Camkay Capital Management LLC

Stock Indices Short-Term

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 0.00%
Performance Fee 25.00%
Annualized Volatility 15.98%
Sharpe (RFR=1%) 0.19
CAROR 2.80%
Assets $0
Worst Drawdown -29.42
S&P Correlation -0.01

Summary

This program attempts to take advantage of short-term inefficiencies in the stock index futures markets by using multiple independent intra-day and swing trading models.