Diversified Capital Management : Alpha Index Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance 3.00% Min Investment $ 50k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 13.53% Sharpe (RFR=1%) 1.03 CAROR 14.96% Assets $ 50k Worst DD -8.65 S&P Correlation 0.47 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since8/2013 Alpha Index 3.00 - - - - 11.47 - 62.90 S&P 500 1.79 - - - - 73.64 - 138.51 +/- S&P 500 1.21 - - - - -62.17 - -75.61 Strategy Description SummaryThe Alpha Index program was designed to mimic many of the benefits of being long benchmark indices while mitigating many of the risks associated with them. With the major benchmark US indices near all-time highs, we believe mitigating the risk of a downturn has never been more important.... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 1.50 Management Fee 1.00% Performance Fee 10.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -25.00% Worst Peak-to-Trough 25.00% Sector Focus Stock Index Traders Holding Periods Over 12 Months 4-12 Months 10.00% 1-3 Months 65.00% 1-30 Days 20.00% Intraday 5.00% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Fundamental 5.00% Option-purchasing 10.00% Option-spreads 15.00% Option-writing 5.00% Pattern Recognition 10.00% Technical 25.00% Trend-following 30.00% Composition Stock Indices 100.00% SummaryThe Alpha Index program was designed to mimic many of the benefits of being long benchmark indices while mitigating many of the risks associated with them. With the major benchmark US indices near all-time highs, we believe mitigating the risk of a downturn has never been more important. Investment StrategyThe program specializes in Long Only, but not ONLY and ALWAYS long. DCM’s managers use their market expertise to evaluate over and under bought market conditions and adjust the portfolio exposure accordingly. Additionally the program will hedge the long positions in a number of ways. Including; selling out of the money calls, purchasing puts, put spreads and selling call spreads to enhance income generation and provide a partial hedge to downside risk.Risk ManagementAlthough the Alpha Index program only goes long the major benchmark indices, it’s not ALWAYS long and it’s not always ONLY long. In fact, the program has two distinct methods of managing it’s long index exposure. The first is by adjusting it’s long holdings. Alpha Index has three potential weightings of the indices it purchases:Flat, Long, Over Weight The second method is hedging positions with options or calendar spreads. One method we implement is holding Short Call positions. However, if conditions merit, we will also hold long puts, put spreads and even hold a short futures calendar/cross-index spread to hedge our risk. 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 -8.65 1 1 12/1/2013 1/1/2014 -7.40 2 11 2/1/2015 4/1/2015 -3.90 1 1 9/1/2016 10/1/2016 -3.70 1 2 8/1/2014 9/1/2014 -2.14 1 2 1/1/0001 8/1/2013 -1.09 1 1 11/1/2016 12/1/2016 -1.09 2 1 5/1/2014 7/1/2014 -0.37 1 1 3/1/2016 4/1/2016 -0.25 1 1 6/1/2016 7/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 26.26 4 2/1/2014 5/1/2014 15.38 4 9/1/2013 12/1/2013 14.13 5 10/1/2014 2/1/2015 6.59 1 11/1/2016 11/1/2016 4.51 2 5/1/2016 6/1/2016 3.91 2 11/1/2015 12/1/2015 3.43 1 8/1/2014 8/1/2014 3.39 4 5/1/2015 8/1/2015 3.00 1 1/1/2017 1/1/2017 2.03 2 8/1/2016 9/1/2016 1.62 2 2/1/2016 3/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.65 1 1/1/2014 1/1/2014 -7.40 2 3/1/2015 4/1/2015 -3.90 1 10/1/2016 10/1/2016 -3.70 1 9/1/2014 9/1/2014 -2.14 1 8/1/2013 8/1/2013 -1.09 1 12/1/2016 12/1/2016 -1.09 2 6/1/2014 7/1/2014 -0.48 1 1/1/2016 1/1/2016 -0.37 1 4/1/2016 4/1/2016 -0.25 1 7/1/2016 7/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods42.0040.0037.0031.0025.0019.00 Percent Profitable66.6785.0089.1996.77100.00100.00 Average Period Return1.243.807.0213.1318.1624.11 Average Gain2.905.108.1913.5718.1624.11 Average Loss-2.43-3.57-2.63-0.19 Best Period14.8424.3424.8937.7949.6343.26 Worst Period-8.65-5.67-4.26-0.195.5711.77 Standard Deviation3.915.516.7110.4011.7310.59 Gain Standard Deviation3.324.886.1210.2811.7310.59 Loss Standard Deviation2.821.731.09 Sharpe Ratio (1%)0.300.650.971.171.422.09 Average Gain / Average Loss1.201.433.1270.66 Profit / Loss Ratio2.798.1025.712119.73 Downside Deviation (10%)2.091.961.711.360.54 Downside Deviation (5%)1.971.601.070.22 Downside Deviation (0%)1.941.510.920.03 Sortino Ratio (10%)0.401.312.675.9619.69 Sortino Ratio (5%)0.592.226.0755.92 Sortino Ratio (0%)0.642.517.65380.54 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 2 6.59 11/2016 Discretionary Trader Index Month 7 6.59 11/2016 Systematic Trader Index Month 8 6.59 11/2016 Stock Index Trader Index Month 10 1.03 8/2016 Stock Index Trader Index Month 10 1.95 5/2016 Stock Index Trader Index Month 4 2.37 12/2015 Discretionary Trader Index Month 6 2.37 12/2015 Stock Index Trader Index Month 10 1.50 11/2015 Stock Index Trader Index Month 9 0.62 8/2015 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