Acuity Investment Management, LLC : Diversified Futures Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 13.18% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 35.67% Sharpe (RFR=1%) 0.13 CAROR -0.39% Assets $ 235k Worst DD -46.77 S&P Correlation 0.01 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since8/2012 Diversified Futures Program 13.18 - - - - 61.74 - -1.81 S&P 500 -0.04 - - - - 67.75 - 146.32 +/- S&P 500 13.22 - - - - -6.01 - -148.13 Strategy Description Investment StrategyAIM currently engages in a program of “selling” or “writing” options (puts and calls) on futures markets. At times AIM may purchase calls and puts to reduce margin or to take advantage of what they believe will be a profitable trade based on market conditions. On some occasions,... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 6000 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 25.00% 1-30 Days 75.00% Intraday 0% Decision-Making Discretionary 70.00% Systematic 30.00% Strategy Option-purchasing 10.00% Option-spreads 80.00% Spreading/hedging 10.00% Composition Currency Futures 20.00% Precious Metals 20.00% Energy 20.00% Grains 15.00% Softs 15.00% Interest Rates 10.00% Investment StrategyAIM currently engages in a program of “selling” or “writing” options (puts and calls) on futures markets. At times AIM may purchase calls and puts to reduce margin or to take advantage of what they believe will be a profitable trade based on market conditions. On some occasions, the AIM Diversified Futures Program may also trade commodity futures outright. At times the futures position will be initiated through the assignment or delivery of the underlying commodity futures of an option. From time to time, AIM may also engage in spread trading by either entering into spreads between different contract months in the same market or spreads between different commodities altogether. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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=1%) 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=1%) 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 -46.77 33 18 8/1/2012 5/1/2015 -14.39 3 - 11/1/2016 2/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 27.40 2 10/1/2016 11/1/2016 24.93 1 5/1/2016 5/1/2016 23.23 1 1/1/2015 1/1/2015 22.91 1 3/1/2016 3/1/2016 20.77 2 12/1/2015 1/1/2016 19.65 2 6/1/2015 7/1/2015 14.97 2 9/1/2015 10/1/2015 13.34 1 4/1/2014 4/1/2014 13.18 1 3/1/2017 3/1/2017 11.16 1 10/1/2014 10/1/2014 10.16 1 1/1/2017 1/1/2017 10.03 1 3/1/2015 3/1/2015 6.88 1 7/1/2013 7/1/2013 5.71 1 9/1/2013 9/1/2013 5.40 1 5/1/2013 5/1/2013 3.62 1 3/1/2013 3/1/2013 3.53 1 12/1/2013 12/1/2013 2.69 2 7/1/2016 8/1/2016 1.28 1 6/1/2014 6/1/2014 0.43 1 8/1/2012 8/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -26.94 3 7/1/2014 9/1/2014 -22.82 2 4/1/2015 5/1/2015 -17.34 1 4/1/2016 4/1/2016 -15.41 2 11/1/2014 12/1/2014 -13.46 3 1/1/2014 3/1/2014 -13.03 1 12/1/2016 12/1/2016 -12.66 6 9/1/2012 2/1/2013 -12.16 1 11/1/2015 11/1/2015 -10.64 1 2/1/2017 2/1/2017 -10.46 1 8/1/2013 8/1/2013 -9.99 2 10/1/2013 11/1/2013 -9.47 1 6/1/2016 6/1/2016 -6.27 1 2/1/2015 2/1/2015 -5.75 1 5/1/2014 5/1/2014 -5.27 1 2/1/2016 2/1/2016 -5.08 1 8/1/2015 8/1/2015 -3.89 1 9/1/2016 9/1/2016 -3.41 1 4/1/2013 4/1/2013 -2.88 1 6/1/2013 6/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods56.0054.0051.0045.0039.0033.0021.00 Percent Profitable44.6444.4445.1042.2238.4636.3628.57 Average Period Return0.480.450.941.360.38-5.03-8.86 Average Gain9.5211.9615.6127.3640.5135.5320.49 Average Loss-6.81-8.75-11.12-17.64-24.70-28.21-20.60 Best Period24.9331.8545.2166.5589.5767.9533.92 Worst Period-22.81-26.94-31.30-36.25-39.36-42.23-39.55 Standard Deviation10.3012.8216.5326.2735.9434.3522.22 Gain Standard Deviation7.238.6811.8617.3924.4619.679.95 Loss Standard Deviation5.436.577.5610.347.9711.1412.39 Sharpe Ratio (1%)0.040.020.030.01-0.03-0.20-0.53 Average Gain / Average Loss1.401.371.401.551.641.260.99 Profit / Loss Ratio1.131.091.151.131.020.720.40 Downside Deviation (10%)6.688.8611.4818.8626.0631.9232.45 Downside Deviation (5%)6.498.2610.2216.1321.4525.6222.39 Downside Deviation (0%)6.448.119.9115.4720.3224.1120.13 Sortino Ratio (10%)0.01-0.09-0.13-0.19-0.28-0.48-0.76 Sortino Ratio (5%)0.060.020.040.02-0.05-0.27-0.53 Sortino Ratio (0%)0.070.060.090.090.02-0.21-0.44 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 2 9.05 9/2015 Discretionary Trader Index Month 4 9.05 9/2015 Diversified Trader Index Month 4 9.05 9/2015 IASG CTA Index Month 5 9.05 9/2015 Option Strategy Index Month 10 -5.08 8/2015 Diversified Trader Index Month 8 8.87 7/2015 Discretionary Trader Index Month 3 8.87 7/2015 Option Strategy Index Month 1 8.87 7/2015 Option Strategy Index Month 1 9.90 6/2015 IASG CTA Index Month 2 9.90 6/2015 Diversified Trader Index Month 2 9.90 6/2015 Discretionary Trader Index Month 3 9.90 6/2015 Discretionary Trader Index Month 3 10.03 3/2015 Diversified Trader Index Month 2 10.03 3/2015 Option Strategy Index Month 1 10.03 3/2015 Discretionary Trader Index Month 3 23.23 1/2015 Diversified Trader Index Month 3 23.23 1/2015 Option Strategy Index Month 1 23.23 1/2015 Option Strategy Index Month 1 11.16 10/2014 Diversified Trader Index Month 2 11.16 10/2014 Discretionary Trader Index Month 2 11.16 10/2014 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel