Year-to-Date
N/A
Minimum Investment
10,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.59%
Sharpe (RFR=1%) -0.01
CAROR -0.40%
Assets 135,000
Worst Drawdown -23.54
S&P Correlation 0.26

Summary

The ODINET Program uses the concept of Option Deviation Index (ODI) analysis. A description of the Option Deviation Index was published in the March 2005 edition of “Futures” magazine.