ROE Capital Management

Jefferson Index Program

Year-to-Date
N/A
Minimum Investment
50,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.35%
Sharpe (RFR=1%) 0.26
CAROR 3.85%
Assets 150,000
Worst Drawdown -20.44
S&P Correlation 0.33

Summary

The Jefferson Index Program of the Advisor trades only the most aggressive systems from the Monticello Equity Spreads Portfolio (ROE Capital Management's 100K portfolio) in the E-mini S&P 500 futures market only. These systems are derived from a fundamental principle of equity futures markets, one which has been tested over many years. This program generally requires $50,000 to trade, but is available to trade "notionally" funded with less capital on deposit. Please review our disclosure document for details.