Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 0.00%
Performance Fee 20.00%
Annualized Volatility 4.85%
Sharpe (RFR=1%) -0.01
CAROR
Assets $2,201,050
Worst Drawdown -5.71
S&P Correlation -0.23

Summary

Market neutral program that balances long and short positions as a hedge with the goal to extract profits derived from delta differentials that occur during the intra-week movement (SHORT TERM HOLD) Trades deep liquid options and futures markets to enhance capacity, liquidity, and gain precision price execution. Markets traded thus far are crude oil, natural gas, euro, treasury bonds, treasury notes, SP 500, and gold. 20% currency, inter rates, metals, and stock indicies