Year-to-Date
N/A
Minimum Investment
$ 0
Management Fee 0.00%
Performance Fee 0.00%
Annualized Volatility 11.12%
Sharpe (RFR=1%) -0.53
CAROR -5.41%
Assets $303,050
Worst Drawdown -24.07
S&P Correlation 0.07

Summary

The Denali Program, traded by Mike Wanninger, utilizes a discretionary fundamental managed futures strategy that focuses on the grain markets. Proprietary methodology is used to identify potential trading opportunities in the following markets; corn, wheat, KC wheat, soybeans and soybean products, all the while keeping the margin to equity ratio to less than 10%. Mr. Wanninger takes a conservative approach in his trading. He utilizes futures, options and spreads. His trading bias is based upon the idea that markets move in a general direction based upon fundamentals (the underlying principles of supply, demand, and the cash market.) Technical analysis is used to help more precisely time entry and exit strategies.