Deep Field Capital AG

Intraday Crisis Alpha Program (ICA)

Year-to-Date
0.11%
Minimum Investment
$ 1,500,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 9.53%
Sharpe (RFR=1%) 0.57
CAROR 6.11%
Assets $50,000,000
Worst Drawdown -17.55
S&P Correlation -0.07

Summary

ICA is a pure intraday momentum program, focusing on large tail events in global equity indices, aiming to stay away from the average daily trading ranges that tend to be mean reverting. ICA is designed to benefit from big intraday moves to the upside as well as downside, generating pure alpha and providing hedging capabilities in times of crisis without the usual cost of an insurance premium.