Investment Program (Managed Account)
|
0.92%
Year-to-Date |
|
Assets: | $ 121.0M | Inception: | Feb 1991 |
YTD Comparison
Investment P… | S&P 500 |
||||||
| Max DD: | 23.64 | Min Acct: | $500k | |||||||||
| Annual ROR: | 11.34% | Mgmt Fee: | 3.00% | |||||||||
| Sharpe Ratio (RF=1%): | 0.70 | Perf. Fee: | 25.00% |
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2010 | 4.47 | -5.16E | -0.92 | 5.16 | ||||||||||
| 2009 | -0.87 | 5.27 | -3.00 | -0.22 | 1.43 | 4.73 | 0.84 | -6.59 | -1.12 | -4.15 | -3.12 | -1.64 | -8.73 | 15.64 |
| 2008 | 6.28 | 5.28 | -12.42 | 6.03 | -2.49 | 12.26 | -2.65 | -1.44 | -4.33 | 2.97 | -0.11 | -2.56 | 4.64 | 12.42 |
| 2007 | 3.17 | 5.23 | -1.25 | -6.81 | 0.29 | 1.46 | -2.41 | -1.17 | 9.55 | 0.48 | -0.09 | 5.44 | 13.70 | 9.69 |
| 2006 | 1.39 | 0.90 | 1.51 | 0.75 | -1.96 | -6.28 | -0.71 | -0.96 | 0.00 | 13.96 | 7.03 | -2.08 | 12.91 | 9.65 |
| 2005 | 0.95 | -4.93 | -2.68 | -0.67 | 1.20 | 0.52 | -5.56 | -1.10 | 0.00 | 0.33 | -0.12 | 0.25 | -11.45 | 12.68 |
| 2004 | 9.60 | 10.89 | 4.42 | 11.11 | -3.32 | 4.11 | 1.81 | -1.07 | 5.26 | -0.06 | -0.13 | -5.38 | 42.10 | 5.56 |
| 2003 | -0.45 | -12.89 | 0.06 | -2.17 | 7.07 | -2.62 | 10.48 | 7.94 | 13.64 | 23.87 | -5.55 | -9.10 | 27.56 | 15.11 |
| 2002 | 0.71 | 0.30 | -0.28 | 0.51 | -0.35 | 3.49 | 3.26 | -2.53 | 13.60 | 9.73 | 11.56 | -0.25 | 45.77 | 2.53 |
| 2001 | 2.38 | -1.83 | -4.05 | 6.64 | -0.69 | -4.15 | 12.06 | -9.57 | -1.20 | -2.06 | -0.46 | -4.70 | -8.94 | 16.99 |
| 2000 | 0.55 | 0.52 | 0.29 | 0.75 | 1.33 | -0.10 | 2.73 | 3.77 | 3.66 | -3.54 | 2.48 | 1.50 | 14.62 | 3.54 |
| 1999 | 3.14 | 0.31 | -1.72 | 5.93 | -5.02 | -1.69 | 0.80 | 0.81 | 0.17 | -2.72 | -1.13 | -2.12 | -3.62 | 10.52 |
| 1998 | -0.73 | -1.56 | -0.20 | -1.25 | -0.80 | -0.66 | -5.28 | -2.15 | 2.30 | -0.59 | -7.22 | -3.93 | -20.27 | 20.27 |
| 1997 | 0.77 | -1.74 | -1.09 | 0.18 | 2.79 | 3.36 | -1.99 | 0.77 | -2.06 | 0.27 | 0.03 | 2.42 | 3.58 | 3.27 |
| 1996 | -1.34 | -0.46 | 0.79 | 2.61 | -1.33 | -1.08 | 7.33 | 1.32 | 2.82 | 3.65 | -0.01 | 1.04 | 16.07 | 2.40 |
| 1995 | -1.77 | -0.69 | -6.92 | -0.23 | 0.85 | -0.26 | -0.76 | 0.54 | 0.13 | -1.08 | -0.37 | 1.79 | -8.67 | 10.28 |
| 1994 | -6.87 | 2.65 | 1.04 | -1.15 | 4.03 | -3.01 | 3.96 | 4.08 | 2.44 | 0.65 | 3.35 | 3.89 | 15.40 | 6.87 |
| 1993 | 0.88 | 0.12 | -0.44 | 4.26 | -0.36 | 4.74 | 9.65 | 0.52 | -0.54 | -2.69 | 6.00 | 3.47 | 28.02 | 3.22 |
| 1992 | 12.27 | 12.91 | -0.60 | 7.29 | 0.70 | 2.05 | -5.15 | -0.07 | -0.36 | 0.84 | 5.29 | 2.10 | 42.23 | 5.56 |
| 1991 | -3.61 | 2.39 | 13.07 | 3.46 | -0.34 | -4.18 | 17.22 | -6.46 | 10.46 | 7.46 | 2.92 | 47.69 | 6.46 |
