Program Details
Stock Indices Short-Term
Manager: Gary Hart
Address: 7335 E. Acoma Dr., Suite 204, Scottsdale, AZ, 85260, U.S.A.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Overview
Program Type: | CTA |
Inception Date: | Mar 12, 2012 |
AUM: | $1,492,754 |
QEP: | No |
Incentive Fee: | 25% |
Annual Mgt Fee: | 0% |
Min Investment: | $100,000 |
Disclosure Doc: | View |
Performance |
Program |
S&P 500 |
Total ROR: | 30.71% | 93.37% |
Annual ROR: | 4.50% | 11.45% |
YTD: | -18.10% | -1.22% |
1 Year: | -20.98% | 10.77% |
Alpha: | 0.35 | |
Beta: | 0.12 | |
Statistics |
Program |
S&P 500 |
Average Monthly Gain: | 3.25% | 2.40% |
Average Monthly Loss: | -3.13% | -2.21% |
Winning Months: | 41 | 50 |
Losing Months: | 32 | 23 |
Current DD: | 23.15 | 6.48 |
Max DD: | 23.15 | 8.89 |
Sharpe Ratio (RF 1%): | 0.24 | |
Annualized Std Dev: | 14.74 | |
Methodology
Discretionary: | 5% |
Systematic: | 95% |
Strategy
Strategy | Multi-Strategy |
Directional | Long / Short |
Holding Period | Short Term |
--------------------- | ------ |
Counter Trend: | 25% |
Mean Reversion: | 25% |
Momentum: | 50% |
Monthly Returns as Percentage by Year
| Jan | Feb | Mar | Apr | May | Jun | Jul |
Aug | Sep | Oct | Nov | Dec | YTD |
2018 | -3.60 | -7.97 | -7.68 | | | | | | | | | | -18.10 |
2017 | 3.03 | -0.29 | 3.43 | -1.04 | 3.91 | -1.38 | -0.34 | -4.14 | -2.21 | -3.56 | 3.74 | 1.79 | 2.52 |
2016 | -1.48 | -0.75 | 0.87 | 0.22 | 1.97 | 8.19 | -3.57 | 0.45 | 5.88 | -0.59 | -3.30 | -3.86 | 3.36 |
2015 | 6.01 | -3.22 | 7.61 | -1.31 | 3.88 | 2.07 | 1.13 | -3.71 | 3.71 | -1.88 | -2.95 | 1.49 | 12.76 |
2014 | 1.75 | 1.56 | 4.79 | 2.45 | -1.62 | 2.70 | -8.39 | -4.06 | -2.50 | -7.57 | 0.00 | 4.74 | -7.01 |
2013 | -0.29 | 1.44 | 2.40 | 2.14 | 2.25 | 8.41 | 0.77 | -0.84 | 2.76 | -1.03 | 2.90 | 2.49 | 25.68 |
2012 | | | 0.31 | 0.66 | -8.34 | 16.99 | 4.78 | -0.26 | 1.31 | 3.76 | -6.39 | 2.64 | 14.29 |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Program Info
This program attempts to take advantage of short-term inefficiencies in the stock index futures markets by using multiple independent intra-day and swing trading models. Trades are generated with proprietary computer generated signals. The average holding period for the swing trading models is five trading days, but can be as short as one day and as long as twenty days. The intra-day strategies are primarily trend following in nature and utilize market volatility. The swing trading strategies are primarily counter-trend in nature, with some incorporating fundamental data as well. This combination of time frames and model types is designed with the intention of providing consistent returns during any market environment.
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
Gary D. Hart is the President and sole principal of Camkay. He has been studying and trading the futures markets since 1997 and trading with fully automated mechanical systems since 2001. From January of 1998 through July of 2010, Mr. Hart owned a structural engineering firm, Hart Engineering PLLC. Since January of 2009 through the present, Mr. Hart has owned a trading system vendor business, Trendfinder Trading Systems LLC. The business provides fully automated trading strategies for individuals to lease with brokers executing the signals in their futures account. Mr. Hart graduated from Oklahoma State University in 1992 with a Bachelor of Architectural Engineering. He earned a Master of Science in Structural Engineering from Arizona State University in 1999.