All Weather - WaveFront Global Asset Management

Now available in ETF & Mutual Fund

The WaveFront All-Weather Alternative Fund ETF is designed to deliver balanced, superior returns through all market conditions by combining diversification, systematic risk management, and institutional-grade investment strategies – packaged in a mutual fund and ETF for daily liquidity.

Visit WAAV ETF Website

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.

8.3%

Inception Annualized
49.7%

Total Return
0.81

Sharpe Ratio
1.50

Sortino Ratio

Performance Highlights

Annual Returns

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	49.71	43.12
2	Compound Annual Return	8.25	7.30
3	Standard Deviation	10.18	7.60
4	Worst Drawdown	-15.82	-11.55

Performance Summary

wdt_ID	Net Returns*	WFAW	Benchmark
1	3 months	-1.45	1.66
2	YTD	13.62	10.02
3	1 year	13.62	10.02
4	3 years	2.94	4.47
6	5 years	8.31	7.03
7	Inception	8.25	7.30

*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	0.53	-0.07	13.62
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