Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 14.14%
Sharpe (RFR=1%) -1.34
CAROR
Assets 858,853
Worst Drawdown -15.29
S&P Correlation -0.35

Summary

The Lekka Capital management ("Lekka") EuroDocII program involves spread-trading in EuroDollar futures contracts. These contracts provide exchange trading of risk forward interest rates in 3-month U.S. Dollar LIBOR. A spread metric in the trading system sets spreads in anticipation of how these interest rate forecasts may change. Trading follows a low-leverage disciplined approach designed to minimize the size of drawdowns. This program is systematic with a discretionary overlay.