Deploying 30 to 50 best-in-class, uncorrelated systematic strategies across three independent pods. Designed as a structural diversifier within institutional portfolios.
Total Return: 253% since inception. Sharpe Ratio: 2.40 (risk-adjusted). Max Drawdown: -7.67% (capital preservation). Sortino Ratio: 3.56 (downside deviation).
Fund Name: BFC Total Return Hedge SCSp. Strategy: Sigma Horizon Program (SHP). Investment Objective: +20% long term annual returns. Liquidity: Daily, fully listed futures. Management Fee: 1.2% p.a. Correlation: Negative to near-zero vs. traditional markets. Skewness: +1.16 (positive asymmetry). Kurtosis: 4.00 (upside fat tails).
Strong alignment via performance-based compensation. High-water mark applies. No expense pass-throughs to investors, operations, salaries, and administration borne by the manager.