Camkay Capital Management, LLC

Stock Indices Short-Term Program


Monthly Performance (%)

Date Range: 02/12 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -10.20 -0.70 0.40 3.39   -7.44 
2018 -3.60 -7.97 -7.68 -1.45 -1.34 -5.54 7.89 -0.86 1.11 3.72 1.10 11.23  -5.11 
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 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Stock Indices Short-Term attempts to take advantage of short-term inefficiencies in the stock index futures markets by using multiple independent intra-day and swing trading models. 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 the swing trading strategies are primarily mean-reversion in nature. This combination of time frames and model types is designed with the intention of providing consistent returns during any market environment.

Performance Statistics

Date Range: 02/12 - 04/19
  Program S&P 500 Altegris 40 
Total Return 40.17% 161.40% 5.93% 
Annualized Return 4.82% 14.17% 0.80% 
Annualized Std. Deviation 15.20% 10.73% 8.43% 
Correlation -0.09 -0.06 
Sharpe Ratio (rf=2.5%) 0.15 1.09 -0.20 
Worst Month -10.20% -9.03% -6.10% 
Date of Worst Month 01/2019 12/2018 02/2018 
Worst Drawdown -29.42% -13.52% -13.63% 
Date of Worst Drawdown 5/17 - 6/18 9/18 - 12/18 3/15 - 1/19 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 02/12 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 -7.44 18.24 5.17 
2018 -5.11 -4.38 -4.29 
2017 2.52 21.84 1.24 
2016 3.36 11.98 -3.13 
2015 12.76 1.41 0.09 
2014 -7.01 13.69 15.75 
2013 25.68 32.41 -2.45 
2012 14.29 6.41 -5.44 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 02/12 - 04/19
Date: 4/30/2019
Perf: $1,055.02 Date: 3/31/2019
Perf: $1,026.78 Date: 2/28/2019
Perf: $991.20 Date: 1/31/2019
Perf: $984.90 Date: 12/31/2018
Perf: $1,003.15 Date: 11/30/2018
Perf: $998.96 Date: 10/31/2018
Perf: $1,011.09 Date: 9/30/2018
Perf: $1,036.70 Date: 8/31/2018
Perf: $1,041.38 Date: 7/31/2018
Perf: $1,015.49 Date: 6/30/2018
Perf: $1,023.16 Date: 5/31/2018
Perf: $1,014.64 Date: 4/30/2018
Perf: $1,027.90 Date: 3/31/2018
Perf: $1,016.92 Date: 2/28/2018
Perf: $1,017.83 Date: 1/31/2018
Perf: $1,083.95 Date: 12/31/2017
Perf: $1,048.11 Date: 11/30/2017
Perf: $1,036.81 Date: 10/31/2017
Perf: $1,035.46 Date: 9/30/2017
Perf: $993.82 Date: 8/31/2017
Perf: $1,015.24 Date: 7/31/2017
Perf: $998.66 Date: 6/30/2017
Perf: $994.79 Date: 5/31/2017
Perf: $1,024.71 Date: 4/30/2017
Perf: $1,022.76 Date: 3/31/2017
Perf: $1,028.94 Date: 2/28/2017
Perf: $1,044.18 Date: 1/31/2017
Perf: $1,021.90 Date: 12/31/2016
Perf: $1,035.26 Date: 11/30/2016
Perf: $1,027.45 Date: 10/31/2016
Perf: $1,038.88 Date: 9/30/2016
Perf: $1,066.39 Date: 8/31/2016
