Structured Markets Inc.

Structured Markets Inc. Proprietary Trading Program

Year-to-Date
N/A
Minimum Investment
2,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 9.37%
Sharpe (RFR=1%) 0.73
CAROR 7.67%
Assets 273,196
Worst Drawdown -13.10
S&P Correlation -0.21

Summary

Performance note: Notional funding has recently been added to the Proprietary trading performance. This change was made to better refelect leverage levels that are utilized by customer accounts. Please see the "Structured Markets Inc." listing for client trading results, which started in March of 2012.