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/ BOT Trading LLC / BOT Ltd. Edition

BOT Trading LLC : BOT Ltd. Edition

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archived programsClosed to new investments
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
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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 Since
11/2011
BOT Ltd. Edition -23.17 - - - - - - 44.02
S&P 500 1.98 - - - - - - 198.14
+/- S&P 500 -25.15 - - - - - - -154.13

Strategy Description

Summary

This 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%
Strategy Pie Chart

Composition

Interest Rates
95.00%
Other
5.00%
Composition Pie Chart

Summary

This 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 Strategy

Mostly selling "behind the trend" covered options on US 30 year bonds. For more info see DDOC.

Risk Management

Dynamic positioning, covered positions only, staggered hard stops on UC.

   

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

Monthly Annual
Reward
Average RoR:
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Average Loss:
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
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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
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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
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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.

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