Financial Commodity Investments : FX Premium Program (Prop) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance -0.33% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.90% Sharpe (RFR=1%) -0.07 CAROR - Assets $ 1k Worst DD -7.99 S&P Correlation -0.44 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 2020 1yr 3yr 5yr 10yr Since1/2011 FX Premium Program (Prop) -0.33 - - - - - -0.21 -0.21 S&P 500 4.36 - - - - - 16.10 189.04 +/- S&P 500 -4.69 - - - - - -16.31 -189.25 Strategy Description SummaryThe goal of FCI is to achieve capital appreciation with the use of alternative investment strategies. FCI will attempt to obtain consistent quarterly returns that exceed those of the equity market and to protect capital against adverse market trends.... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $20.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1656 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD Worst Peak-to-Trough -8.77% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 65.00% Intraday 30.00% Decision-Making Discretionary 40.00% Systematic 60.00% Strategy Momentum 50.00% Option-spreads 20.00% Option-writing 20.00% Trend-following 10.00% Composition Currency Futures 100.00% SummaryThe goal of FCI is to achieve capital appreciation with the use of alternative investment strategies. FCI will attempt to obtain consistent quarterly returns that exceed those of the equity market and to protect capital against adverse market trends.Investment StrategyFCI - FXPP engages in the selling or “writing” of options (puts and calls) on currency futures; within FXPP, FCI also sells vertical credit spreads and some volatility spreads like strangles or iron condors, for example. Also within FXPP, FCI utilizes a short-term momentum trading strategy; with this non-option selling component in FXPP, FCI will go long or short an underlying currency futures contract either using full size currency futures, e-mini or e-micro currency futures. We may hedge mark-to-market losses on short option positions that we intend to hold by going long or short the underlying e-micro currency futures contracts or full size currency futures contracts if the market structure is appropriate. However, in the future, FCI - FXPP may trade a broader portfolio of options, futures and cash markets. In doing so FCI reserves the right to place trades in any commodity futures contract or option contract thereon, on any exchange, foreign or domestic, at FCI's sole discretion. FCI may use other volatility spreads in the future in FXPP such as a backspread, ratio vertical spread, straddle, butterfly, or calendar spread.Risk ManagementFCI projects a trading range for a commodity contract over a specified period of time, usually from four (4) days to three (3) months. After considering other factors, FCI sells put and/or call options on the outer limits of that trading range. If the contract price stays within the projected range, time will erode the value of the option to the purchaser, the option will be worthless at expiration, and the premium that the client collected upfront, net of brokerage fees, will be profit. If the contract price starts to get close to a strike price and threatens to breach one of the projected limits, FCI will hedged is positions as a method of managing risk.It should be emphasized that, unlike an option buyer who risks losing only his investment in the premium, the seller of an option has unlimited risk. FCI must carefully manage this risk. If it does not manage this risk, a client could have substantial losses. In addition, there may be market conditions that make it impossible to properly manage this risk. Thus, FCI’s options selling program is designed for sophisticated investors who can accept a high degree of risk. Due to the risks involved in selling options, significant emphasis is placed on risk management techniques to minimize the losses on any particular trade on the portfolio as a whole. Stop-losses orders are used and managed in a proprietary manner to balance the potential loss in any trade versus the opportunity for maximum profit. Stop-loss orders may not necessarily limit losses since they become market orders upon execution; as a result a stop-loss order may not be executed at the stop-loss price. Depending on the model used, risk may be managed through variable position size or risk levels for any market. Additionally, modern portfolio techniques are used to construct the overall portfolio for a given program. These techniques will account for the volatility and correlation for markets as well as behavior during specific market extremes. Portfolio adjustments will be made to account for systematic changes in the relationships across markets. Portfolios are managed to meet risk and volatility tolerances. 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 -7.99 2 3 1/1/2011 3/1/2011 -3.01 1 - 9/1/2011 10/1/2011 -2.25 2 1 6/1/2011 8/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 8.88 3 4/1/2011 6/1/2011 2.46 2 11/1/2011 12/1/2011 2.34 1 9/1/2011 9/1/2011 0.53 1 1/1/2011 1/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.99 2 2/1/2011 3/1/2011 -3.01 1 10/1/2011 10/1/2011 -2.25 2 7/1/2011 8/1/2011 -0.33 1 1/1/2012 1/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods13.0011.008.00 Percent Profitable53.8563.6475.00 Average Period Return0.020.502.16 Average Gain2.003.043.24 Average Loss-2.28-3.94-1.07 Best Period4.548.888.92 Worst Period-6.74-7.50-1.55 Standard Deviation2.864.803.50 Gain Standard Deviation1.323.413.39 Loss Standard Deviation2.393.500.68 Sharpe Ratio (1%)-0.020.050.47 Average Gain / Average Loss0.880.773.03 Profit / Loss Ratio1.021.359.09 Downside Deviation (10%)2.353.672.14 Downside Deviation (5%)2.183.120.83 Downside Deviation (0%)2.143.000.59 Sortino Ratio (10%)-0.16-0.20-0.14 Sortino Ratio (5%)-0.030.082.00 Sortino Ratio (0%)0.010.173.69 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