AFB LLC : Multi - 4 Options Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 0.00% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 24.68% Sharpe (RFR=1%) -0.22 CAROR -7.08% Assets $ 43k Worst DD -34.46 S&P Correlation 0.07 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 Sep Qtr 2020 1yr 3yr 5yr 10yr Since7/2010 Multi - 4 Options Program 0.00 - - - - - -16.67 -15.23 S&P 500 2.42 - - - - - 76.68 237.44 +/- S&P 500 -2.42 - - - - - -93.35 -252.67 Strategy Description SummaryThe Multi-4 Options Program is a discretionary short, medium and long- term options trading program that seeks to generate absolute returns by taking advantage of price ranges in four sectors in the futures markets which are the energies, metals, grains and currencies. ... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $35.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5640 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD 4.77% Worst Peak-to-Trough -4.77% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 10.00% 1-3 Months 30.00% 1-30 Days 60.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-writing 100.00% Composition Currency Futures 25.00% Precious Metals 25.00% Energy 25.00% Grains 25.00% SummaryThe Multi-4 Options Program is a discretionary short, medium and long- term options trading program that seeks to generate absolute returns by taking advantage of price ranges in four sectors in the futures markets which are the energies, metals, grains and currencies. Investment StrategyThe program consists of writing short (selling) call and put option positions with the goal of profiting from time decay. The goal is a monthly return of 1-2%, although individual account performance will vary depending on the timing of entry into the program. Depending on liquidity, option orders will either be placed directly to the appropriate trading pits or placed electronically. Risk ManagementWhile risk can never be eliminated, when necessary, the program buys at or near at-the-money option puts and calls to protect core trades with the goal of minimizing overall risk. Futures contracts may be incorporated to help reduce risk in volatile markets. In times of increased volatility, the program may establish a “gamma long” position of long puts and calls to become long premium, attempting to take advantage of the increased volatility spikes in the market while minimizing risk exposure. Also, in times of increased volatility the program may elect to have no option short positions to minimize risk.Trade positions are monitored daily in order to assess and manage risk using volatility, time and movement of the underlying market in relation to changing market signals. 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 -34.46 9 - 8/1/2011 5/1/2012 -17.76 5 5 10/1/2010 3/1/2011 -4.77 1 1 1/1/0001 7/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 26.00 2 7/1/2011 8/1/2011 14.06 2 4/1/2011 5/1/2011 12.55 3 8/1/2010 10/1/2010 4.99 1 6/1/2012 6/1/2012 1.76 1 12/1/2010 12/1/2010 1.17 1 10/1/2011 10/1/2011 0.20 1 12/1/2011 12/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.08 1 9/1/2011 9/1/2011 -17.15 5 1/1/2012 5/1/2012 -13.36 3 1/1/2011 3/1/2011 -6.72 1 11/1/2010 11/1/2010 -4.77 1 7/1/2010 7/1/2010 -4.75 1 11/1/2011 11/1/2011 -2.73 1 6/1/2011 6/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods27.0025.0022.0016.0010.00 Percent Profitable40.7436.0031.8212.500.00 Average Period Return-0.37-1.47-4.36-7.44-12.36 Average Gain5.387.497.6214.37 Average Loss-5.31-6.95-9.95-10.56-12.36 Best Period18.9122.5626.1419.94-2.54 Worst Period-18.08-21.06-26.10-31.19-20.08 Standard Deviation7.139.1411.4211.856.66 Gain Standard Deviation6.066.769.427.87 Loss Standard Deviation4.765.767.238.586.66 Sharpe Ratio (1%)-0.06-0.19-0.43-0.71-2.08 Average Gain / Average Loss1.011.080.771.36 Profit / Loss Ratio0.860.650.360.19 Downside Deviation (10%)5.087.6611.7816.4820.93 Downside Deviation (5%)4.917.0510.3813.2915.24 Downside Deviation (0%)4.866.8910.0412.5413.88 Sortino Ratio (10%)-0.15-0.35-0.58-0.76-0.95 Sortino Ratio (5%)-0.09-0.24-0.47-0.64-0.91 Sortino Ratio (0%)-0.08-0.21-0.43-0.59-0.89 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. x {{title}} x {{title}} Add Cancel