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Program Details

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Crescent Bay Capital Management, Inc. 

Conservative Growth Index Program

Manager: David Bedford

Address: 1201 Puerta Del Sol, Ste. 227, San Clemente, CA, 92673, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:May 1, 2017
AUM:$10,000
QEP:No
Incentive Fee:25%
Annual Mgt Fee:2%
Min Investment:$10,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:3.78%1.32%
Annual ROR:24.97%8.18%
YTD:3.78%7.90%
1 Year:3.78%15.09%
Alpha:
Beta:
Statistics Program S&P 500
Average Monthly Gain:1.88%1.32%
Average Monthly Loss:N/A0%
Winning Months:21
Losing Months:00
Current DD:0.000.00
Max DD:0.000.00
Sharpe Ratio (RF 1%):23.87
Annualized Std Dev:1.00

Methodology

Discretionary:25%
Systematic:75%

Strategy

StrategySingle Strategy
DirectionalShort
Holding PeriodShort Term
---------------------------
Option Writing:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20171.672.083.78

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Conservative Growth Index Program (CGIP) is a targeted return strategy that has been engineered to focus on achieving a goal of 20% net annual return while keeping risk exposure to a minimum. The program sells weekly put options that are considered tail risk with < 1 delta exposure on the standard pit traded S&P 500 futures option contract. Statistically, < 1 delta translates to the option going into the money less than 1 time in 100 expiration periods. In addition, the strategy goal is to keep margin requirements at 30% or less of account value.

Company Info

Crescent Bay Capital Management, Inc., a California corporation, became registered with the Commodity Futures Trading Commission as a Commodity Trading Advisor ("CTA") on August 23rd, 2004. CBCM was previously registered as a Commodity Pool Operator ("CPO") from November 14th, 2006 to October 18th, 2009. CBCM has been a member of the National Futures Association since August 23rd, 2004. David Bedford (the "Principal") is the sole shareholder of CBCM. He was registered as an Associated Person and listed as a Principal of the firm on August 23rd, 2004. The business office of CBCM is located at: 1201 Puerta Del Sol, Ste. 227; San Clemente, CA 92673; telephone: (949) 276-8718; facsimile: (949) 276-8448.

Manager Info

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