H T Funds CTA

Investment Program

Year-to-Date
N/A
Minimum Investment
$ 75,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 22.13%
Sharpe (RFR=1%) 0.94
CAROR 20.87%
Assets $300,000
Worst Drawdown -33.69
S&P Correlation 0.69

Summary

-Please note:  Posted returns through August 2007 represent proprietary trading and are presented net of standard 2/20 fees.   Results from August 2007 to present  represent returns from client accounts and are net of fees.TRADING PROGRAM:&The trading program employed is almost entirely composed of trading options on the S&P 500 futures contracts traded at the CME. Unlike many trading advisors, H T Funds does not use fundamental or technical analysis to predict market direction. No trades are executed on the basis of a predicted market direction. Rather, H T Funds? strategy involves selling, or ?writing?, put and call options, and seeks to profit when the options? time value decays. H T Funds? objective is to generate profits by collecting option premium on a regular basis. The option sales are coordinated at monthly intervals with the established goal of selling options with approximately thirty (30) days remaining to expiration, although at times positions may be initiated with up to forty-five (45) days remaining. H T Funds also employs rigorously designed money management techniques in order to reduce the possible risk associated with each trade. For instance, during times of increased volatility, the underlying futures contract may be purchased or sold in order ?cover? or hedge against loss when changes in the delta of an option position occur. The only limitations on the trading done by the Advisor will be the limitations of the amount of equity in each account traded and the speculative position limits of each commodity traded.