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Wavefront Global Asset Management 

Wavefront Global Investment Program

Manager: roland austrup

Address: 36 Toronto Street, Suite 750, Toronto, ON, M5C 2C5, Canada

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Apr 3, 2007
AUM:$9,847,841
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$500,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-9.32%321.50%
Annual ROR:-0.85%13.33%
YTD:18.45%4.09%
1 Year:16.58%12.98%
Alpha:-0.10
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:2.85%675.54%
Average Monthly Loss:-2.34%-3.28%
Winning Months:6296
Losing Months:7642
Current DD:34.253.92
Max DD:45.4120.00
Sharpe Ratio (RF 1%):-0.14
Annualized Std Dev:12.94

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Trend Following:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20203.461.9520.78-0.03-3.64-2.322.242.49-5.7018.45
2019-4.924.070.482.09-0.48-1.57-1.714.79-7.03-3.210.301.38-6.29
20188.45-8.71-0.502.29-0.57-0.62-0.68-1.632.05-6.920.163.79-3.94
2017-0.22-0.76-4.01-0.94-3.71-2.191.440.10-2.50-3.190.640.45-14.08
20161.441.68-2.83-3.52-2.956.36-2.15-3.57-3.73-3.70-4.83-0.85-17.61
201510.18-1.58-1.45-2.400.55-1.941.61-1.46-0.96-2.78-0.25-2.95-4.02
2014-2.800.56-2.73-0.05-0.500.383.353.072.01-0.776.303.1112.17
20135.39-0.380.342.37-1.41-0.19-2.71-5.361.791.332.300.543.66
2012-0.72-2.38-2.461.497.58-4.270.92-0.26-4.45-4.36-1.770.51-10.27
2011-1.520.51-2.230.99-1.58-1.381.033.34-0.05-2.30-0.41-0.11-3.79
2010-2.380.351.78-3.44-0.480.81-1.457.590.475.41-0.601.669.60
20090.570.181.071.4011.622.22-4.617.44-5.7813.76

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

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Company Info

The Manager is a corporation formed under the Business Corporations Act (Ontario) on February 27,
2003. The principal place of business of the Partnership and of the General Partner is Suite 750, 36 Toronto
Street, Toronto, Ontario M5C 2C5

Today, we manage over $1.3 billion for individual and institutional investors in North America, China and South Korea across a diverse range of investment strategies and solutions.

WaveFront’s highly experienced team of investment professionals, bolstered by research relationships with faculty at the University of Waterloo and Princeton University, seeks to deliver consistent and stable returns through various market and economic conditions.

Manager Info

Managing Principal & CC)
Registered with the Commodity Futures Trading Commission (CFTC) in the United States as an Associated Person and Principal since June 1997 and with the Ontario Securities Commission (OSC) as an Advisor since February 1999. Mr. Austrup is an associate member of the National Futures Association and a member of the Managed Funds Association. Mr. Austrup is also a member of the advisory board of the Centre for Advanced Studies in Finance (CASF) at the University of Waterloo. CASF provides the focus for research and education in the finance discipline at the University, co-ordinates and supports the Collaborative Master's Program in Finance, and stimulates and promotes research in finance. Previously, Mr. Austrup was President, CEO and a co-founder of Aero Capital Corporation (a formerly registered commodity trading advisor and Member of NFA) and, prior to that, Mr. Austrup was an investment advisor with BMO Nesbitt Burns from 1991 to 1996 and a commodities broker with ScotiaMcLeod from 1988 to 1990. B.A. (Honours), University of Western Ontario.