Iron Condor

Investment Program

Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 7.91%
Sharpe (RFR=1%) 1.33
CAROR
Assets 1,120,000
Worst Drawdown 0.00
S&P Correlation 0.48

Summary

-The Iron Condor Fund seeks to monetise the inherient volatility in the major US and European equity markets by selling short dated, out of the money exchanged traded index options. The options are hedged either statically or dynamically. The strategy is designed to make money on rising, falling or sideways moving markets and has a ten year plus successful track record.