Perf: $1,080.33 Date: 7/31/2016
Perf: $1,110.19 Date: 6/30/2016
Perf: $1,098.98 Date: 5/31/2016
Perf: $1,054.18 Date: 4/30/2016
Perf: $1,072.96 Date: 3/31/2016
Perf: $1,100.58 Date: 2/29/2016
Perf: $1,133.10 Date: 1/31/2016
Perf: $1,105.90 Date: 12/31/2015
Perf: $1,068.70 Date: 11/30/2015
Perf: $1,093.86 Date: 10/31/2015
Perf: $1,057.79 Date: 9/30/2015
Perf: $1,076.52 Date: 8/31/2015
Perf: $1,053.66 Date: 7/31/2015
Perf: $1,072.21 Date: 6/30/2015
Perf: $1,031.86 Date: 5/31/2015
Perf: $1,088.46 Date: 4/30/2015
Perf: $1,096.36 Date: 3/31/2015
Perf: $1,140.38 Date: 2/28/2015
Perf: $1,115.72 Date: 1/31/2015
Perf: $1,117.51 Date: 12/31/2014
Perf: $1,067.75 Date: 11/30/2014
Perf: $1,049.28 Date: 10/31/2014
Perf: $990.36 Date: 9/30/2014
Perf: $976.01 Date: 8/31/2014
Perf: $961.68 Date: 7/31/2014
Perf: $922.65 Date: 6/30/2014
Perf: $930.09 Date: 5/31/2014
Perf: $922.16 Date: 4/30/2014
Perf: $899.14 Date: 3/31/2014
Perf: $892.36 Date: 2/28/2014
Perf: $905.77 Date: 1/31/2014
Perf: $898.40 Date: 12/31/2013
Perf: $922.48 Date: 11/30/2013
Perf: $923.77 Date: 10/31/2013
Perf: $907.35 Date: 9/30/2013
Perf: $887.03 Date: 8/31/2013
Perf: $892.39 Date: 7/31/2013
Perf: $909.86 Date: 6/30/2013
Perf: $917.84 Date: 5/31/2013
Perf: $954.00 Date: 4/30/2013
Perf: $996.86 Date: 3/31/2013
Perf: $971.79 Date: 2/28/2013
Perf: $958.00 Date: 1/31/2013
Perf: $963.59 Date: 12/31/2012
Perf: $945.62 Date: 11/30/2012
Perf: $941.01 Date: 10/31/2012
Perf: $938.38 Date: 9/30/2012
Perf: $973.63 Date: 8/31/2012
Perf: $989.96 Date: 7/31/2012
Perf: $1,003.61 Date: 6/30/2012
Perf: $964.17 Date: 5/31/2012
Perf: $1,001.84 Date: 4/30/2012
Perf: $983.16 Date: 3/31/2012
Perf: $977.30 Date: 2/29/2012
Perf: $1,000.00 Date: 4/30/2019
Perf: $2,505.79 Date: 3/31/2019
Perf: $2,408.26 Date: 2/28/2019
Perf: $2,362.43 Date: 1/31/2019
Perf: $2,288.95 Date: 12/31/2018
Perf: $2,119.20 Date: 11/30/2018
Perf: $2,329.56 Date: 10/31/2018
Perf: $2,282.99 Date: 9/30/2018
Perf: $2,450.61 Date: 8/31/2018
Perf: $2,436.72 Date: 7/31/2018
Perf: $2,359.79 Date: 6/30/2018
Perf: $2,275.16 Date: 5/31/2018
Perf: $2,261.14 Date: 4/30/2018
Perf: $2,207.93 Date: 3/31/2018
Perf: $2,199.57 Date: 2/28/2018
Perf: $2,256.89 Date: 1/31/2018
Perf: $2,343.36 Date: 12/31/2017
Perf: $2,216.37 Date: 11/30/2017
Perf: $2,192.03 Date: 10/31/2017
Perf: $2,126.74 Date: 9/30/2017
Perf: $2,078.32 Date: 8/31/2017
Perf: $2,036.37 Date: 7/31/2017
Perf: $2,030.08 Date: 6/30/2017
Perf: $1,989.10 Date: 5/31/2017
Perf: $1,976.84 Date: 4/30/2017
Perf: $1,949.36 Date: 3/31/2017
Perf: $1,929.48 Date: 2/28/2017
Perf: $1,927.17 Date: 1/31/2017
Perf: $1,853.58 Date: 12/31/2016
Perf: $1,819.02 Date: 11/30/2016
