Diversified Capital Management

Delta Omega Gamma Model

Year-to-Date
N/A
Minimum Investment
$ 25,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 6.53%
Sharpe (RFR=1%) 0.53
CAROR
Assets $27,000
Worst Drawdown -7.52
S&P Correlation -0.19

Summary

The primary focus of the Delta Omega Options program is to generate capital appreciation while simultaneously maintaining low correlations to traditional asset classes. A second yet equal objective is to preserve capital by keeping aggregate risk levels much lower than what has traditionally been seen in Stock Indices as well as Managed Futures. This is achieved by buying and selling short-term options and option spreads, primarily in the Mini S&P 500.