Diversified Capital Management

Delta Omega Epsilon Model

Year-to-Date
N/A
Minimum Investment
$ 10,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 12.36%
Sharpe (RFR=1%) -0.13
CAROR -1.29%
Assets $18,200
Worst Drawdown -13.40
S&P Correlation -0.40

Summary

The Primary focus of this program is to take advantage of short-term inefficiencies in the U.S. energy futures markets.