Perf: $1,783.71 Date: 10/31/2016
Perf: $1,720.06 Date: 9/30/2016
Perf: $1,751.95 Date: 8/31/2016
Perf: $1,751.60 Date: 7/31/2016
Perf: $1,749.15 Date: 6/30/2016
Perf: $1,686.90 Date: 5/31/2016
Perf: $1,682.53 Date: 4/30/2016
Perf: $1,652.78 Date: 3/31/2016
Perf: $1,646.36 Date: 2/29/2016
Perf: $1,541.82 Date: 1/31/2016
Perf: $1,543.83 Date: 12/31/2015
Perf: $1,624.40 Date: 11/30/2015
Perf: $1,650.48 Date: 10/31/2015
Perf: $1,645.54 Date: 9/30/2015
Perf: $1,517.47 Date: 8/31/2015
Perf: $1,555.90 Date: 7/31/2015
Perf: $1,655.74 Date: 6/30/2015
Perf: $1,621.68 Date: 5/31/2015
Perf: $1,653.77 Date: 4/30/2015
Perf: $1,632.70 Date: 3/31/2015
Perf: $1,617.18 Date: 2/28/2015
Perf: $1,643.14 Date: 1/31/2015
Perf: $1,553.80 Date: 12/31/2014
Perf: $1,601.85 Date: 11/30/2014
Perf: $1,605.87 Date: 10/31/2014
Perf: $1,563.80 Date: 9/30/2014
Perf: $1,526.55 Date: 8/31/2014
Perf: $1,548.23 Date: 7/31/2014
Perf: $1,488.68 Date: 6/30/2014
Perf: $1,509.51 Date: 5/31/2014
Perf: $1,478.90 Date: 4/30/2014
Perf: $1,444.94 Date: 3/31/2014
Perf: $1,434.33 Date: 2/28/2014
Perf: $1,422.38 Date: 1/31/2014
Perf: $1,360.22 Date: 12/31/2013
Perf: $1,408.97 Date: 11/30/2013
Perf: $1,374.20 Date: 10/31/2013
Perf: $1,333.53 Date: 9/30/2013
Perf: $1,274.88 Date: 8/31/2013
Perf: $1,236.07 Date: 7/31/2013
Perf: $1,272.99 Date: 6/30/2013
Perf: $1,211.33 Date: 5/31/2013
Perf: $1,227.78 Date: 4/30/2013
Perf: $1,199.71 Date: 3/31/2013
Perf: $1,176.99 Date: 2/28/2013
Perf: $1,134.45 Date: 1/31/2013
Perf: $1,119.23 Date: 12/31/2012
Perf: $1,064.11 Date: 11/30/2012
Perf: $1,054.51 Date: 10/31/2012
Perf: $1,048.43 Date: 9/30/2012
Perf: $1,068.19 Date: 8/31/2012
Perf: $1,041.33 Date: 7/31/2012
Perf: $1,018.41 Date: 6/30/2012
Perf: $1,004.45 Date: 5/31/2012
Perf: $964.71 Date: 4/30/2012
Perf: $1,026.39 Date: 3/31/2012
Perf: $1,032.90 Date: 2/29/2012
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,401.71 Date: 3/31/2019
Perf: $1,355.75 Date: 2/28/2019
Perf: $1,350.35 Date: 1/31/2019
Perf: $1,359.87 Date: 12/31/2018
Perf: $1,514.33 Date: 11/30/2018
Perf: $1,361.44 Date: 10/31/2018
Perf: $1,346.63 Date: 9/30/2018
Perf: $1,298.33 Date: 8/31/2018
Perf: $1,284.08 Date: 7/31/2018
Perf: $1,295.21 Date: 6/30/2018
Perf: $1,200.50 Date: 5/31/2018
Perf: $1,270.90 Date: 4/30/2018
Perf: $1,288.17 Date: 3/31/2018
Perf: $1,307.12 Date: 2/28/2018
Perf: $1,415.86 Date: 1/31/2018
Perf: $1,538.47 Date: 12/31/2017
Perf: $1,595.93 Date: 11/30/2017
Perf: $1,567.86 Date: 10/31/2017
Perf: $1,511.34 Date: 9/30/2017
Perf: $1,567.13 Date: 8/31/2017
Perf: $1,602.54 Date: 7/31/2017
Perf: $1,671.75 Date: 6/30/2017
Perf: $1,677.46 Date: 5/31/2017
Perf: $1,700.93 Date: 4/30/2017
Perf: $1,636.93 Date: 3/31/2017
