Diversified Capital Management

Delta Omega Gamma Model

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


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.