U.S. investors at this time. All information and resources provided by WaveFront are designed with the exclusive purpose of addressing the needs of non-U.S. investors. They should not be interpreted as an offer or an enticement to purchase securities within the United States or to U.S. persons.
Performance Information: PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. Returns herein are calculated from gross returns of the WaveFront All-Weather Fund (the “Fund”), net of a 1% annual management fee and 10% General Partner profit allocation, as well as all trading, administrative and other actual and accrued Fund expenses.
IMPORTANT DISCLAIMER:
WaveFront is officially registered with both the National Futures Association (NFA) and the Commodity Futures Trading Commission (CFTC). Notwithstanding this, it’s important to note that the WaveFront All-Weather Fund L.P. does not actively solicit or accept U.S. investors at this time. All information and resources provided by WaveFront are designed with the exclusive purpose of addressing the needs of non-U.S. investors. They should not be interpreted as an offer or an enticement to purchase securities within the United States or to U.S. persons.
Return & Risk Statistics
| wdt_ID | Risk/Return* | WFAW | Benchmark |
|---|---|---|---|
| 1 | Total Cumulative Return | 49.02 | 39.88 |
| 2 | Compound Annual Return | 8.44 | 7.06 |
| 3 | Standard Deviation | 10.27 | 7.63 |
| 4 | Worst Drawdown | -15.82 | -11.55 |
Performance Summary
| wdt_ID | Net Returns* | WFAW | Benchmark |
|---|---|---|---|
| 1 | 3 months | 2.47 | 0.97 |
| 2 | YTD | 13.10 | 7.52 |
| 3 | 1 year | 23.05 | 13.83 |
| 4 | 3 years | 2.63 | 3.37 |
| 5 | Inception | 8.44 | 7.06 |
*annualized if greater than a year
Monthly Returns (%)
| wdt_ID | Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2024 | -0.17 | 1.80 | 4.36 | -0.76 | 0.65 | 1.40 | 2.75 | 0.11 | 4.34 | -1.90 | 13.10 | ||
| 2 | 2023 | 4.89 | -2.72 | 1.76 | 1.80 | -1.50 | -0.64 | 1.01 | -3.34 | -5.03 | -1.14 | 4.09 | 4.52 | 3.17 |
| 3 | 2022 | -3.37 | 4.44 | 3.40 | 0.47 | -4.41 | -2.35 | 0.28 | 0.34 | -2.27 | -3.83 | 3.25 | -2.61 | -6.94 |
| 4 | 2021 | -0.04 | -0.25 | -2.65 | 2.48 | 3.25 | -1.09 | 1.04 | 0.34 | -0.94 | 4.34 | -2.35 | 1.95 | 5.98 |
| 17 | 2020 | 5.16 | 1.82 | 6.72 | 4.72 | -0.92 | 1.24 | 8.23 | -0.58 | -4.36 | -0.82 | 0.65 | 4.53 | 28.89 |
| 18 | 2019 | 0.46 | 0.46 |
IMPORTANT DISCLAIMER:
WaveFront is officially registered with both the National Futures Association (NFA) and the Commodity Futures Trading Commission (CFTC). Notwithstanding this, it’s important to note that the WaveFront All-Weather Fund L.P. does not actively solicit or accept U.S. investors at this time. All information and resources provided by WaveFront are designed with the exclusive purpose of addressing the needs of non-U.S. investors. They should not be interpreted as an offer or an enticement to purchase securities within the United States or to U.S. persons.
Asset Allocation
as of 10/31/2024
as of 10/31/2024
- Strategy: Multi-Strategy
- Benchmark: HFRI HF Comp. Index
- Inception Date: 12/1/2019
- Management Fee: 1.00%
- Performance Fee: 10%
Investment Team
-
Roland Austrup
Chairman & Managing Principal -
Robert Koloshuk
CIO & Managing Principal -
Mark Adams, CFA
Portfolio Manager -
Amir Ijad
Quantitative Research & Trading Associate
Delivering superior investment performance across a variety of strategies and global asset classes.
Got Questions?
Founded in 2003, WaveFront is a privately-owned global asset management company based in Toronto, Canada.