Perf: $1,654.13 Date: 2/28/2017
Perf: $1,599.27 Date: 1/31/2017
Perf: $1,603.93 Date: 12/31/2016
Perf: $1,556.76 Date: 11/30/2016
Perf: $1,619.26 Date: 10/31/2016
Perf: $1,674.52 Date: 9/30/2016
Perf: $1,684.46 Date: 8/31/2016
Perf: $1,590.91 Date: 7/31/2016
Perf: $1,583.78 Date: 6/30/2016
Perf: $1,642.42 Date: 5/31/2016
Perf: $1,518.09 Date: 4/30/2016
Perf: $1,488.76 Date: 3/31/2016
Perf: $1,485.49 Date: 2/29/2016
Perf: $1,472.68 Date: 1/31/2016
Perf: $1,483.81 Date: 12/31/2015
Perf: $1,506.10 Date: 11/30/2015
Perf: $1,483.99 Date: 10/31/2015
Perf: $1,529.09 Date: 9/30/2015
Perf: $1,558.39 Date: 8/31/2015
Perf: $1,502.64 Date: 7/31/2015
Perf: $1,560.54 Date: 6/30/2015
Perf: $1,543.10 Date: 5/31/2015
Perf: $1,511.81 Date: 4/30/2015
Perf: $1,455.34 Date: 3/31/2015
Perf: $1,474.66 Date: 2/28/2015
Perf: $1,370.37 Date: 1/31/2015
Perf: $1,415.97 Date: 12/31/2014
Perf: $1,335.69 Date: 11/30/2014
Perf: $1,275.25 Date: 10/31/2014
Perf: $1,275.25 Date: 9/30/2014
Perf: $1,379.69 Date: 8/31/2014
Perf: $1,415.06 Date: 7/31/2014
Perf: $1,474.95 Date: 6/30/2014
Perf: $1,610.03 Date: 5/31/2014
Perf: $1,567.70 Date: 4/30/2014
Perf: $1,593.52 Date: 3/31/2014
Perf: $1,555.41 Date: 2/28/2014
Perf: $1,484.31 Date: 1/31/2014
Perf: $1,461.51 Date: 12/31/2013
Perf: $1,436.37 Date: 11/30/2013
Perf: $1,401.48 Date: 10/31/2013
Perf: $1,361.98 Date: 9/30/2013
Perf: $1,376.15 Date: 8/31/2013
Perf: $1,339.19 Date: 7/31/2013
Perf: $1,350.54 Date: 6/30/2013
Perf: $1,340.22 Date: 5/31/2013
Perf: $1,236.25 Date: 4/30/2013
Perf: $1,209.04 Date: 3/31/2013
Perf: $1,183.71 Date: 2/28/2013
Perf: $1,155.97 Date: 1/31/2013
Perf: $1,139.56 Date: 12/31/2012
Perf: $1,142.87 Date: 11/30/2012
Perf: $1,113.48 Date: 10/31/2012
Perf: $1,189.49 Date: 9/30/2012
Perf: $1,146.38 Date: 8/31/2012
Perf: $1,131.56 Date: 7/31/2012
Perf: $1,134.51 Date: 6/30/2012
Perf: $1,082.75 Date: 5/31/2012
Perf: $925.51 Date: 4/30/2012
Perf: $1,009.72 Date: 3/31/2012
Perf: $1,003.10 Date: 2/29/2012
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 02/12 - 04/19
Date: 4/30/2019
Return: 3.39 % Date: 3/31/2019
Return: 0.40 % Date: 2/28/2019
Return: -0.70 % Date: 1/31/2019
Return: -10.20 % Date: 12/31/2018
Return: 11.23 % Date: 11/30/2018
Return: 1.10 % Date: 10/31/2018
Return: 3.72 % Date: 9/30/2018
Return: 1.11 % Date: 8/31/2018
Return: -0.86 % Date: 7/31/2018
Return: 7.89 % Date: 6/30/2018
Return: -5.54 % Date: 5/31/2018
Return: -1.34 % Date: 4/30/2018
Return: -1.45 % Date: 3/31/2018
Return: -7.68 % Date: 2/28/2018
Return: -7.97 % Date: 1/31/2018
Return: -3.60 % Date: 12/31/2017
Return: 1.79 % Date: 11/30/2017
Return: 3.74 % Date: 10/31/2017
Return: -3.56 % Date: 9/30/2017
