Year-to-Date
N/A
Minimum Investment
250,000
Management Fee 0.00%
Performance Fee 20.00%
Annualized Volatility 5.94%
Sharpe (RFR=1%) 0.38
CAROR 3.10%
Assets 2,750,000
Worst Drawdown -7.32
S&P Correlation -0.39

Summary

Operating during US markets hours and holding no overnight positions, Gap’s computer-based models closely monitor market activity and automatically execute trades at statistically optimal points. The system’s models are optimized to do well in both trending and trading markets and are designed specifically not to be trend dependent; replicating traders’ behavioral patterns in the market through both long and short positions.