DeltaHedge : VIXVOX 2 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -5.31% Min Investment € 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.40% Sharpe (RFR=1%) 0.58 CAROR 12.79% Assets € 1.2M Worst DD -24.35 S&P Correlation 0.03 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 YTD 1yr 3yr 5yr 10yr Since8/2015 VIXVOX 2 -5.31 - - 0.00 6.32 43.79 - 63.49 S&P 500 -1.81 - - 0.85 33.43 44.59 - 75.68 +/- S&P 500 -3.50 - - -0.85 -27.11 -0.80 - -12.19 Strategy Description SummaryVIXVOX Program is based on a strategy developed by Edoardo Ciravegna, Asset Manager with more than 25 years of experience in the financial markets. The program trades in CBOE VIX Futures and EUREX VSTOXX Futures, with a “carry” volatility strategy and / or exploiting strong directional... Read More Account & Fees Type Managed Account Minimum Investment € 250k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 18800 RT/YR/$M Avg. Margin-to-Equity 16% Targeted Worst DD Worst Peak-to-Trough 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 Systematic 100.00% Strategy Counter-trend 8.00% Pattern Recognition 16.00% Spreading/hedging 16.00% Trend-following 60.00% Composition VIX 100.00% SummaryVIXVOX Program is based on a strategy developed by Edoardo Ciravegna, Asset Manager with more than 25 years of experience in the financial markets. The program trades in CBOE VIX Futures and EUREX VSTOXX Futures, with a “carry” volatility strategy and / or exploiting strong directional movements. The following results are displayed with reference to the EUR traded Program. 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 -24.35 4 5 10/1/2015 2/1/2016 -20.62 12 - 1/1/2017 1/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 47.54 7 7/1/2016 1/1/2017 28.97 3 8/1/2015 10/1/2015 27.07 3 3/1/2016 5/1/2016 23.92 1 2/1/2018 2/1/2018 8.01 2 4/1/2019 5/1/2019 4.15 1 1/1/2016 1/1/2016 3.13 1 7/1/2019 7/1/2019 1.61 1 9/1/2017 9/1/2017 1.26 2 1/1/2019 2/1/2019 0.86 2 4/1/2018 5/1/2018 0.76 1 9/1/2018 9/1/2018 0.55 1 7/1/2017 7/1/2017 0.44 1 11/1/2017 11/1/2017 0.31 1 7/1/2018 7/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.27 2 11/1/2015 12/1/2015 -13.85 5 2/1/2017 6/1/2017 -12.20 1 2/1/2016 2/1/2016 -8.25 2 12/1/2017 1/1/2018 -6.64 3 10/1/2018 12/1/2018 -5.31 1 8/1/2019 8/1/2019 -3.90 1 6/1/2018 6/1/2018 -3.41 1 3/1/2018 3/1/2018 -2.62 1 3/1/2019 3/1/2019 -2.08 1 8/1/2017 8/1/2017 -0.90 1 6/1/2016 6/1/2016 -0.19 1 8/1/2018 8/1/2018 -0.06 1 10/1/2017 10/1/2017 -0.03 1 6/1/2019 6/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods49.0047.0044.0038.0032.0026.0014.00 Percent Profitable55.1048.9452.2773.6875.0076.92100.00 Average Period Return1.223.276.3714.4018.0220.1239.75 Average Gain5.1212.3819.3122.7625.6729.2939.75 Average Loss-3.57-5.47-7.81-9.01-4.93-10.44 Best Period23.9228.9748.7185.1081.2882.7667.47 Worst Period-12.20-15.19-14.86-20.62-8.32-12.6612.67 Standard Deviation6.7611.5217.2325.0723.2524.8714.40 Gain Standard Deviation6.329.2914.0823.8921.9420.6814.40 Loss Standard Deviation3.364.524.086.793.223.22 Sharpe Ratio (1%)0.170.260.340.530.710.732.55 Average Gain / Average Loss1.442.272.472.525.212.81 Profit / Loss Ratio1.762.172.717.0715.639.36 Downside Deviation (10%)3.455.747.628.016.9210.160.83 Downside Deviation (5%)3.295.166.376.113.556.14 Downside Deviation (0%)3.255.026.065.682.895.21 Sortino Ratio (10%)0.240.360.511.171.510.9729.05 Sortino Ratio (5%)0.350.580.922.194.652.95 Sortino Ratio (0%)0.380.651.052.536.243.86 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 6 0.00 9/2019 Systematic Trader Index Month 9 5.89 5/2019 Trend Following Strategy Index Month 5 5.89 5/2019 IASG CTA Index 3 Year 10 47.36 2015 - 2018 Trend Following Strategy Index Month 9 0.76 9/2018 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