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Program Details

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ETS Capital LLC 

Equity Index Futures

Manager: George Kardomateas

Address: 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
20132.252.750.640.366.11

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

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Company Info

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Manager 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.