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FUJI - THE DYNAMIC FACTOR PORTFOLIO STRATEGY

Fuji employs the Dynamic Factor Portfolio Strategy (DFP) developed by our Co-Founder, Masao Matsuda, PhD and FRM as a result of his years of research as a Financial Risk Manager (FRM) at Nikko Securities and beyond. The strategy is predictive of equity market volatility, which is used as a basis to build a portfolio of quant index strategies used by institutional investors that meet a targeted risk (loss of money) levels and achieve the highest risk adjusted returns under certain equity volatility conditions. Importantly, the strategy uses only a fraction of the Fund assets to effect the proper exposure, allowing us to allocate the majority of cash to other assets. For Fuji we have identified two yield bearing, negatively correlated to DFP REITS to substantially increase returns while providing current income and further reducing risk to the portfolio.

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Investment Universe

Quantitative Investment Strategies and yield-bearing investments.


Strategy Type

Long Only


Managed by

Copernicus Investment and Risk Advisors

Strategy Highlights

Low Minimum Investment $20,000

Minimize frequency and size of drawdowns

We begin with a measured risk profile and then seek to maximize returns within that constraint.

Low Minimum Investment $20,000

Proprietary Research

As our proprietary DFP strategy requires only 10% of invested capital to employ, we are able to further enhance returns and reduce risk by allocating the other 90% of assets to other low risk strategies.

Low Minimum Investment $20,000

Diversification

Our hybrid strategy allows investors to access other funds with high minimums.

This Is Why Fuji Is the Right Strategy for You

Outcome-Oriented Investing

Unlike commonly used Strategic Asset Allocation, Outcome-Oriented Funds invests with specific goals and is risk proactive. The returns and risk profile presented in our performance well reflect our goals.

Fuji is an outcome-oriented investment fund.
Copernicus Investment and Risk Advisors uses the proprietary Dynamic Factor Portfolio (DFP) strategy. Decades of research have resulted in the development of DFP. Conceived and developed to reduce risk and enhance returns in a broad portfolio.

The development of the DFP strategy was based on a number of observations and insights. Its proprietary forward-looking models are predictive of equity market volatility. Because different assets perform better and worse in different equity volatility conditions, predicting volatility forward has significant value. Further research and modeling then optimize for risk (defined as the risk of a loss of capital) versus returns in allocating among assets during identified volatility conditions.

DFP uses access to quantitative investment Indices strategies (QIS) which are used by institutions like pension funds and insurance companies to allocate among a group of these indices that have the best risk-return profiles during the predicted volatility conditions. Further details are proprietary.

Importantly, DFP uses only a fraction of the Fund's assets (10%) to gain the desired exposure and is only engaged about 50% of the time. Exposures are adjusted on a monthly basis. While the DFP can be used effectively as a standalone strategy, we feel the available Fund assets are put to better use by allocating to other selected assets. Thus, in a sense we are a multi-strategy Fund. At inception we intend to allocate to a private REIT and a public REIT. We chose each of these REITS because of their strategies, capable and deep teams, demonstrated skill at executing their respective strategies and resulting outstanding performance and low or negative correlation to DFP. This will allow our Fund to offer investors about a 5% current yield and growing (if desired). More information on the REITS is available upon request.

So, in short, our goal is to deliver very handsome capital appreciation with very low or no correlation to the stock market and the option to take current income, while keeping losses limited in depth and short in duration.

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Interested in alternative investment strategies? Download our performance report now!

Hedge Fund Manager

Fuji is Managed by Copernicus Investment and Risk Advisors

Copernicus Investment and Risk Advisors was co-founded by Masao Matsuda, PhD., FRM and George Egan, CAIA.

Dr. Masao earned a Ph.D. degree in International Political Economy from The Claremont Graduate University in California. Masao also holds professional designations as a Financial Risk Manager (FRM), as well as a Chartered Alternative Investment Analyst (CAIA).

Masao worked as head of various US entities of Nikko Securities Co., Ltd. Masao also served as Global Head and CIO of the World Series business of Nikko Asset Management (Nikko AM), a division that generated the largest amount of revenues for Nikko AM at that time.

Masao has extensive experience in developing quantitative models for asset allocation and has worked with many well-known academics including William F. Sharpe, a 1990 Nobel Laureate in Economic Sciences.

Masao has been active in both professional communities and has:
Contributed a number of articles in Alternative Investment Analyst Review, as well as in All About Alpha, both published by the CAIA Association.
For the past 13 years, created test items for FRM examinations, and acted as a formal reviewer of 8 chapters of the FRM’s 2020 textbooks in "Financial Markets and Products" and "Valuation and Risk Models."

George Egan graduated with a B.S. degree from Georgetown University and for over 20 years worked on and managed trading desks for banks including Morgan Stanley and later managed a hedge fund at Morgan Stanley. George was CIO at Spencer Trask and Chief Investment Strategist for the $1 billion Illinois 529 plan.
George also operated a Fund of Funds allocating among a group of hedge Funds.

“A new way to look at investing”

George Egan
Hedge Fund Manager @ CARL FUJI, LLC

Sophisticated Alternative Investments Aren’t Just for Institutions Anymore

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3 Easy Steps to Invest in Our Fuji Strategy

Investing in our Teton hedge fund strategy is pretty simple: just create an account, add the strategy to your portfolio and on the next funding cycle you're in.

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Analyze Investments

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What Investors Say About CARL

"I didn’t know investments like this existed before finding CARL, and I guess they didn’t for regular investors until now. It provides so many more options, I can now manage my own hedge fund portfolio, diversify my investments and I have the potential to earn a return regardless of market direction."

Chris
CFO, Michigan

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