Return: -2.21 % Date: 8/31/2017
Return: -4.14 % Date: 7/31/2017
Return: -0.34 % Date: 6/30/2017
Return: -1.38 % Date: 5/31/2017
Return: 3.91 % Date: 4/30/2017
Return: -1.04 % Date: 3/31/2017
Return: 3.43 % Date: 2/28/2017
Return: -0.29 % Date: 1/31/2017
Return: 3.03 % Date: 12/31/2016
Return: -3.86 % Date: 11/30/2016
Return: -3.30 % Date: 10/31/2016
Return: -0.59 % Date: 9/30/2016
Return: 5.88 % Date: 8/31/2016
Return: 0.45 % Date: 7/31/2016
Return: -3.57 % Date: 6/30/2016
Return: 8.19 % Date: 5/31/2016
Return: 1.97 % Date: 4/30/2016
Return: 0.22 % Date: 3/31/2016
Return: 0.87 % Date: 2/29/2016
Return: -0.75 % Date: 1/31/2016
Return: -1.48 % Date: 12/31/2015
Return: 1.49 % Date: 11/30/2015
Return: -2.95 % Date: 10/31/2015
Return: -1.88 % Date: 9/30/2015
Return: 3.71 % Date: 8/31/2015
Return: -3.71 % Date: 7/31/2015
Return: 1.13 % Date: 6/30/2015
Return: 2.07 % Date: 5/31/2015
Return: 3.88 % Date: 4/30/2015
Return: -1.31 % Date: 3/31/2015
Return: 7.61 % Date: 2/28/2015
Return: -3.22 % Date: 1/31/2015
Return: 6.01 % Date: 12/31/2014
Return: 4.74 % Date: 11/30/2014
Return: 0.00 % Date: 10/31/2014
Return: -7.57 % Date: 9/30/2014
Return: -2.50 % Date: 8/31/2014
Return: -4.06 % Date: 7/31/2014
Return: -8.39 % Date: 6/30/2014
Return: 2.70 % Date: 5/31/2014
Return: -1.62 % Date: 4/30/2014
Return: 2.45 % Date: 3/31/2014
Return: 4.79 % Date: 2/28/2014
Return: 1.56 % Date: 1/31/2014
Return: 1.75 % Date: 12/31/2013
Return: 2.49 % Date: 11/30/2013
Return: 2.90 % Date: 10/31/2013
Return: -1.03 % Date: 9/30/2013
Return: 2.76 % Date: 8/31/2013
Return: -0.84 % Date: 7/31/2013
Return: 0.77 % Date: 6/30/2013
Return: 8.41 % Date: 5/31/2013
Return: 2.25 % Date: 4/30/2013
Return: 2.14 % Date: 3/31/2013
Return: 2.40 % Date: 2/28/2013
Return: 1.44 % Date: 1/31/2013
Return: -0.29 % Date: 12/31/2012
Return: 2.64 % Date: 11/30/2012
Return: -6.39 % Date: 10/31/2012
Return: 3.76 % Date: 9/30/2012
Return: 1.31 % Date: 8/31/2012
Return: -0.26 % Date: 7/31/2012
Return: 4.78 % Date: 6/30/2012
Return: 16.99 % Date: 5/31/2012
Return: -8.34 % Date: 4/30/2012
Return: 0.66 % Date: 3/31/2012
Return: 0.31 % Date: 2/29/2012
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 02/12 - 04/19
Return: -10.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: -3.00 %
Count: 3 Return: 6.00 %
Count: 2 Return: -4.00 %
Count: 7 Return: -2.00 %
Count: 4 Return: -1.00 %
Count: 12 Return: 8.00 %
Count: 4 Return: 2.00 %
Count: 10 Return: 3.00 %
Count: 7 Return: -6.00 %
Count: 2 Return: 4.00 %
Count: 6 Return: 5.00 %
Count: 3 Return: 17.00 %
Count: 1 Return: -8.00 %
Count: 5 Return: 1.00 %
Count: 9 Return: 0.00 %
Count: 10
Note: All performance data is since program inception.

