Fact Sheet
As at March 2024
As at March 2024
ECCM Systematic Trend Fund
Manager Summary
East Coast Capital Management (ECCM) is a quantitative fund manager based in Sydney, Australia. ECCM's trading involves dynamic asset allocation across 60 diversified and liquid futures markets. Markets traded include equity indices, government bonds, short term interest rates, currencies and commodities. ECCM's trading strategies seek to exploit persistent trends in these markets. ECCM was founded in 2008 by Adam Havryliv. Adam has over 15 years of trading experience in derivative markets and across a wide range of market conditions.
Strategy Summary
ECCM's Systematic Trend Fund (STF) trades a proprietary directional futures model that capitalises on long term adjustments in the risk premia associated with global asset markets. The system profits through the speculative trading of over 60 international futures markets including over equity indices, short term interest rates, long term government bonds, currencies and commodities. ECCM STF's trading program is expected to show a low correlation with traditional investments, enabling investors to diversity a traditional investment portfolio of stock, property and bonds.
Key Terms
| Status: | Open | Inception Date: | Jul 2023 |
| Strategy: | Managed Futures | Style: | N/A |
| Geography: | Global | Domicile: | Australia |
| Investors: | Wholesale | Min. Investment: | AU$ 50,000 |
| Distributions: | Annually | Applications: | Monthly |
| Fund Size: | AU$ 2m | Management Fee: | 1.30% |
| Manager FUM: | AU$ 6m | Performance Fee: | 20.00% |
Key Statistics
| Fund | Index* | Fund | Index* | ||
| Mar 2024: | 6.97% | 2.60% | Sharpe1: | 1.29 | 1.16 |
| 1 Year: | 23.17% | 9.72% | Sortino1: | 2.73 | 2.29 |
| 3 Years1,2: | 17.98% | 6.90% | Best Month1: | 11.50% | 4.92% |
| 5 Years1,2: | N/A | N/A | Worst Month1: | -5.06% | -3.24% |
| Inception1,2: | 17.94% | 8.29% | Volatility1,2: | 12.27% | 5.62% |
| Up-Capture1: | 187% | N/A | Down-Capture1: | 69% | N/A |
General Notes
Program is available as a fund or Managed Account investment.
ECCM STF launched in Jul 2023 and continues the track record of its predecessor fund, the ECCM Systematic Global Macro (SGM) Fund, which operated between Jan 2020 and Jun 2023. Both funds have implemented ECCM's proprietary systematic, diversified, trend following futures trading strategy. Returns from Jan 2020 - Jun 2023 are those of the ECCM SGM.
ECCM STF launched in Jul 2023 and continues the track record of its predecessor fund, the ECCM Systematic Global Macro (SGM) Fund, which operated between Jan 2020 and Jun 2023. Both funds have implemented ECCM's proprietary systematic, diversified, trend following futures trading strategy. Returns from Jan 2020 - Jun 2023 are those of the ECCM SGM.
Cumulative Returns Fund Index
ECCM Systematic Trend Fund - Cumulative Performance vs Barclay Hedge Global Macro Index
Drawdowns Fund Index
Drawdown%
Fund Index
Quintile Ranking vs. Alternatives Peer Group (125 funds) as at March 2024
1 Year
3 Year
5 Year
7 Year
ECCM Systematic Trend Fund
Barclay Hedge Global Macro Index
Quintile Rankings display Key Performance Indicators (KPI's) against the fund's Peer Group. Each green square ranks the fund in one quintile (or 20%) of its peer group - five green squares indicate the fund is in the best quintile for each KPI. The performance of the peer group's underlying index is shown by a red dot.