Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 0.00%
Performance Fee 33.30%
Annualized Volatility 1.07%
Sharpe (RFR=1%) -1.88
CAROR -1.02%
Assets 96,477
Worst Drawdown -3.69
S&P Correlation 0.06

Summary

The SRD Energies program trades electronic NYMEX Crude Oil and Natural Gas future contracts. This program endeavors to “buy supports” and “sell resistances,” in each case using stops for protection and seeking a multiple of any amount risked. Proprietary pattern recognition models generate trade signals. This program trades 99% outright futures, 1% future options, mostly on an intraday basis. For risk management purposes, future positions are not held over the weekend.