Welcome to Diamond Capital Management

Where clients' interests and capital preservation are the top priority

Above average returns.
Below average volatility.

 

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Diamond Capital Management is dedicated to offering clients well-managed alternative investment products that offer predictable returns and protection of principal through the proper application of money management, and continuous evaluation of risk exposure. Our investment process is underpinned by thorough daily data extraction and analysis, as well as regular back-testing, scenario analysis, and simulations using custom-built software. We monitor all accounts and carry out performance calculations daily. We at Diamond Capital Management take personal pride in managing accounts with our clients' best interest in mind. 

We invite you to investigate Diamond's strategies further and discover a non-correlated alternative investment product to compliment your long term investment goals. To learn more about Diamond Capital and the potential value DCM can add to your overall portfolio, please explore our site, or contact us directly.

Our Philosophy

Our clients' interests are our first priority. Capital preservation and rigorous risk management are fundamental when seeking to achieve a sound and timely strategic investment approach, which will in turn produce better-than-average growth. We believe that returns must be worthy of their associated risks. We know that what has worked in the past will not necessarily continue to work in the future, therefore we continuously strive to better ourselves and improve our trading programs in order to stay ahead of the curve.

 
Diamond Capital Management, LLC, ("DCM") is registered with the Commodity Futures Trading Commission ("CFTC") as a Commodity Trading Advisor ("CTA") and is a member of the National Futures Association ("NFA").
Past performance is not necessarily a representation of future results. Alternative investments such as managed futures investments are speculative, involve substantial risk, and are not suitable for all investors.
 

Trading Program

ENHANCED S&P PROGRAM (ESP)

This program is currently offered to investors in the form of separately managed accounts. Diamond Capital Management's Enhanced S&P Program ("ESP") trades the U.S. domestic large-cap stock sector via S&P 500 futures and its options. It's a systematic, proprietary rules-based investing program targeting both absolute and competitive returns relative to the S&P 500 Index with lower volatility and drawdowns.

ESP seeks sustainable, long-term growth for investors by combining two proven and independent strategies:

 
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TREND FOLLOWING SYSTEM

Trend following is a method of trading which seeks to establish and maintain market positions based on major price movements. Our system first determines whether the S&P market is in a bull or bear trend, then trades with the trend until a stop condition is reached. While the core of our trend following system is long-term in nature, proprietary short-term counter-trend signals may be used to exit a position, create a neutral position, or trade against the trend on a short-term basis.

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PREMIUM CAPTURE SYSTEM

This system consists of writing deep out of the money covered and/or uncovered options to capture premiums, providing a more balanced and predictable source of returns. (Option positions may also increase the risk of market exposure.) Every period, options that meet proprietary risk parameters are written with the goal being to capture the premium by letting them expire, or occasionally by purchasing them back at a profit. Strict risk controls are used to limit the downside risks and achieve a desirable risk/reward ratio.

Investment in these strategies are speculative and involve a high degree of risk, including an inherent unlimited risk of loss associated with writing naked options. There can be no assurance that DCM's investment objectives will be achieved, and investment results may vary significantly year to year. Please refer to the current disclosure document for more information and risk disclosure prior to making an investment decision.

Performance

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MONTHLY PERFORMANCE OUTLINE

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YEAR
2018 4.52 -5.28 0.80 1.44 1.65 1.21 2.39 3.04 0.61 10.54
2017 1.38 2.48 0.44 0.55 -0.08 0.61 1.82 0.57 1.63 1.82 2.44 1.11 15.78
2016 -10.44 -0.06 3.70 0.57 2.28 1.79 2.77 0.32 0.84 -0.87 0.18 0.68 1.02
2015 -2.12 6.09 -0.71 1.97 0.30 -0.64 1.76 -5.33 1.12 3.12 1.10 1.11 7.59
2014 -3.71 4.89 1.91 1.78 2.57 1.87 -1.43 5.30 0.42 -1.65 2.17 -0.81 13.73
2013 4.03 0.59 1.94 2.37 1.47 -0.76 4.93 -1.43 4.43 2.99 1.09 2.22 26.42
2012 2.80 4.43 3.89 0.98 -0.61 3.90 0.38 1.16 1.92 1.79 1.46 -0.14 24.14
2011 1.43 2.79 2.76 2.41 0.05 -2.53 -2.34 -3.91 2.81 5.71 -0.40 -0.31 8.39
2010 0.31 -0.03 7.40 0.38 -7.37 -3.72 5.77 -0.04 1.44 3.36 1.12 3.80 12.21
2009 2.32 2.24 1.77 6.46
This fund was ranked based on the data in BarclayHedge's CTA database

