Carter Road

Options Overlay Strategy

Year-to-Date
N/A
Minimum Investment
$ 250,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 34.07%
Sharpe (RFR=1%) 0.28
CAROR -0.22%
Assets $1,890,000
Worst Drawdown -73.30
S&P Correlation 0.46

Summary

-Carter Road ?packages? option spreads in sequential order creating windows of profit potential in calculable percentage ranges. This ?profit window? includes a limited downside range to an unlimited upside range during every position holding month. This strategy creates a large profit area for two reasons. First, the downside profit range is created by the option packages themselves. Second, near the bottom of the option ?packaging? range Carter Road sells more option premium than we pay for. A credit is taken with these trades. A profit can be made if the broader markets rally or hover. Constant wing protection is part of the trade and by procedure is always used.nbsp; &As a result all tail events are limited to gap risk. Twenty Five years of time tested Portfolio Manager experience to this risk issue has been addressed in a highly efficient manner. Carter Road fully understands that risk management techniques are the main reason why the returns remain as stable as they are. Additionally, nearly all of our firm?s competitors do not have the level of sophistication nor appropriate risk controls to properly manage this strategy.