Arx Asset Management, LLC : Arx Gold Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -3.15% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.76% Sharpe (RFR=1%) 0.35 CAROR - Assets $ 148k Worst DD -5.10 S&P Correlation 0.32 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since10/2011 Arx Gold Program -3.15 - - - - - - 4.34 S&P 500 -1.98 - - - - - - 223.93 +/- S&P 500 -1.17 - - - - - - -219.58 Strategy Description SummaryKenneth A. Brown brings over 18 years of experience in the securities industry to the firm. Mr. Brown began his trading career on the Philadelphia Stock Exchange with the Timber Hill Company in 1994, upon graduating from Lehigh University with a BS in Mathematics. In September 1997,... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD Worst Peak-to-Trough -2.37% Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 50.00% 1-30 Days 50.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Option-purchasing 33.00% Option-spreads 34.00% Option-writing 33.00% Composition Precious Metals 100.00% SummaryKenneth A. Brown brings over 18 years of experience in the securities industry to the firm. Mr. Brown began his trading career on the Philadelphia Stock Exchange with the Timber Hill Company in 1994, upon graduating from Lehigh University with a BS in Mathematics. In September 1997, he formed Urbro, LP, an options market making firm and specialized in index options trading. In January 2004, Mr. Brown became a member of the New York Mercantile Exchange where he traded crude oil options as a market maker. In August 2004, Mr. Brown formed Brown Asset Management, LLC, a CTA and CPO, where he served as CEO and Chief Investment Manager, with assets totaling over 17 million dollars. As of February 2012, Mr. Brown has been a Principal and Managing Partner of Arx Asset Management, LLC. Mr. Brown brings an extensive technical trading and proven money management background to Arx. Jason J. Mather has been in the securities industry since graduating from the University of Pennsylvania with a BS in Economics in 2000, when he became a member of the Philadelphia Stock Exchange and joined Urbro, LP as the head options trader of the technology sector. In 2004, Mr. Mather became a member of the New York Mercantile Exchange, COMEX Division, trading metal futures and options. Mr. Mather has also been a member of the New York Board of Trade, Intercontinental Exchange, FINEX, and CBOE, where he gained experience in soft commodities and financials. In February 2012, Mr. Mather became a Principal and Managing Partner at Arx Asset Management, LLC. Along with a strong fundamental trading background, Mr. Mather brings an extensive mathematical and programming aspect to the firm.Investment StrategyArx Gold Program (AGP) is a systematic program that trades options on Gold Futures; it is most commonly used as a hedge against premium selling programs but can stand alone as a strategy. When a signal is generated the Manager uses a combination of options to allow them to capitalize on the strategy without using a high margin-to-equity, thus limiting the potential for a large drawdown. The program is 1) a proprietary systematic trading model, 2) is non-trend following, 3) has a low margin-to-equity ratio, and 4) has non-correlated returns. * Performance prior to February 2012 is the performance of a Principal with Power of Attorney over accounts while Associated Person of an Introducing Broker. 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 -5.10 4 - 6/1/2012 10/1/2012 -3.15 2 1 12/1/2011 2/1/2012 -1.44 1 1 10/1/2011 11/1/2011 -1.41 1 2 3/1/2012 4/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 5.48 1 12/1/2011 12/1/2011 4.21 1 3/1/2012 3/1/2012 3.35 2 5/1/2012 6/1/2012 2.84 1 10/1/2011 10/1/2011 1.79 1 8/1/2012 8/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.04 2 9/1/2012 10/1/2012 -3.15 2 1/1/2012 2/1/2012 -1.82 1 7/1/2012 7/1/2012 -1.44 1 11/1/2011 11/1/2011 -1.41 1 4/1/2012 4/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods13.0011.008.00 Percent Profitable46.1581.8275.00 Average Period Return0.361.593.34 Average Gain2.952.534.80 Average Loss-1.85-2.68-1.03 Best Period5.486.917.90 Worst Period-3.15-3.34-1.92 Standard Deviation2.822.663.20 Gain Standard Deviation1.871.781.95 Loss Standard Deviation0.760.941.25 Sharpe Ratio (1%)0.100.500.89 Average Gain / Average Loss1.590.954.64 Profit / Loss Ratio1.374.2613.91 Downside Deviation (10%)1.741.691.81 Downside Deviation (5%)1.511.280.88 Downside Deviation (0%)1.451.180.68 Sortino Ratio (10%)-0.030.210.48 Sortino Ratio (5%)0.191.053.21 Sortino Ratio (0%)0.251.354.92 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