Program DetailsPDFPermalinkETS Capital LLC Equity Index FuturesManager: George KardomateasAddress: 420 Cullen Copse, Alpharetta, GA, 30022, U.S.A.PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.Overview Program Type:CTA Inception Date:Sep 1, 2013 AUM:$507,648 QEP:No Incentive Fee:20% Annual Mgt Fee:1.8% Min Investment:$300,000 Disclosure Doc:View Performance Program S&P 500 Total ROR:15.58%44.69% Annual ROR:11.47%31.92% YTD:0.00%5.53% 1 Year:0.00%14.40% Alpha:0.04 Beta:0.60 Statistics Program S&P 500 Average Monthly Gain:2.09%2.56% Average Monthly Loss:-0.99%-1.76% Winning Months:1012 Losing Months:64 Current DD:0.250.42 Max DD:3.803.56 Sharpe Ratio (RF 1%):1.30 Annualized Std Dev:8.03 Methodology Discretionary:5% Systematic:95%Strategy StrategyMulti-Strategy DirectionalLong / Short Holding PeriodLong & Short Term --------------------------- Counter Trend:20% Momentum:30% Quantitative:10% Technical Analysis:40%Monthly Returns as Percentage by Year JanFebMarAprMayJunJul AugSepOctNovDecYTD 2014-1.567.51-0.50-0.620.30-2.35-0.672.872.050.401.76-0.258.92 20132.252.750.640.366.11PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.Program Info No data loadedCompany Info No data loadedManager Info Dr. George Kardomateas is the Principal of ETS Capital LLC. Dr. Kardomateas is a Professor of Aerospace Engineering at the Georgia Institute of Technology. He holds MSc. and PhD degrees from the Massachusetts Institute of Technology. Dr. Kardomateas has used his engineering education and training to research the technical aspects of systematic trading and market behavior modeling with emphasis on risk/reward characteristics. He has specialized on the Equity Indexes and has had extensive proprietary trading experience. Dr. Kardomateas developed the program traded by ETS.