Financial Options Group : Option Selling Strategy

archived programs
Year-to-Date
N / A
Sep Performance
-5.70%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
52.92%
Sharpe (RFR=1%)
1.01
CAROR
-
Assets
$ 945k
Worst DD
-31.07
S&P Correlation
0.25

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
3/2007
Option Selling Strategy -5.70 - - - - - - 90.39
S&P 500 -9.08 - - - - - - 143.81
+/- S&P 500 3.38 - - - - - - -53.41

Strategy Description

Summary

-Trading Description&The advisor uses a combination of fundamental and technical analysis to determine markets and timing. Fundamental analysis is the consideration of factors external to the market of a particular instrument. For example, weather, imports/exports, and political events... 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 25.00%
Average Commission $12.00
Available to US Investors

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 35%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-Trading Description&The advisor uses a combination of fundamental and technical analysis to determine markets and timing. Fundamental analysis is the consideration of factors external to the market of a particular instrument. For example, weather, imports/exports, and political events that affect the supply and demand of that particular instrument, in order to predict future prices of that instrument. Technical analysis is not based on the anticipated supply and demand of the cash or physical commodity; instead technical analysis is based on the theory that a study of the markets themselves provides a means of anticipating prices. Technical analysis of the markets often includes a study of the actual daily, weekly and monthly price fluctuations, as well as volume variations and changes in open interest, utilizing charts and/or computers for analysis of these items and other technical market data. &The advisor monitors all sectors of the market for profitable opportunities and therefore could trade in markets other than those identified. The Advisor employs a market neutral strategy. Far out of the money options are sold with two to four months until expiration. Many times both sides of the market are sold. The average amount of funds invested for margin purposes at one time will generally be approximately 40%. &Background &Thomas R. Hurd, Jr., 46 years old, became listed as a principal and registered as an associated person of Financial Options Group in January 2008. Mr. Hurd Jr. is a trading principal and managing member of the firm responsible for conducting market analysis, making trade selections, and handling day-to-day operational affairs of the company. Tom has been investing for himself for 20 years. In 1998, he began trading futures contracts and in 2007, he began trading proprietary accounts pursuant to an option selling or premium writing trading strategy program &Thomas R. Hurd, Sr., applied with the NFA to become listed as a principal of the Advisor on February 4, 2008. In October 2005 through the present, Mr. Hurd Sr. has assisted Thomas R. Hurd, Jr. in developing the options writing program. Mr. Hurd Sr. has invested in stocks, bonds, and mutual funds for over 40 years and has invested in commodity futures and options since 1999. Thomas E. Fields III applied with the NFA to become listed as a principal of the Advisor on February 4, 2008. Mr. Thomas E. Fields, III graduated Lee University in May 2006 with a bachelor?s degree in Business Administration. Mr. Fields is involved in assisting in the development and ongoing analysis of the option writing trading program.

   

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
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
Skewness:
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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
-31.07 1 2 1/1/2008 2/1/2008
-19.35 1 1 5/1/2007 6/1/2007
-7.81 1 1 1/1/0001 3/1/2007
-5.70 1 - 8/1/2008 9/1/2008
-3.96 1 1 8/1/2007 9/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
100.20 6 3/1/2008 8/1/2008
28.22 2 7/1/2007 8/1/2007
26.74 2 4/1/2007 5/1/2007
26.09 4 10/1/2007 1/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-31.07 1 2/1/2008 2/1/2008
-19.35 1 6/1/2007 6/1/2007
-7.81 1 3/1/2007 3/1/2007
-5.70 1 9/1/2008 9/1/2008
-3.96 1 9/1/2007 9/1/2007
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods19.0017.0014.008.00
Percent Profitable73.6894.1292.86100.00
Average Period Return4.5613.8529.0154.08
Average Gain11.0316.0932.5254.08
Average Loss-13.58-21.94-16.53
Best Period39.4972.90100.2088.18
Worst Period-31.07-21.94-16.530.85
Standard Deviation15.2818.9025.2225.23
Gain Standard Deviation10.5317.0422.4225.23
Loss Standard Deviation11.48
Sharpe Ratio (1%)0.290.721.132.10
Average Gain / Average Loss0.810.731.97
Profit / Loss Ratio2.2811.7425.57
Downside Deviation (10%)8.905.625.081.47
Downside Deviation (5%)8.775.384.550.05
Downside Deviation (0%)8.735.324.42
Sortino Ratio (10%)0.472.255.2333.46
Sortino Ratio (5%)0.512.536.271006.89
Sortino Ratio (0%)0.522.606.57

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.