Badger Investment Group : Index Program

archived programs
Year-to-Date
N / A
Aug Performance
8.65%
Min Investment
$ 25k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
46.71%
Sharpe (RFR=1%)
0.01
CAROR
-12.45%
Assets
$ 107k
Worst DD
-83.69
S&P Correlation
0.24

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
3/2004
Index Program 8.65 - - - - - - -45.04
S&P 500 1.22 - - - - - - 207.59
+/- S&P 500 7.43 - - - - - - -252.63

Strategy Description

Summary

-BADGER INVESTMENT GROUP, LLC - INDEX OPTIONS PROGRAM seeks to achieve its objective primarily by writing short dated index (futures option) credit spreads, with the goal of having them decrease in value. A number of hedging strategies may be deployed at various times in order to reduce... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

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

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-BADGER INVESTMENT GROUP, LLC - INDEX OPTIONS PROGRAM seeks to achieve its objective primarily by writing short dated index (futures option) credit spreads, with the goal of having them decrease in value. A number of hedging strategies may be deployed at various times in order to reduce the risk of certain positions. Option contracts may be written on one or both sides of the market, depending on a number of factors. Additional hedging strategies were implemented at the beginning of 2005 to reduce potential downside volatility.

   

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:
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
-83.69 18 - 1/1/2007 7/1/2008
-37.08 3 14 9/1/2004 12/1/2004
-2.33 1 1 1/1/0001 3/1/2004
-1.14 1 1 2/1/2006 3/1/2006
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
83.17 10 4/1/2006 1/1/2007
67.85 6 4/1/2004 9/1/2004
39.11 3 12/1/2005 2/1/2006
19.41 3 4/1/2005 6/1/2005
15.21 1 9/1/2007 9/1/2007
13.99 1 1/1/2005 1/1/2005
13.23 2 8/1/2005 9/1/2005
12.57 4 2/1/2008 5/1/2008
8.65 1 8/1/2008 8/1/2008
4.11 3 4/1/2007 6/1/2007
4.07 1 12/1/2007 12/1/2007
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-62.22 1 1/1/2008 1/1/2008
-40.76 2 7/1/2007 8/1/2007
-37.08 3 10/1/2004 12/1/2004
-24.72 2 10/1/2007 11/1/2007
-21.92 2 10/1/2005 11/1/2005
-21.29 2 2/1/2007 3/1/2007
-12.50 2 6/1/2008 7/1/2008
-2.33 1 3/1/2004 3/1/2004
-1.14 1 3/1/2006 3/1/2006
-0.53 1 7/1/2005 7/1/2005
-0.27 2 2/1/2005 3/1/2005
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods54.0052.0049.0043.0037.0031.0019.00
Percent Profitable64.8155.7751.0258.1467.5767.7452.63
Average Period Return0.120.23-0.106.1019.7730.3211.54
Average Gain6.9317.8731.2544.9757.9572.2969.48
Average Loss-12.43-22.01-32.75-47.89-59.78-57.83-52.83
Best Period17.3340.5067.85116.49122.72181.71158.29
Worst Period-62.22-63.18-69.53-83.45-83.69-77.26-63.68
Standard Deviation13.4825.0738.4254.8467.5574.6778.14
Gain Standard Deviation4.9711.3018.9229.1442.1448.0564.01
Loss Standard Deviation15.2419.1722.9530.3929.0226.6116.46
Sharpe Ratio (1%)0.000.00-0.020.090.270.380.11
Average Gain / Average Loss0.560.810.950.940.971.251.32
Profit / Loss Ratio1.031.020.991.302.022.631.46
Downside Deviation (10%)11.6419.8529.2439.2041.5441.2848.61
Downside Deviation (5%)11.5119.3528.0836.9638.3236.8939.90
Downside Deviation (0%)11.4819.2327.8036.4037.5435.8437.90
Sortino Ratio (10%)-0.02-0.05-0.090.030.290.49-0.09
Sortino Ratio (5%)0.000.00-0.020.140.480.770.21
Sortino Ratio (0%)0.010.010.000.170.530.850.30

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.