Aire Capital Management LLC : General Program (Proprietary)

Year-to-Date: N / A
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

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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	-	4.22	11.98	-	-	13.64
S&P 500	-0.12	3.53	-	10.08	32.94	-	-	65.42
+/- S&P 500	0.16	-2.54	-	-5.86	-20.96	-	-	-51.77

Strategy Description

Summary

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%

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.

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Index: Chart Type:

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:

Monthly Annual

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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year
Number of Periods	56.00	54.00	51.00	45.00	39.00	33.00	21.00
Percent Profitable	67.86	77.78	90.20	100.00	100.00	100.00	100.00
Average Period Return	0.23	0.71	1.40	2.91	4.66	6.47	9.74
Average Gain	0.49	1.09	1.67	2.91	4.66	6.47	9.74
Average Loss	-0.38	-0.61	-1.14
Best Period	1.61	2.91	3.63	6.06	7.16	9.78	12.22
Worst Period	-2.12	-1.33	-1.58	0.29	0.80	3.61	7.05
Standard Deviation	0.56	0.94	1.24	1.21	1.45	1.50	1.52
Gain Standard Deviation	0.35	0.67	0.94	1.21	1.45	1.50	1.52
Loss Standard Deviation	0.54	0.41	0.45
Sharpe Ratio (1%)	0.26	0.49	0.73	1.58	2.18	2.98	4.40
Average Gain / Average Loss	1.28	1.78	1.46
Profit / Loss Ratio	3.25	6.24	13.45
Downside Deviation (10%)	0.51	0.99	1.60	2.40	3.26	4.05	6.20
Downside Deviation (5%)	0.36	0.45	0.54	0.12	0.11
Downside Deviation (0%)	0.34	0.34	0.38
Sortino Ratio (10%)	-0.35	-0.52	-0.67	-0.87	-0.90	-0.93	-0.97
Sortino Ratio (5%)	0.41	1.04	1.67	15.34	28.04
Sortino Ratio (0%)	0.69	2.08	3.67

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.

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Aire Capital Management LLC : General Program (Proprietary)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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