CKP Consulting GmbH

AAR Trading Program

Year-to-Date
N/A
Minimum Investment
$ 50,000
Management Fee 2.40%
Performance Fee 25.00%
Annualized Volatility 108.02%
Sharpe (RFR=1%) 2.18
CAROR
Assets $100,000
Worst Drawdown -22.45
S&P Correlation -0.36

Summary

The program writes options on currencies with very tight long option positions. In trending markets only options "behind" the trend are written. In range-bound markets options are placed with or without bias.