Program Details
Crisis Alpha Intraday
Manager: Gary Hart
Address: 5851 E Beck Ln, Scottsdale, AZ, 85254, U.S.A.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Overview
Program Type: | CTA |
Inception Date: | Sep 6, 2019 |
AUM: | $428,375 |
QEP: | No |
Incentive Fee: | 30% |
Annual Mgt Fee: | 0% |
Min Investment: | $100,000 |
Disclosure Doc: | View |
Performance |
Program |
S&P 500 |
Total ROR: | 11.96% | 94.96% |
Annual ROR: | 7.40% | 52.45% |
YTD: | 0.00% | 19.62% |
1 Year: | 0.00% | 24.91% |
Alpha: | 0.34 | |
Beta: | 0.16 | |
Statistics |
Program |
S&P 500 |
Average Monthly Gain: | 2.80% | 4.84% |
Average Monthly Loss: | -1.31% | -4.81% |
Winning Months: | 9 | 13 |
Losing Months: | 10 | 6 |
Current DD: | 1.75 | 0.00 |
Max DD: | 5.81 | 20.00 |
Sharpe Ratio (RF 1%): | 0.62 | |
Annualized Std Dev: | 10.28 | |
Methodology
Discretionary: | 0% |
Systematic: | 100% |
Strategy
Strategy | Multi-Strategy |
Directional | Long / Short |
Holding Period | Intraday |
--------------------- | ------ |
Technical Analysis: | 100% |
Monthly Returns as Percentage by Year
| Jan | Feb | Mar | Apr | May | Jun | Jul |
Aug | Sep | Oct | Nov | Dec | YTD |
2021 | 4.27 | 0.07 | -1.75 | | | | | | | | | | 2.52 |
2020 | 2.51 | -0.37 | -4.39 | 8.39 | -2.48 | -0.29 | -3.09 | -0.05 | 4.89 | 1.13 | 2.30 | -0.06 | 8.11 |
2019 | | | | | | | | | 0.11 | 1.57 | -0.26 | -0.39 | 1.02 |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Program Info
Crisis Alpha Intraday attempts to take advantage of excessive stock market intraday movement during volatile markets. Low volatility periods are avoided, and there can be months with no trades. Since trades are only taken during environments when the stock market has typically declined, this program can provide hedging abilities for those that are invested in equity markets. Trades are generated on the emini S&P 500 futures with proprietary algorithms, and all positions are closed before the end of the day. Max daily risk is 2.25% (before commissions and any slippage) - this is accomplished by utilizing hard stop loss orders on all trades.
Company Info
Camkay Capital Management LLC provides managed account programs for the futures markets. Our intention is to provide investors with consistent outsized returns while keeping losses and drawdowns contained. To fulfill this intention we primarily use very short term trading strategies that put a small percentage of capital at risk and are in the market only when perceived opportunity is the greatest.
Manager Info
Camkay Capital Management LLC, based in Scottsdale, Arizona, was formed in 2008 by Gary D. Hart. Since inception, the CTA’s primary business is to provide capital appreciation to institutional and retail client accounts by managing their accounts pursuant to the CTA’s trading program. Through its trading program, Camkay Capital Management LLC, engages predominantly in trading long or short positions in stock index futures using proprietary computer generated systematic signals. Camkay Capital Management LLC is registered with the Commodity Futures Trading Commission (“CFTC”) as a Commodity Trading Advisor (“CTA”) and is a member of the National Futures Association (“NFA”), NFA ID 0406810.