Overview


Monthly Return:

 JanFebMarAprMay
JunJulAugSeptOctNovDecTotal
Theta 20192.80%1.38%1.13%1.23%-0.96%2.36%0.78%1.48%1.13%1.28%1.23%1.22%13.67
Theta 20181.18%-6.27%-1.05%0.39%0.48%1.03%1.05%1.48%1.04%1.29%2.18%-1.06%1.47%

Performance

Time HorizonManager (net of fees)S&P 500 ETF
Last 30 Days-1.5%-0.25%
Last 90 Days2.58%3.2%
Last 365 Days17.4%13.45%
Since Inception (Annualized)19.3%20.3%
2018 (YTD)7.2%7.5%
201719.4%21.7%

Risk Metrics (Last 365 Days)

MetricManager (net of fees)60/40 Benchmark
Volatility11.9%12.6%
Sharpe Ratio1.791.05
Sortino Ratio.641.32
Maximum Drawdown-6.27%-10.1%
Value-at-risk (95%, 1 week)-2.7%-2.9%