Tempest Trading
Diversified medium-term trend-following across 80+ liquid futures markets.
| Quarter | Quarterly return | Sharpe | vs bench (pp) |
|---|---|---|---|
| 2022 Q1 | -1.4% | 0.23 | -1.90 |
| 2022 Q2 | +0.2% | 0.48 | -1.12 |
| 2022 Q3 | -1.4% | 0.14 | -3.24 |
| 2022 Q4 | -2.0% | 0.16 | -3.25 |
| 2023 Q1 | +0.3% | 0.38 | -1.80 |
| 2023 Q2 | -3.6% | 0.14 | -5.38 |
| 2023 Q3 | -2.4% | 0.49 | -4.45 |
| 2023 Q4 | -4.4% | 0.25 | -5.51 |
Daily liquidity for institutional class.