Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 16.27%
Sharpe (RFR=1%) 0.47
CAROR 7.65%
Assets $3,730,831
Worst Drawdown -17.00
S&P Correlation -0.22

Summary

Diversified Trading Program (“DTP”) is a trading program that takes positions across a diversified portfolio of domestic futures markets with a primary focus on currencies, equity indices, interest rates and commodities.