Aire Capital Management LLC : General Program (Proprietary)

archived programs
Year-to-Date
3.45%
Aug Performance
0.04%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
1.93%
Sharpe (RFR=1%)
0.92
CAROR
2.78%
Assets
$ 400k
Worst DD
-2.12
S&P Correlation
0.27

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Aug Qtr YTD 1yr 3yr 5yr 10yr Since
1/2012
General Program (Proprietary) 0.04 0.99 3.45 4.22 11.98 - - 13.64
S&P 500 -0.12 3.53 6.21 10.08 32.94 - - 65.42
+/- S&P 500 0.16 -2.54 -2.76 -5.86 -20.96 - - -51.77

Strategy Description

Summary

Aire Capital Management LLC is a commodity trading advisor that studies financial markets with the goal of developing and implementing strategies to generate better than average growth to investment portfolios. Aire Capital Management, LLC’s trading strategies seek to be flexible enough... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 25k
Trading Level Incremental Increase
$ 25k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$10.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
6200 RT/YR/$M
Avg. Margin-to-Equity
60%
Targeted Worst DD
-6.00%
Worst Peak-to-Trough
0.92%
Sector Focus
Stock Index Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
60.00%
Intraday
40.00%

Decision-Making

Discretionary
50.00%
Systematic
50.00%

Strategy

Option-purchasing
25.00%
Option-writing
60.00%
Other
15.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Aire Capital Management LLC is a commodity trading advisor that studies financial markets with the goal of developing and implementing strategies to generate better than average growth to investment portfolios. Aire Capital Management, LLC’s trading strategies seek to be flexible enough to profit in rising markets as well as declining markets. At present, the main strategies that best meets Aire Capital Management, LLC criteria for effective growth to risk management is one that focuses on the trading ( buying and selling) of “near the money” options using the S&P 500 Futures contract as well as systematically employing a futures trading program.

Investment Strategy

At the present time Aire Capital Management believes that the Trading of options - both long and short - never naked though as well as trading - nearer placed options is the best strategy at this time.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=0%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=0%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-2.12 1 8 7/1/2015 8/1/2015
-1.57 6 6 2/1/2012 8/1/2012
-0.92 1 1 1/1/0001 1/1/2012
-0.32 2 2 3/1/2014 5/1/2014
-0.19 1 3 5/1/2013 6/1/2013
-0.05 1 1 3/1/2013 4/1/2013
-0.05 1 1 12/1/2014 1/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
3.65 7 2/1/2016 8/1/2016
3.63 6 2/1/2015 7/1/2015
3.22 7 9/1/2013 3/1/2014
3.01 7 6/1/2014 12/1/2014
1.61 1 2/1/2012 2/1/2012
1.53 4 9/1/2012 12/1/2012
1.05 2 9/1/2015 10/1/2015
0.68 2 2/1/2013 3/1/2013
0.37 1 5/1/2013 5/1/2013
0.06 1 7/1/2013 7/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.12 1 8/1/2015 8/1/2015
-1.57 6 3/1/2012 8/1/2012
-0.92 1 1/1/2012 1/1/2012
-0.50 3 11/1/2015 1/1/2016
-0.32 2 4/1/2014 5/1/2014
-0.19 1 6/1/2013 6/1/2013
-0.05 1 1/1/2015 1/1/2015
-0.05 1 4/1/2013 4/1/2013
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods56.0054.0051.0045.0039.0033.0021.00
Percent Profitable67.8677.7890.20100.00100.00100.00100.00
Average Period Return0.230.711.402.914.666.479.74
Average Gain0.491.091.672.914.666.479.74
Average Loss-0.38-0.61-1.14
Best Period1.612.913.636.067.169.7812.22
Worst Period-2.12-1.33-1.580.290.803.617.05
Standard Deviation0.560.941.241.211.451.501.52
Gain Standard Deviation0.350.670.941.211.451.501.52
Loss Standard Deviation0.540.410.45
Sharpe Ratio (1%)0.260.490.731.582.182.984.40
Average Gain / Average Loss1.281.781.46
Profit / Loss Ratio3.256.2413.45
Downside Deviation (10%)0.510.991.602.403.264.056.20
Downside Deviation (5%)0.360.450.540.120.11
Downside Deviation (0%)0.340.340.38
Sortino Ratio (10%)-0.35-0.52-0.67-0.87-0.90-0.93-0.97
Sortino Ratio (5%)0.411.041.6715.3428.04
Sortino Ratio (0%)0.692.083.67

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.