FISCO Appreciation Plus Fund LP is currently ranked in the top 10 across multiple categories of the HedgeCo Hedge Fund ranking system for option strategies as of July 20, 2012. In the Annual Returns Category, the fund is ranked #8 with an annual return of 5.510%.
The Fund is also ranked #9 in the Year-To-Date Category, with an annual return of 7.7021% and in the Highest Sharpe Ratio (Annualized) category, ranked #14 with a Sharpe ratio of 0.5740%. In the 25 months since its launch, the Fund is up 26.54%.
The FISCO Appreciation Plus Fund is managed by a team located in Atlanta, Georgia who have been trading option volatility strategies for almost a decade. The investment management firm of FISCO Appreciation Management LLC was founded by industry veterans Harry Haynes, Sam DeKinder, Kevin Ellis and Joe St. John. With its rules based trading discipline serving as a foundation, FISCO serves as the investment adviser to the private fund that was launched in the summer of 2010. The Fund offers investors a non-correlated, low volatility option strategy, actively managed with an emphasis on absolute returns targeted at 16-18% per year. The Fund delivers returns by selling options with at least a 90% statistical probability of success at expiration each month.
"Our trading strategy is grounded in the discipline of rules based trading systems built on the statistics and probability of market movements over the past 60 years. Our mission is to actively manage a portfolio using those rules to provide absolute returns in dynamic markets,” said Mr. Ellis.