Year-to-Date
N/A
Minimum Investment
100,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 11.54%
Sharpe (RFR=1%) -0.28
CAROR -2.85%
Assets 93,360
Worst Drawdown -18.06
S&P Correlation -0.37

Summary

The YOOF program is a variation of the YES OO trading program that substitutes the use of futures contracts for the cash treasury securities. The objective of the yield enhancement strategy is first, to increase the client’s yield using conservative techniques involving derivative product, and second, to protect the asset value of the underlying portfolio.