The document discusses the management of a portfolio of short index option spreads on the S&P 500, focusing on generating option premium with limited risk. It highlights the performance metrics of the CYES program, including its positive performance in 8 out of 10 years since inception, best and worst years, monthly return distribution, worst drawdown, and correlation to the S&P 500. The document is from Richard L. Selvala, Jr., CEO of Harvest Volatility Management, LLC.
doj/DataSet10/EFTA01387049.pdf
{"title":"Portfolio Management and Performance Metrics","key_people":["Richard L. Selvala, Jr."],"document_type":"correspondence","key_locations":["420 Lexington Avenue, Suite 2620, New York, NY 10170"],"document_subtype":"email","key_organizations":["Harvest Volatility Management, LLC"]}