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Summary
Range Wise Inc. is a fundamental discretionary trading advisor, focusing primarily, but not exclusively, in the agricultural commodity futures and options markets. The Advisor relies mainly on fundamental analysis, econometric models, multiple regression analysis and other mathematical models to evaluate the supply and demand characteristics of underlying cash commodities. Additionally, Range Wise will employ certain technical methods such as charting to assist in determining the proper time and price at which to place orders.
Investments
Risk Management
| Account & Fees | |
| Type | Managed Account |
| Domicile | |
| Minimum Account | $500k |
| Management Fee | 3.00% |
| Performance Fee | 25.00% |
| Average Commission | $0.00 |
| Subscriptions | |
| Highwater Mark | Yes |
| Hurdle Rate | 0 |
| Subscription Frequency | Anytime |
| Redemption Frequency | Anytime |
| Redemption Fee | N/A |
| Investor Requirements | Any Investor |
| Lock-up Period | |
| Trading | |
| Trading Frequency | 2 RT/YR/$M |
| Avg. Margin-to-Equity | 20% |
| Targeted WDD | 20.00% |
| Worst Peak-to-Trough | 23.16% |
| Strategy | |
| Fundamental | 100.00% |
| Trend-following | 0 |
| Counter-trend | 0 |
| Option-writing | 0 |
| Option-purchasing | 0 |
| Option-spreads | 0 |
| Seasonal/cyclical | 0 |
| Spreading/hedging | 0 |
| Arbitrage | 0 |
| Other | 0 |
| Decision-Making | |
| Discretionary | 100.00% |
| Systematic | 0 |
| Positions | |
| Long (bullish) | 50.00% |
| Short (bearish) | 50.00% |
| Neutral | 0 |
| Holding Periods | |
| Long-term | 0 |
| Medium-term | 70.00% |
| Short-term | 30.00% |
| Intraday | 0 |
| Reward | Monthly | Annual | |||||
|---|---|---|---|---|---|---|---|
| Compound RoR: | 0.90% | 11.34% | |||||
| Average RoR: | 1.01% | 12.87% | |||||
| Max Gain: | 23.87% | 47.69% | |||||
| Win Frequency: | 120/227 (53%) | 13/20 (65%) | |||||
| Average Win: | 4.16% | 24.18% | |||||
| Gain StDev: | 4.34% | 15.73% | |||||
| Risk | |||||||
| Average StDev: | 4.88% | 16.90% | |||||
| Max Drawdown: | 23.64 | 23.64 | |||||
| Loss Frequency: | 107/227 (47%) | 7/20 (35%) | |||||
| Average Loss: | -2.49% | -8.94% | |||||
| Loss StDev: | 2.57% | 6.15% | |||||
| Reward/Risk | |||||||
| Sharpe Ratio: (RF=1%) | 0.20 | 0.70 | |||||
| Sterling Ratio: | 0 | 0.06 | |||||
| Calmar Ratio: | 0 | 0.46 | |||||
| Skewness: | 0.96 | 0.31 | |||||
| Kurtosis: | 2.69 | -1.03 | |||||
| Correlation | |||||||
| S&P 500 Index | -0.20 | ||||||
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
