Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 16.37%
Sharpe (RFR=1%) 0.73
CAROR 12.72%
Assets $653,000
Worst Drawdown -17.75
S&P Correlation -0.13

Summary

-The objective of DeSoto Capital Management's managed futures trading program is the capital appreciation of client assets through speculative trading in financial futures contracts, particularly stock index futures contracts. DCM attempts to meet the objective of client equity growth by making and acting on trading decisions based on a computer-based proprietary model.DCM intends to trade liquid stock index futures, including the NASDAQ 100, Russell 2000, S&P MidCap 400 and S&P 500 futures contracts. The EMini Program uses a basket of very short term trading strategies. To determine position entry and exit, the program uses a combination of proprietary internal strength and volatility measurements and inter-market analysis techniques as well as pattern recognition algorithms to gauge both the direction and power of the underlying intraday trend.