Alesia Capital Management : Discretionary Mgd Program - Institutional Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance 0.58% Min Investment $ 100k Mgmt. Fee 1.50% Perf. Fee 15.00% Annualized Vol 3.70% Sharpe (RFR=1%) 2.05 CAROR - Assets $ 72k Worst DD -2.68 S&P Correlation 0.16 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since3/2014 Discretionary Mgd Program - Institutional 0.58 - - - - - - 17.63 S&P 500 -5.07 - - - - - - 108.02 +/- S&P 500 5.65 - - - - - - -90.39 Strategy Description SummaryDISCRETIONARY MANAGEMENT ACCOUNT PROGRAM – INSTITUTIONAL The Discretionary Management Account Program – Institutional may take positions in all market sectors at any given time. The program will also sell “covered” options. A “covered” option is an option with a predefined loss limit.... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 1.00 Management Fee 1.50% Performance Fee 15.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 300 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -5.00% Worst Peak-to-Trough 10.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 30.00% 1-30 Days 70.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-spreads 75.00% Option-writing 25.00% Composition Currency Futures 20.00% Precious Metals 20.00% Energy 20.00% Interest Rates 20.00% Grains 10.00% Stock Indices 10.00% SummaryDISCRETIONARY MANAGEMENT ACCOUNT PROGRAM – INSTITUTIONAL The Discretionary Management Account Program – Institutional may take positions in all market sectors at any given time. The program will also sell “covered” options. A “covered” option is an option with a predefined loss limit. Specifically, the strategy consists of selling one option position while simultaneously buying another option position with a net credit inflow of premium. The strategy is executed both on the call side of the market through the sale of call credit spreads and on the put side of the market through the sale of put credit spreads. The investor profits when the market price of underlying futures contracts stays below sold call strike prices and above sold put strike prices. The investor incurs a loss when unexpected price movements breach or approach the strike prices of sold options. Market sectors traded include: Equity Indices, Metals, Energy, Currency, Agriculture, Softs, and Interest Rates. Multiple positions in any given sector or market may be established. The program accepts a minimum account size of $100,000, or lesser amounts as accepted at the discretion of the Advisor. The Advisor recommends that commission rates not exceed $10 per round-turn. 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 -2.68 2 2 8/1/2014 10/1/2014 -1.27 1 - 11/1/2015 12/1/2015 -0.23 1 1 12/1/2014 1/1/2015 -0.03 1 1 6/1/2014 7/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 13.30 10 2/1/2015 11/1/2015 3.69 4 3/1/2014 6/1/2014 3.58 2 11/1/2014 12/1/2014 0.58 1 1/1/2016 1/1/2016 0.29 1 8/1/2014 8/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -2.68 2 9/1/2014 10/1/2014 -1.27 1 12/1/2015 12/1/2015 -0.23 1 1/1/2015 1/1/2015 -0.03 1 7/1/2014 7/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods23.0021.0018.0012.00 Percent Profitable78.2676.1994.44100.00 Average Period Return0.712.204.7310.67 Average Gain1.153.135.0810.67 Average Loss-0.84-0.81-1.20 Best Period2.625.058.8117.01 Worst Period-2.10-2.40-1.206.98 Standard Deviation1.072.023.173.24 Gain Standard Deviation0.631.122.893.24 Loss Standard Deviation0.850.91 Sharpe Ratio (1%)0.590.971.342.99 Average Gain / Average Loss1.363.884.22 Profit / Loss Ratio4.8912.4371.82 Downside Deviation (10%)0.691.071.09 Downside Deviation (5%)0.560.650.40 Downside Deviation (0%)0.530.560.28 Sortino Ratio (10%)0.450.912.08 Sortino Ratio (5%)1.132.9910.56 Sortino Ratio (0%)1.353.9216.69 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