BOT Trading LLC : BOT Ltd. Edition

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=0.50%)
1.09
CAROR
-
Assets
$ 510k
Worst DD
-25.42
S&P Correlation
0.36

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
11/2011
BOT Ltd. Edition -23.17 -14.02 - - - - - 44.02
S&P 500 1.98 7.35 - - - - - 10.61
+/- S&P 500 -25.15 -21.36 - - - - - 33.41

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.

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=0.50%)
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=0.50%)
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
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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.