Investment in these strategies are speculative and involve a high degree of risk, including an inherent unlimited risk of loss associated with writing naked options. There can be no assurance that DCM's investment objectives will be achieved, and investment results may vary significantly year to year. Please refer to the current disclosure document for more information and risk disclosure prior to making an investment decision.

Our Team

  Kelly Farrell   Kelly's 30 years of investment experience began in 1987 after graduating from University of Wisconsin with a Business Administration degree. Kelly's experience includes managing a variety of areas at Firstar Bank, including the broker dealer trading desk and fixed income trading desk, later acting as lead fixed income trader and institutional sales.  In 2001, Kelly became registered as a NFA Associated Member, and later became an AP and principal of Diamond Capital Management in November 2002.

Kelly Farrell

Kelly's 30 years of investment experience began in 1987 after graduating from University of Wisconsin with a Business Administration degree. Kelly's experience includes managing a variety of areas at Firstar Bank, including the broker dealer trading desk and fixed income trading desk, later acting as lead fixed income trader and institutional sales.

In 2001, Kelly became registered as a NFA Associated Member, and later became an AP and principal of Diamond Capital Management in November 2002.

  Alan Hu   Alan Hu joined Diamond Capital Management in 2013, with a background in statistics, economics, and psychology from UC Berkeley. He has helped to codify the subsystems of Diamond's ESP program, and continues to develop the program through perpetual research and analysis.  Since 2014, Alan has headed trading and risk management for the ESP program, playing a key role in the continued success of the program.

Alan Hu

Alan Hu joined Diamond Capital Management in 2013, with a background in statistics, economics, and psychology from UC Berkeley. He has helped to codify the subsystems of Diamond's ESP program, and continues to develop the program through perpetual research and analysis.

Since 2014, Alan has headed trading and risk management for the ESP program, playing a key role in the continued success of the program.

  Albert Hu   Albert L. Hu has over 34 years of financial experience, after earning a M. S. degree in Applied Mathematics from the University of Santa Clara in 1973.   In August 2009, Mr. Hu became registered as an Associated Person, and became listed as a branch manager and principal of Diamond Capital Management LLC in September 2009. His responsibilities at Diamond Capital include research and product development.

Albert Hu

Albert L. Hu has over 34 years of financial experience, after earning a M. S. degree in Applied Mathematics from the University of Santa Clara in 1973. 

In August 2009, Mr. Hu became registered as an Associated Person, and became listed as a branch manager and principal of Diamond Capital Management LLC in September 2009. His responsibilities at Diamond Capital include research and product development.

Documents

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Disclosure Document

We invite you to investigate Diamond's strategies further and discover a non-correlated alternative investment product. Please refer to the disclosure document for more information and risk disclosure prior to making an investment decision.

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Account Forms

In addition to filling out these forms, you will need to instruct your broker to open an account for Diamond to trade. If you currently do not have a relationship with a FCM, please contact us and we would be happy to assist you.

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Performance Update

Our monthly performance update also includes brief description of the program, a sample of performance awards, as well as a summary of investment terms and program parameters. 

Contact Us

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We'd love to hear from you! If you have any questions or would like additional information, please use the form below or contact us directly at kfarrell@diamondcapitalmgmt.com or (262) 691-9144.

 
 
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