[fullwidth background_color=”” background_image=”” background_parallax=”none” enable_mobile=”no” parallax_speed=”0.3″ background_repeat=”no-repeat” background_position=”left top” video_url=”” video_aspect_ratio=”16:9″ video_webm=”” video_mp4=”” video_ogv=”” video_preview_image=”” overlay_color=”” overlay_opacity=”0.5″ video_mute=”yes” video_loop=”yes” fade=”no” border_size=”0px” border_color=”” border_style=”solid” padding_top=”” padding_bottom=”” padding_left=”10%” padding_right=”10%” hundred_percent=”no” equal_height_columns=”no” hide_on_mobile=”no” menu_anchor=”” class=”” id=””][fusion_text]

Manager Spotlight

[/fusion_text][separator style_type=”shadow” top_margin=”” bottom_margin=”15″ sep_color=”” border_size=”” icon=”” icon_circle=”” icon_circle_color=”” width=”” alignment=”center” class=”” id=””][one_third last=”no” spacing=”yes” center_content=”no” hide_on_mobile=”no” background_color=”” background_image=”” background_repeat=”no-repeat” background_position=”left top” hover_type=”none” link=”” border_position=”all” border_size=”0px” border_color=”” border_style=”” padding=”” margin_top=”” margin_bottom=”” animation_type=”” animation_direction=”” animation_speed=”0.1″ animation_offset=”” class=”” id=””][imageframe lightbox=”no” gallery_id=”” lightbox_image=”” style_type=”none” hover_type=”none” bordercolor=”” bordersize=”0px” borderradius=”0″ stylecolor=”” align=”none” link=”http://www.dormouse.com/” linktarget=”_self” animation_type=”0″ animation_direction=”down” animation_speed=”0.1″ animation_offset=”” hide_on_mobile=”no” class=”” id=””] dormouselogo[/imageframe][/one_third][two_third last=”yes” spacing=”yes” center_content=”no” hide_on_mobile=”no” background_color=”” background_image=”” background_repeat=”no-repeat” background_position=”left top” hover_type=”none” link=”” border_position=”all” border_size=”0px” border_color=”” border_style=”” padding=”” margin_top=”” margin_bottom=”” animation_type=”” animation_direction=”” animation_speed=”0.1″ animation_offset=”” class=”” id=””][title size=”1″ content_align=”left” style_type=”none” sep_color=”” margin_top=”” margin_bottom=”” class=”” id=””]

dormouse Limited

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Mission

[/fusion_text][fusion_text]dormouse is a systematic multi-strategy futures manager. We trade the most liquid futures on long-term bonds, equity indices, and currencies in the G10 economies and commodities. Our approach is to apply statistical arbitrage principles to these futures markets to produce returns that are uncorrelated with the typical managed futures product and with a better risk-reward.[/fusion_text][fusion_text]

Overview

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  • dormouse Limited is based in Malta (EU) and regulated by the Malta Financial Services Authority (MFSA).
  • We are registered with the U.S. NFA as a CTA and as a CPO.
  • We have a research affiliate (dormouse Nest LP) based in Miami, Florida.
  • We trade a robust diversified portfolio of futures strategies achieved by applying statistical arbitrage to global macro, momentum and other strategies.
  • We model the connections between markets; bonds, commodities, currencies, equities; and between global economic regions.
  • Our multi-layer portfolio construction combines model signals while reducing common risk factors.
  • Our Alpha is independent from other managers.

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Team

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  • Experienced senior team has worked together for more than 7 years.
  • Dr. Martin Coward (Chairman and CIO) is recognized as a pioneer in quantitative trading – previously co-founder, Chairman and Chief Investment Officer of one of Europe’s largest and oldest systematic hedge fund managers.

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Performance

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  • Since July 2011 when trading began, we have achieved gross annualized returns of 11% net, a Sharpe Ratio of 1.1 net and a low 40% correlation with the Barclay BTOP 50* Index of CTAs.
  • Firm AUM stands at $100 million.
  • Audited returns are based on the performance of proprietary trading accounts that have been adjusted to reflect a 1% and 20% fee structure. Client accounts are traded in like fashion. Investments may be made via managed account or offshore Cayman fund vehicle (A shares: 1/20; B shares: 1/10 with $10M minimum).
  • In 2015 we returned 31.07% net of fees and charges, and in 2016 we returned 13.98% net.

Click here to view dormouse Limited Fact Sheet.

Learn more about dormouse Limited at www.dormouse.com[/fusion_text][fusion_text][/fusion_text][separator style_type=”none” top_margin=”” bottom_margin=”15″ sep_color=”” border_size=”” icon=”” icon_circle=”” icon_circle_color=”” width=”” alignment=”center” class=”” id=””][title size=”2″ content_align=”left” style_type=”underline solid” sep_color=”” margin_top=”” margin_bottom=”” class=”” id=””]Contact dormouse Limited[/title][fusion_text][ninja_forms id=17][/fusion_text][/two_third][/fullwidth]