Investment Program
Year-to-Date
3.54%
Apr -3.16%
|
|
Assets: |
$ 113.3M |
|
Inception: |
Feb 1991 |
|
Worst Drawdown: |
23.64 |
Minimum Account: |
$ 5,000k |
|
Compounded Annual ROR: |
11.08% |
Management Fee: |
3.00% |
|
Sharpe Ratio (Risk-Free Rate=1%): |
0.65 |
Performance Fee: |
25.00% |
Chart-Type:
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD* |
| 2010 | 4.47 | -5.09 | 0.46 | -3.16 | | | | | | | | | -3.54 | 7.67 |
| 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 |
|
Minimum Account |
$ 5,000k |
|
Trading Level Incremental Increase |
$ 0k |
|
Management Fee |
3.00% |
|
Performance Fee |
25.00% |
|
Average Commission |
$11.00 |
|
|
Subscriptions
|
|
|
Highwater Mark |
Yes |
|
Subscription Frequency |
Anytime |
|
Redemption Frequency |
Anytime |
|
Investor Requirements |
Any Investor |
|
Lock-up Period |
0 |
|
|
Trading
|
|
|
Trading Frequency |
2800
RT/YR/$M |
|
Avg. Margin-to-Equity |
20.00% |
|
Targeted WDD
|
20.00% |
|
Worst Peak-to-Trough |
23.16% |
|
Sector Focus: |
Not Specified |
|
|
Holding Periods
|
|
|
Over 12 Months |
0% |
|
4-12 Months |
70.00% |
|
1-3 Months |
30.00% |
|
1-30 Days |
|
|
Intraday |
0% |
|
Decision-Making
|
|
|
Discretionary |
100.00% |
|
Systematic |
0% |
|
|
Strategy
|
|
|
Arbitrage |
0% |
|
Counter-trend |
0% |
|
Fundamental |
100.00% |
|
Momentum |
0% |
|
Option-purchasing |
0% |
|
Option-spreads |
0% |
|
Option-writing |
0% |
|
Pattern Recognition |
0% |
|
Seasonal/cyclical |
0% |
|
Spreading/hedging |
0% |
|
Technical |
0% |
|
Trend-following |
0% |
|
Other |
0% |
|
|
Composition
|
|
|
Currency Futures |
0% |
|
Currency FX |
0% |
|
Industrial Metals |
0% |
|
Precious Metals |
0% |
|
Energy |
0% |
|
Grains |
0% |
|
Interest Rates |
0% |
|
Livestock |
0% |
|
Softs |
0% |
|
SSF
|
0% |
|
Stock Indices |
0% |
|
VIX |
0% |
|
Other |
0% |
DD* = This Drawdown calculation is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during the year in which the initial net asset value is not equaled or exceeded by a subsequent asset value.
RISK DISCLAIMER: THE RISK OF LOSS IN TRADING COMMODITIES AND FOREIGN EXCHANGE CAN BE SUBSTANTIAL. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.