BOT Trading LLC : BOT Ltd. Edition Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -23.17% Min Investment $ 50k Mgmt. Fee 2.40% Perf. Fee 20.00% Annualized Vol 51.75% Sharpe (RFR=1%) 1.08 CAROR - Assets $ 510k Worst DD -25.42 S&P Correlation 0.21 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 Aug Qtr 2020 1yr 3yr 5yr 10yr Since11/2011 BOT Ltd. Edition -23.17 - - - - - - 44.02 S&P 500 1.98 - - - - - - 198.14 +/- S&P 500 -25.15 - - - - - - -154.13 Strategy Description SummaryThis is predominantly a bond options trading program. FOR QEPs ONLY.BOT Limited edition: CKP will only accept 15 accounts. ALL PERFORMANCE DATA TO DATE ARE BASED ON THE PERFORMANCE OF A PROPRIETARY ACCOUNT, ADJUSTED PRO-FORMA TO REFLECT ACCRUED CTA FEES. HOWEVER, CLIENT ACCOUNTS SHOW... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 25k CTA Max Funding Factor 1.00 Management Fee 2.40% Performance Fee 20.00% Average Commission $12.50 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 18000 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD -15.00% Worst Peak-to-Trough 23.17% Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 10.00% Option-writing 80.00% Pattern Recognition 10.00% Composition Interest Rates 95.00% Other 5.00% SummaryThis is predominantly a bond options trading program. FOR QEPs ONLY.BOT Limited edition: CKP will only accept 15 accounts. ALL PERFORMANCE DATA TO DATE ARE BASED ON THE PERFORMANCE OF A PROPRIETARY ACCOUNT, ADJUSTED PRO-FORMA TO REFLECT ACCRUED CTA FEES. HOWEVER, CLIENT ACCOUNTS SHOW VIRTUALLY THE SAME PERFORMANCE AS THE ADJUSTED PROPRIETARY ACCOUNT. Investment StrategyMostly selling "behind the trend" covered options on US 30 year bonds. For more info see DDOC.Risk ManagementDynamic positioning, covered positions only, staggered hard stops on UC. 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 -25.42 4 - 4/1/2012 8/1/2012 -0.15 1 1 12/1/2011 1/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 47.87 2 11/1/2011 12/1/2011 30.78 3 2/1/2012 4/1/2012 11.91 2 6/1/2012 7/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -23.17 1 8/1/2012 8/1/2012 -13.26 1 5/1/2012 5/1/2012 -0.15 1 1/1/2012 1/1/2012 Show More Time Windows Analysis 1 Month3 Month Number of Periods10.008.00 Percent Profitable70.0075.00 Average Period Return4.7216.50 Average Gain11.9724.83 Average Loss-12.19-8.47 Best Period30.6347.65 Worst Period-23.17-14.02 Standard Deviation14.9421.48 Gain Standard Deviation9.2717.35 Loss Standard Deviation11.557.84 Sharpe Ratio (1%)0.310.76 Average Gain / Average Loss0.982.93 Profit / Loss Ratio2.298.79 Downside Deviation (10%)8.625.59 Downside Deviation (5%)8.485.17 Downside Deviation (0%)8.445.06 Sortino Ratio (10%)0.502.73 Sortino Ratio (5%)0.553.15 Sortino Ratio (0%)0.563.26 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