Daksh Asset Management Limited : Visorr Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 5.26% Min Investment $ 60k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.59% Sharpe (RFR=1%) 1.17 CAROR 12.47% Assets $ 275k Worst DD -7.18 S&P Correlation 0.06 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 Since3/2013 Visorr 5.26 - - - - - - 34.14 S&P 500 -6.26 - - - - - - 136.93 +/- S&P 500 11.52 - - - - - - -102.79 Strategy Description SummaryDaksh's approach relies on proposing a trading hypothesis based on our understanding of the market and rigorously testing the hypothesis on data. A strategy must demonstrate high profitability after adjusting for risk and drawdowns before being accepted. We are willing to accept even... Read More Account & Fees Type Managed Account Minimum Investment $ 60k Trading Level Incremental Increase $ 60k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1015 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD Worst Peak-to-Trough 12.61% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 100.00% Composition VIX 100.00% SummaryDaksh's approach relies on proposing a trading hypothesis based on our understanding of the market and rigorously testing the hypothesis on data. A strategy must demonstrate high profitability after adjusting for risk and drawdowns before being accepted. We are willing to accept even large drawdowns if the returns rebound quickly, the risk of margin shortfall is controlled for and the adjusted returns are still attractive. Investment StrategyThe strategy relies on statistical and behavioural modelling of the VIX futures market to generate returns. This is a directional strategy and can be net long or short volatility. The strategy's output is rigorously adhered to while trading. News and opinions are intentionally ignored. Rather, the strategy waits for the news to filter through to the price and then tries to profit from the subsequent price movement. Risk ManagementThe program takes outright positions on the futures or on a calendar spread depending on the environment. Margin to equity ranges between 6%-15%. Existing positions are closed out and trading halted when the strategy deems that the market volatility is too extreme and breaches the modelling assumptions. 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 -7.18 1 3 12/1/2014 1/1/2015 -6.81 3 4 1/1/2014 4/1/2014 -3.39 1 1 6/1/2015 7/1/2015 -2.15 2 2 8/1/2014 10/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.46 11 3/1/2013 1/1/2014 14.52 5 2/1/2015 6/1/2015 10.37 4 5/1/2014 8/1/2014 5.26 1 8/1/2015 8/1/2015 2.35 2 11/1/2014 12/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.18 1 1/1/2015 1/1/2015 -6.81 3 2/1/2014 4/1/2014 -3.39 1 7/1/2015 7/1/2015 -2.15 2 9/1/2014 10/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods30.0028.0025.0019.0013.00 Percent Profitable76.6775.0084.0094.74100.00 Average Period Return1.022.875.408.5413.13 Average Gain2.194.606.849.2613.13 Average Loss-2.81-2.31-2.15-4.38 Best Period5.8910.1414.3518.0323.90 Worst Period-7.18-6.81-4.20-4.385.00 Standard Deviation2.774.145.104.885.97 Gain Standard Deviation1.652.954.143.855.97 Loss Standard Deviation2.182.521.70 Sharpe Ratio (1%)0.340.630.961.551.95 Average Gain / Average Loss0.781.993.182.11 Profit / Loss Ratio2.565.9716.7138.04 Downside Deviation (10%)1.842.132.022.190.92 Downside Deviation (5%)1.701.731.211.23 Downside Deviation (0%)1.671.641.041.00 Sortino Ratio (10%)0.330.771.451.626.04 Sortino Ratio (5%)0.551.514.056.11 Sortino Ratio (0%)0.611.755.188.50 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