Diamond Peak Capital LLC

Northstar (2x) program

Year-to-Date
N/A
Minimum Investment
$ 250,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 12.72%
Sharpe (RFR=1%) 0.57
CAROR 7.70%
Assets $4,600,000
Worst Drawdown -26.28
S&P Correlation 0.09

Summary

Northstar is an equity index-focused, long/short systematic trading program. It targets mean reversion swing trades, while utilizing trend following filters which aim to only take those trades in the direction of the long-term trend. Trade duration is typically 3 days on average. The program applies strict money management rules, disciplined entry and exit criteria, and stops on all positions. Northstar is uncorrelated with equity/CTA/hedge fund indexes, and is generally uncorrelated to other CTAs. Clients must be QEPs as Diamond Peak Capital operates under the Section 4.7 exemption. The above return information is generated from accounts DPC LLC deems representative of the program's overall performance. October 2008-August 2009 performance is the Northstar aggressive program, net of fees, trading Rydex mutual funds, and was calculated by Fleming Financial Services, P.C. Results September 2009 - present are a performance composite of client futures accounts. The futures returns were generated using Hedgefacts Analytics software and are calculated per NFA guidelines.