Year-to-Date
N/A
Minimum Investment
200,000
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 47.36%
Sharpe (RFR=1%) -0.30
CAROR
Assets 181,250
Worst Drawdown -31.07
S&P Correlation 0.95

Summary

The Purple Sheet is a volatility program focused on exploiting short term movements in the futures markets – mainly in energy, precious metals, softs, grains and currencies.