Chicago Capital Management

Spread Arbitrage Proprietary Program

Year-to-Date
N/A
Minimum Investment
50,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 27.82%
Sharpe (RFR=1%) 1.18
CAROR 34.82%
Assets 0
Worst Drawdown -27.70
S&P Correlation 0.10

Summary

-Clients of Chicago Capital Management, LLC may be traded in accordance with its Spread Arbitrage System. The performance record of that account is set forth above. Please note that the above performance figures have been adjusted to reflect a 20% incentive fee and a 2% management fee.