Financial Options Group Portfolio B : Abundance Blueprint (Proprietary)

archived programs
Year-to-Date
N / A
Oct Performance
1.09%
Min Investment
$ 15k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
10.72%
Sharpe (RFR=1%)
1.38
CAROR
16.38%
Assets
$ 155k
Worst DD
-10.76
S&P Correlation
-0.10

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
12/2009
Abundance Blueprint (Proprietary) 1.09 - - - - - 53.82 81.12
S&P 500 4.46 - - - - - 67.15 210.66
+/- S&P 500 -3.37 - - - - - -13.33 -129.54

Strategy Description

Summary

Financial Options Group (FOG) utilizes a market neutral option selling strategy. In most cases we position ourselves on both sides of the market (calls & puts). That is not to say we don't trade in trending markets, trends offer us some very desirable opportunities. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 15k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $20.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 1100 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD -15.00%
Worst Peak-to-Trough 2.59%
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 0%
4-12 Months 75.00%
1-3 Months 25.00%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Option-writing
99.00%
Other
1.00%
Strategy Pie Chart

Composition

Grains
45.00%
Softs
40.00%
Currency Futures
5.00%
Precious Metals
5.00%
Livestock
5.00%
Composition Pie Chart

Summary

Financial Options Group (FOG) utilizes a market neutral option selling strategy. In most cases we position ourselves on both sides of the market (calls & puts). That is not to say we don't trade in trending markets, trends offer us some very desirable opportunities.

Investment Strategy

Option selling - Far out of the money. Low margin to equity.

Risk Management

Our research department is constantly scanning fundamental data to uncover markets conducive to the strategy we employ. When a potential trade is identified, technical indicators come into play to further filter the advisability of the trade and pinpoint timing. Risk parameters are then calculated and the trade is placed. After the order is filled, our risk abatement component is activated and the position is constantly monitored for potential exit.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-10.76 2 6 11/1/2012 1/1/2013
-4.64 1 1 7/1/2013 8/1/2013
-2.59 1 4 3/1/2010 4/1/2010
-1.70 1 1 8/1/2011 9/1/2011
-1.60 5 1 11/1/2010 4/1/2011
-0.85 3 1 1/1/2012 4/1/2012
-0.66 1 1 9/1/2010 10/1/2010
-0.01 1 1 5/1/2012 6/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
16.32 4 12/1/2009 3/1/2010
14.81 4 5/1/2011 8/1/2011
13.78 5 7/1/2012 11/1/2012
13.16 4 10/1/2011 1/1/2012
9.64 2 2/1/2013 3/1/2013
8.03 2 9/1/2013 10/1/2013
6.78 3 5/1/2013 7/1/2013
3.18 1 5/1/2012 5/1/2012
2.82 3 7/1/2010 9/1/2010
2.23 1 5/1/2010 5/1/2010
1.00 2 1/1/2011 2/1/2011
0.99 1 11/1/2010 11/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.76 2 12/1/2012 1/1/2013
-4.64 1 8/1/2013 8/1/2013
-2.80 1 4/1/2013 4/1/2013
-2.59 1 4/1/2010 4/1/2010
-1.70 1 9/1/2011 9/1/2011
-1.38 2 3/1/2011 4/1/2011
-1.21 1 12/1/2010 12/1/2010
-0.95 1 6/1/2010 6/1/2010
-0.85 3 2/1/2012 4/1/2012
-0.66 1 10/1/2010 10/1/2010
-0.01 1 6/1/2012 6/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods47.0045.0042.0036.0030.0024.00
Percent Profitable68.0982.2288.10100.00100.00100.00
Average Period Return1.323.717.0514.8925.5836.75
Average Gain2.805.118.2914.8925.5836.75
Average Loss-1.97-2.76-2.06
Best Period7.0014.5017.6227.3047.6647.15
Worst Period-10.20-10.16-4.261.5212.9625.39
Standard Deviation3.094.976.298.068.576.39
Gain Standard Deviation1.994.065.618.068.576.39
Loss Standard Deviation2.693.521.92
Sharpe Ratio (1%)0.400.701.041.722.815.43
Average Gain / Average Loss1.421.854.03
Profit / Loss Ratio3.258.5529.80
Downside Deviation (10%)1.922.191.810.92
Downside Deviation (5%)1.801.881.07
Downside Deviation (0%)1.781.810.93
Sortino Ratio (10%)0.471.132.5310.78
Sortino Ratio (5%)0.681.846.14
Sortino Ratio (0%)0.742.057.62

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.