Underwater Curve

Date Range: 02/12 - 04/19
Date: 4/30/2019
Drawdown: -17.59 % Date: 3/31/2019
Drawdown: -20.29 % Date: 2/28/2019
Drawdown: -20.61 % Date: 1/31/2019
Drawdown: -20.05 % Date: 12/31/2018
Drawdown: -10.97 % Date: 11/30/2018
Drawdown: -19.96 % Date: 10/31/2018
Drawdown: -20.83 % Date: 9/30/2018
Drawdown: -23.67 % Date: 8/31/2018
Drawdown: -24.51 % Date: 7/31/2018
Drawdown: -23.85 % Date: 6/30/2018
Drawdown: -29.42 % Date: 5/31/2018
Drawdown: -25.28 % Date: 4/30/2018
Drawdown: -24.27 % Date: 3/31/2018
Drawdown: -23.15 % Date: 2/28/2018
Drawdown: -16.76 % Date: 1/31/2018
Drawdown: -9.55 % Date: 12/31/2017
Drawdown: -6.17 % Date: 11/30/2017
Drawdown: -7.82 % Date: 10/31/2017
Drawdown: -11.15 % Date: 9/30/2017
Drawdown: -7.87 % Date: 8/31/2017
Drawdown: -5.78 % Date: 7/31/2017
Drawdown: -1.72 % Date: 6/30/2017
Drawdown: -1.38 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: -2.82 % Date: 3/31/2017
Drawdown: -1.80 % Date: 2/28/2017
Drawdown: -5.06 % Date: 1/31/2017
Drawdown: -4.78 % Date: 12/31/2016
Drawdown: -7.58 % Date: 11/30/2016
Drawdown: -3.87 % Date: 10/31/2016
Drawdown: -0.59 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -3.14 % Date: 7/31/2016
Drawdown: -3.57 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: -5.71 % Date: 4/30/2016
Drawdown: -7.53 % Date: 3/31/2016
Drawdown: -7.74 % Date: 2/29/2016
Drawdown: -8.53 % Date: 1/31/2016
Drawdown: -7.84 % Date: 12/31/2015
Drawdown: -6.46 % Date: 11/30/2015
Drawdown: -7.83 % Date: 10/31/2015
Drawdown: -5.03 % Date: 9/30/2015
Drawdown: -3.21 % Date: 8/31/2015
Drawdown: -6.67 % Date: 7/31/2015
Drawdown: -3.07 % Date: 6/30/2015
Drawdown: -4.16 % Date: 5/31/2015
Drawdown: -6.10 % Date: 4/30/2015
Drawdown: -9.61 % Date: 3/31/2015
Drawdown: -8.41 % Date: 2/28/2015
Drawdown: -14.89 % Date: 1/31/2015
Drawdown: -12.05 % Date: 12/31/2014
Drawdown: -17.04 % Date: 11/30/2014
Drawdown: -20.79 % Date: 10/31/2014
Drawdown: -20.79 % Date: 9/30/2014
Drawdown: -14.31 % Date: 8/31/2014
Drawdown: -12.11 % Date: 7/31/2014
Drawdown: -8.39 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: -1.62 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: -1.03 % Date: 9/30/2013
Drawdown: 0.00 % Date: 8/31/2013
Drawdown: -0.84 % Date: 7/31/2013
Drawdown: 0.00 % Date: 6/30/2013
Drawdown: 0.00 % Date: 5/31/2013
Drawdown: 0.00 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -0.49 % Date: 2/28/2013
Drawdown: -2.82 % Date: 1/31/2013
Drawdown: -4.20 % Date: 12/31/2012
Drawdown: -3.92 % Date: 11/30/2012
Drawdown: -6.39 % Date: 10/31/2012
Drawdown: 0.00 % Date: 9/30/2012
Drawdown: 0.00 % Date: 8/31/2012
Drawdown: -0.26 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: -8.34 % Date: 4/30/2012
Drawdown: 0.00 % Date: 3/31/2012
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Camkay Capital Management, LLC
Address: 7335 E. Acoma Dr., Suite 204
City: Scottsdale
State: AZ
Zip: 85260
Country: USA

Key People

Name:  Gary D. Hart
Position:  Principal
Biography: 

Gary D. Hart has a unique pedigree for a trading advisor as a structural engineer. From January of 1998 through July of 2010, Mr. Hart owned a structural engineering firm, Hart Engineering, PLLC. The firm specialized in multi-family and custom residential construction. 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. Thetrading strategies offered via Trendfinder Trading Systems LLC have similarities but are not the same as the strategies being employed by the CTA. 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.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Mini-Futures Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Counter-trend Yes 
 Mean-reversion Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Short Term Yes 
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio: 10% 
 Managed Account Availability: Open