Camkay Capital Management, LLC

Crisis Alpha Intraday Program


Monthly Performance (%)

Date Range: 08/19 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 2.51 -0.37 -4.39 8.39 -2.48 -0.29 -3.09 -0.05 4.89 1.13   5.74 
2019 0.11 1.57 -0.26 -0.39  1.02 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The Crisis Alpha Intraday Program attempts to take advantage of excessive stock market intraday movement during volatile markets.

Performance Statistics

Date Range: 08/19 - 10/20
  Program S&P 500 Coquest 40 
Total Return 6.82% 12.39% -4.63% 
Annualized Return 5.82% 9.79% -3.72% 
Annualized Std. Deviation 10.80% 20.70% 5.60% 
Correlation 0.40 -0.08 
Sharpe Ratio (rf=2.5%) 0.31 0.35 -1.11 
Worst Month -4.39% -12.35% -2.77% 
Date of Worst Month 03/2020 03/2020 09/2019 
Worst Drawdown -5.81% -19.60% -7.96% 
Date of Worst Drawdown 4/20 - 8/20 12/19 - 3/20 8/19 - 10/20 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 08/19 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 5.74 2.77 -3.54 
2019 1.02 11.12 -4.58 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 08/19 - 10/20
Date: 10/31/2020
Perf: $920.37 Date: 9/30/2020
Perf: $923.32 Date: 8/31/2020
Perf: $937.00 Date: 7/31/2020
Perf: $947.71 Date: 6/30/2020
Perf: $929.95 Date: 5/31/2020
Perf: $942.01 Date: 4/30/2020
Perf: $953.16 Date: 3/31/2020
Perf: $950.02 Date: 2/29/2020
Perf: $949.45 Date: 1/31/2020
Perf: $963.81 Date: 12/31/2019
Perf: $954.18 Date: 11/30/2019
Perf: $960.13 Date: 10/31/2019
Perf: $950.81 Date: 9/30/2019
Perf: $972.30 Date: 8/31/2019
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,141.94 Date: 9/30/2020
Perf: $1,173.15 Date: 8/31/2020
Perf: $1,219.49 Date: 7/31/2020
Perf: $1,137.69 Date: 6/30/2020
Perf: $1,076.95 Date: 5/31/2020
Perf: $1,055.94 Date: 4/30/2020
Perf: $1,007.96 Date: 3/31/2020
Perf: $893.42 Date: 2/29/2020
Perf: $1,019.30 Date: 1/31/2020
Perf: $1,110.72 Date: 12/31/2019
Perf: $1,111.16 Date: 11/30/2019
Perf: $1,078.59 Date: 10/31/2019
Perf: $1,040.81 Date: 9/30/2019
Perf: $1,018.70 Date: 8/31/2019
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,068.22 Date: 9/30/2020
Perf: $1,056.29 Date: 8/31/2020
Perf: $1,007.04 Date: 7/31/2020
Perf: $1,007.55 Date: 6/30/2020
Perf: $1,039.67 Date: 5/31/2020
Perf: $1,042.70 Date: 4/30/2020
Perf: $1,069.21 Date: 3/31/2020
Perf: $986.45 Date: 2/29/2020
Perf: $1,031.74 Date: 1/31/2020
Perf: $1,035.57 Date: 12/31/2019
Perf: $1,010.22 Date: 11/30/2019
Perf: $1,014.17 Date: 10/31/2019
Perf: $1,016.82 Date: 9/30/2019
Perf: $1,001.10 Date: 8/31/2019
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 08/19 - 10/20
Date: 10/31/2020
Return: 1.13 % Date: 9/30/2020
Return: 4.89 % Date: 8/31/2020
Return: -0.05 % Date: 7/31/2020
Return: -3.09 % Date: 6/30/2020
Return: -0.29 % Date: 5/31/2020
Return: -2.48 % Date: 4/30/2020
Return: 8.39 % Date: 3/31/2020
Return: -4.39 % Date: 2/29/2020
Return: -0.37 % Date: 1/31/2020
Return: 2.51 % Date: 12/31/2019
Return: -0.39 % Date: 11/30/2019
Return: -0.26 % Date: 10/31/2019
Return: 1.57 % Date: 9/30/2019
Return: 0.11 % Date: 8/31/2019
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 08/19 - 10/20
Return: 1.00 %
Count: 1 Return: 5.00 %
Count: 1 Return: -3.00 %
Count: 1 Return: -2.00 %
Count: 1 Return: 8.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: 3.00 %
Count: 1 Return: 2.00 %
Count: 1 Return: 0.00 %
Count: 7

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 08/19 - 10/20
Date: 10/31/2020
Drawdown: -0.09 % Date: 9/30/2020
Drawdown: -1.21 % Date: 8/31/2020
Drawdown: -5.81 % Date: 7/31/2020
Drawdown: -5.77 % Date: 6/30/2020
Drawdown: -2.76 % Date: 5/31/2020
Drawdown: -2.48 % Date: 4/30/2020
Drawdown: 0.00 % Date: 3/31/2020
Drawdown: -4.74 % Date: 2/29/2020
Drawdown: -0.37 % Date: 1/31/2020
Drawdown: 0.00 % Date: 12/31/2019
Drawdown: -0.65 % Date: 11/30/2019
Drawdown: -0.26 % Date: 10/31/2019
Drawdown: 0.00 % Date: 9/30/2019
Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

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 
 Investment Methodology
 Technical Yes 
 Systematic Yes 
 Sector Specialist Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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