Equity Armor Investments, LLC : Armor Alpha Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 10.67% Jul Performance 7.06% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 19.51% Sharpe (RFR=1%) 1.33 CAROR - Assets $ 2.3M Worst DD -10.24 S&P Correlation 0.01 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since10/2019 Armor Alpha 7.06 8.37 10.67 8.55 - - - 57.93 S&P 500 2.27 5.12 20.81 38.73 - - - 53.93 +/- S&P 500 4.79 3.25 -10.15 -30.18 - - - 4.00 Strategy Description SummaryArmor Alpha is a strategy that has worked in periods of extreme volatility, adds diversification, which can be profitable when equities are not. EQUITY ARMOR INVESTMENTS, LLC ("EAI") is a Commodity Trading Advisor (CTA) offering an algorithmic managed futures and future options... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.50 Management Fee 2.00% Performance Fee 20.00% Average Commission 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 500 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD 12.00% Worst Peak-to-Trough Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 30.00% 1-3 Months 50.00% 1-30 Days 20.00% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Momentum 10.00% Option-purchasing 10.00% Option-spreads 10.00% Option-writing 10.00% Spreading/hedging 60.00% Composition Stock Indices 50.00% VIX 50.00% SummaryArmor Alpha is a strategy that has worked in periods of extreme volatility, adds diversification, which can be profitable when equities are not. EQUITY ARMOR INVESTMENTS, LLC ("EAI") is a Commodity Trading Advisor (CTA) offering an algorithmic managed futures and future options programInvestment StrategyArmor Alpha combines index option based strategies that are net long S&P 500 futures and options along with EAVOL Index, which trades VIX futures, in order to arbitrage 30 day expiring option implied volatility and short term VIX futures. Allocations are based on notional account values and then implemented in S&P 500 futures and future options, EAVOL Index and short near term VIX futures.Risk Management Brian Stutland, Chief Investment Officer, founded EAI and using his 20+ years of option floor trading experience designed the trading program using the firms proprietary EAVOL Index to hedge risk when taking long beta bets to the S&P 500. 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 -10.24 1 1 1/1/2020 2/1/2020 -7.17 2 6 8/1/2020 10/1/2020 -0.27 1 1 4/1/2021 5/1/2021 -0.12 1 1 1/1/0001 10/1/2019 -0.08 1 1 4/1/2020 5/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.56 2 3/1/2020 4/1/2020 18.06 3 6/1/2020 8/1/2020 10.44 3 11/1/2019 1/1/2020 8.37 2 6/1/2021 7/1/2021 7.22 3 11/1/2020 1/1/2021 6.88 2 3/1/2021 4/1/2021 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.24 1 2/1/2020 2/1/2020 -7.17 2 9/1/2020 10/1/2020 -5.58 1 2/1/2021 2/1/2021 -0.27 1 5/1/2021 5/1/2021 -0.12 1 10/1/2019 10/1/2019 -0.08 1 5/1/2020 5/1/2020 Show More 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