Compak Alternative Investments, LLC : Stock Index Option Writing Program

archived programs
Year-to-Date
N / A
Aug Performance
3.38%
Min Investment
$ 10k
Mgmt. Fee
3.00%
Perf. Fee
25.00%
Annualized Vol
11.04%
Sharpe (RFR=1%)
2.68
CAROR
-
Assets
$ 27.1M
Worst DD
-4.96
S&P Correlation
0.43

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
6/2007
Stock Index Option Writing Program 3.38 - - - - - - 44.93
S&P 500 1.22 - - - - - - 121.39
+/- S&P 500 2.16 - - - - - - -76.46

Strategy Description

Summary

-Compak Alternative Investments' principal investment objective is to realize capital appreciation while actively managing risk. This objective is achieved through selling out-of-the-money options (calls & puts) on various stock indices. Primary focus is on the S&P 500 and Russell... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 10k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 3.00%
Performance Fee 25.00%
Average Commission $0
Available to US Investors Yes

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

-Compak Alternative Investments' principal investment objective is to realize capital appreciation while actively managing risk. This objective is achieved through selling out-of-the-money options (calls & puts) on various stock indices. Primary focus is on the S&P 500 and Russell 2000 indices, however the manager reserves the right to invest into any index. Risk management tools such as VaR (Value at Risk) are used on a daily basis to monitor the overall risk of the portfolio. &

   

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
-4.96 1 1 12/1/2007 1/1/2008
-4.55 1 1 6/1/2007 7/1/2007
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
28.29 7 2/1/2008 8/1/2008
22.64 5 8/1/2007 12/1/2007
1.54 1 6/1/2007 6/1/2007
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-4.96 1 1/1/2008 1/1/2008
-4.55 1 7/1/2007 7/1/2007
Show More

Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods15.0013.0010.00
Percent Profitable86.67100.00100.00
Average Period Return2.558.3717.36
Average Gain3.688.3717.36
Average Loss-4.76
Best Period6.1013.8724.10
Worst Period-4.962.4314.60
Standard Deviation3.193.992.95
Gain Standard Deviation1.263.992.95
Loss Standard Deviation0.29
Sharpe Ratio (1%)0.772.045.72
Average Gain / Average Loss0.77
Profit / Loss Ratio5.03
Downside Deviation (10%)1.89
Downside Deviation (5%)1.77
Downside Deviation (0%)1.74
Sortino Ratio (10%)1.14
Sortino Ratio (5%)1.40
Sortino Ratio (0%)1.47

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.