Keck Capital Management LLC

The Keck Program

Year-to-Date
N/A
Minimum Investment
$ 2,000,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 29.97%
Sharpe (RFR=1%) 0.38
CAROR 8.31%
Assets $21,953,502
Worst Drawdown -60.74
S&P Correlation -0.15

Summary

-DESCRIPTION OF THE ADVISOR'S TRADING PROGRAM: The Advisor's trading program would be classified as both systematic and long term trend following. A distinct difference between this program compared to other long term trading following programs is that at times the Advisor's program will avoid taking positions in markets that are determined to be trading sideways or trading in a direction that is counter to the major trend as defined by the program's criteria. The portfolio would be defined as broadly diversified among a variety of market complexes available for trading in the major futures exchanges through out the world. A). ENTRY STRATEGY: The entry strategy used in the Advisor's Program attempts to enter a market in the direction of the major trend (defined mathematically by the Advisor) with the objective of accumulating time in a profitable price move. Holding time for profitable positions can last as long as a single calendar year. B). EXIT STRATEGY: The exit strategy used in the Advisor's Program attempts to hold on to a position for as long as the price trend (as mathematically defined by the Advisor) enables a profitable result or a losing result that is within the risk parameters of the trading program. Typical holding time for a losing position is from a few days to a few weeks. C). MARKETS INCLUDED IN THE PORTFOLIO: The Advisor would deem the portfolio as broadly diversified among many types of market complexes. Those markets of consideration in the US futures exchanges might include: UST-Bonds, T-Notes, Muni Bonds, T-Bills, Eurodollars, British Pound, Swiss Franc, D-Mark, Japanese Yen, Canadian Dollar, Crude Oil, Heating Oil, Unleaded Gas, Gold, Silver, Copper, Platinum, Corn, Soybeans, Wheat, Natural Gas, Live Cattle, Live Hogs, Pork Bellies, Coffee, Orange Juice, Cocoa, Sugar, Cotton. Markets traded in non-US exchanges in London, Paris, and Tokyo are considered as well.