Year-to-Date
N/A
Minimum Investment
15,000
Management Fee 1.00%
Performance Fee 25.00%
Annualized Volatility 9.47%
Sharpe (RFR=1%) -0.24
CAROR
Assets 50,000
Worst Drawdown -8.18
S&P Correlation 0.21

Summary

The Fixed Income Futures Program is a blended combination of systematic and discretionary trading primarily focused on financial futures.