Kelly Angle Inc.

Genesis Program

Year-to-Date
N/A
Minimum Investment
$ 2,000,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 33.11%
Sharpe (RFR=1%) 0.34
CAROR 7.23%
Assets $19,689,740
Worst Drawdown -59.73
S&P Correlation -0.29

Summary

A long term trend following 'rules based' approach that offers a broadly diversified portfolio using markets traded in the major exchanges in Europe, North America and Pacific rim. Markets included in the portfolio include currency, commodity and financial instruments. Program is designed for a maxium total return.