CAP Performance Advantage

Demonstrating superior risk-adjusted returns with consistent performance across all market conditions. CAP delivers 2-3x higher returns with significantly lower volatility than traditional benchmarks.

Performance Highlights

25.34%
Compound Annual Return
vs 8.62% S&P 500
1.97
Sharpe Ratio
vs 0.56 S&P 500
-1.57%
Max Drawdown
vs -23.93% S&P 500
100%
Positive Years
Zero Annual Losses

The CAP Advantage

2.9x
Higher Returns
25.34% vs 8.62% annually
3.5x
Better Sharpe Ratio
Superior risk-adjusted returns
93%
Lower Drawdown
Exceptional downside protection

Key Differentiators

  • 100% positive annual returns since inception
  • Low correlation (0.15) to traditional markets
  • Positive skewness indicating favorable risk profile
  • Exceptional Calmar ratio of 16.14 vs 0.36
  • Systematic alpha generation across market regimes
  • Tax-efficient structure with Section 1256 benefits

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Important Performance Disclaimers

*Past performance does not guarantee future results. All performance figures are net of management fees and expenses unless otherwise noted.

Performance comparisons are for illustrative purposes only. The S&P 500 is an unmanaged index and investors cannot invest directly in an index.

Risk metrics are calculated based on historical data and may not be indicative of future risk characteristics. All investments involve substantial risk of loss.