Tempest Trading
Diversified medium-term trend-following across 80+ liquid futures markets.
| Quarter | Cum return | Sharpe | vs bench (pp) |
|---|---|---|---|
| 2022 Q1 | -21.1% | 0.23 | -1.90 |
| 2022 Q2 | -20.9% | 0.48 | -1.12 |
| 2022 Q3 | -22.3% | 0.14 | -3.24 |
| 2022 Q4 | -24.2% | 0.16 | -3.25 |
| 2023 Q1 | -24.0% | 0.38 | -1.80 |
| 2023 Q2 | -27.5% | 0.14 | -5.38 |
| 2023 Q3 | -29.9% | 0.49 | -4.45 |
| 2023 Q4 | -34.3% | 0.25 | -5.51 |
Daily liquidity for institutional class.