Year-to-Date
N/A
Minimum Investment
$ 25,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 19.93%
Sharpe (RFR=1%) -0.19
CAROR -4.66%
Assets $228,094
Worst Drawdown -40.16
S&P Correlation 0.24

Summary

RIG_ES trades the ES contract of the index futures market. RIG utilizes a portfolio of systems that are unique. Each system has it's own set of rules for both entry and exit. All trades are entered and exited the same day requiring no overnight exposure and margin. The systems are technical and mainly automated in nature.