Performance

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Key Metrics
Avg. Margin to Equity4.7%
Target Max Margin to Equity14%
Best Monthly Return16.3%
Worst Monthly Return-16.5%
Avg Monthly Return1.5%
Avg Yearly Return16.01%
Largest Peak-to-Valley Drawdown-33.9%
Return Since Inception186.9%

Index Correlations:
SPX: 0.36
NDX: 0.45
Barclay CTA: 0.12

Monthly Returns
Performance data is based upon actual composite client account results with pro forma fees of 2% management fees and 20% incentive fees applied.
Performance calculated by Michael Coglianese CPA, P.C.

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