Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 12.99%
Sharpe (RFR=1%) 1.97
CAROR 29.03%
Assets 40,000
Worst Drawdown -6.21
S&P Correlation -0.03

Summary

The Calypso1 Managed Account Program uses a very selective trading strategy that seeks to find and take advantage of only short-term opportunities in certain liquid currency crosses: EUR/CHF EUR/USD and EUR/GBP.