CURRENT MATERIALS
Current Materials
Portfolio Managers
Aash M. Shah, CFA
Head of Investments & Sr. Portfolio Manager
BIO
David Harden, Founder
President | Portfolio Manager | Chief Executive Officer | Chief Investment Officer
BIO
Performance
Total Returns As Of June 30, 2024
*Inception Date: January 01, 2022
Growth of $1,000,000 January 1, 2022 - June 30, 2024
| Options Performance Profile 1/1/22 - 12/31/23 | |
| Rate of Return | 8.62% |
| Average Monthly Return | 0.69% |
| Average Weekly Return | 0.16% |
| Max Weekly Drawup | 0.86% |
| Max Weekly Drawdown | -0.35% |
| % Winning Weeks | 96.92% |
| Correlation with Portfolio Stocks | -20.45% |
| Correlation with S&P 500 | -17.89% |
Performance figures are past performance. Past performance does not guarantee future results. Performance figures are presented net of fees charged to clients. Actual fees may vary depending on, among other things, the applicable fee schedule and portfolio size. SGI fees are available upon request and may also be found in Part II of its Form ADV. Performance includes the reinvestment of dividends and other earnings. Investing involves risks including the possible loss of principal and fluctuation in value.
Methodology
- Risk of options contracts is actively managed to ensure risk of being called/put is low.
- SGI’s options traders choose deep out-of-the-money strikes (0.001 ~ 0.010 delta) that mostly expire within 1-7 days to generate income.
- Delta risk can be controlled by dynamic hedging involving diagonals and iron condors.
- SGI’s current target: 7-10% total income.
Compliance Statement
Performance numbers for the most recent period are preliminary and subject to change. Returns for periods of less than one year are not annualized. Past performance is not a reliable indicator of future performance and should not be relied upon to make investment decisions. Investing involves risks including the possible loss of principal and fluctuation in value. Performance includes the reinvestment of dividends and other earnings.