Ascendant Asset Advisors : Aggressive Options Program

archived programs
Year-to-Date
N / A
Dec Performance
-21.16%
Min Investment
$ 100k
Mgmt. Fee
2.50%
Perf. Fee
25.00%
Annualized Vol
71.15%
Sharpe (RFR=1%)
0.54
CAROR
-
Assets
$ 381k
Worst DD
-41.05
S&P Correlation
0.61

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
3/2009
Aggressive Options Program -21.16 - - - - - - 15.91
S&P 500 1.78 - - - - - - 334.17
+/- S&P 500 -22.94 - - - - - - -318.26

Strategy Description

Summary

The Aggressive Options Program trades options on futures by utilizing a proprietary systematic approach and process with respect to the design, timing, selection and maintenance of positions, yet remains discretionary in terms of its actual implementation. Ascendant’s investment objective,... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.50%
Performance Fee 25.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Anytime
Redemption Frequency Monthly
Investor Requirements Any Investor
Lock-up Period 1

Trading

Trading Frequency 12000 RT/YR/$M
Avg. Margin-to-Equity 60%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 10.00%
1-3 Months 90.00%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 70.00%
Systematic 30.00%

Strategy

Option-spreads
33.00%
Option-writing
33.00%
Spreading/hedging
33.00%
Strategy Pie Chart

Summary

The Aggressive Options Program trades options on futures by utilizing a proprietary systematic approach and process with respect to the design, timing, selection and maintenance of positions, yet remains discretionary in terms of its actual implementation. Ascendant’s investment objective, with this program, is to consistently generate considerable, above-average absolute returns, irrespective of underlying market conditions. This program writes covered and uncovered options on select classes of futures contracts, such as indices, financials, and commodities, which are traded on domestic and foreign exchanges.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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:
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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
-41.05 6 - 6/1/2009 12/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
96.64 4 3/1/2009 6/1/2009
21.27 1 11/1/2009 11/1/2009
2.56 1 9/1/2009 9/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-31.96 2 7/1/2009 8/1/2009
-21.16 1 12/1/2009 12/1/2009
-11.65 1 10/1/2009 10/1/2009
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Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable60.0037.50
Average Period Return3.294.58
Average Gain16.7948.55
Average Loss-16.96-21.80
Best Period35.5090.63
Worst Period-21.16-30.22
Standard Deviation20.5442.94
Gain Standard Deviation14.2640.48
Loss Standard Deviation3.979.39
Sharpe Ratio (1%)0.160.10
Average Gain / Average Loss0.992.23
Profit / Loss Ratio1.491.34
Downside Deviation (10%)11.2019.38
Downside Deviation (5%)10.9918.66
Downside Deviation (0%)10.9418.47
Sortino Ratio (10%)0.260.17
Sortino Ratio (5%)0.290.23
Sortino Ratio (0%)0.300.25

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.