LEVEX Capital Management Inc.

Diamond Swing Trading (DST)

Year-to-Date
N/A
Minimum Investment
50,000
Management Fee 2.50%
Performance Fee 25.00%
Annualized Volatility 40.22%
Sharpe (RFR=1%) 0.12
CAROR
Assets 0
Worst Drawdown -20.70
S&P Correlation -0.39

Summary

The swing-trading managed futures program is based on an algorithm developed by Ilan Levy-Mayer which is used to identify medium term turning points in current market direction using a mathematical formula.