Global Vista Advisors, LLC : Global Vista Indexes ("GVI") Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance -0.89% Min Investment $ 10k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.27% Sharpe (RFR=1%) 0.32 CAROR 3.55% Assets $ 50k Worst DD -11.93 S&P Correlation -0.21 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 Since1/2014 Global Vista Indexes ("GVI") -0.89 -2.49 - -2.29 5.33 - - 11.37 S&P 500 1.79 7.18 - 17.45 27.84 - - 27.84 +/- S&P 500 -2.68 -9.67 - -19.74 -22.51 - - -16.47 Strategy Description SummaryThe Global Vista Indexes (“GVI”) program seeks to maximize risk adjusted investment returns by extracting THETA (time value) from S&P 500 futures options. The program was designed with the objective of achieving top quartile, risk adjusted absolute returns, which are uncorrelated to... Read More Account & Fees Type Managed Account Minimum Investment $ 10k Trading Level Incremental Increase $ 10k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $20.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4800 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Option-spreads 100.00% Composition Stock Indices 100.00% SummaryThe Global Vista Indexes (“GVI”) program seeks to maximize risk adjusted investment returns by extracting THETA (time value) from S&P 500 futures options. The program was designed with the objective of achieving top quartile, risk adjusted absolute returns, which are uncorrelated to CTA, Equity, Bond, and Hedge Fund indices, while providing value-added diversification to portfolios consisting of traditional assets.Investment StrategyGVI generates alpha both from volatility and market direction by selling covered options (skewed iron-condors) on the S&P 500 index futures with a typical maturity of 3 months. The strike prices are systematically calculated by a proprietary algorithm that provides the most probable price range for the S&P 500 index. The decision-making process is hybrid systematic / discretionary, where positions are constructed systematically but the exact timing of every new trade is discretionary. GVI attempts to predict the medium-term trading range of the S&P 500 index for a period of 3 months and NOT the exact price levels of the index, and so relies less on timing the market and direction.Risk ManagementPortfolio rebalancing is always made at least 30 days before the options’ expiration to minimize portfolio risk. Portfolio risk is also constrained by the low leverage employed (average margin/equity: 10%). 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 -11.93 4 - 7/1/2014 11/1/2014 -2.17 1 1 5/1/2014 6/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 21.83 5 1/1/2014 5/1/2014 6.65 5 5/1/2015 9/1/2015 4.54 4 12/1/2014 3/1/2015 3.73 2 11/1/2015 12/1/2015 2.70 1 7/1/2014 7/1/2014 1.52 2 4/1/2016 5/1/2016 1.18 1 9/1/2014 9/1/2014 1.03 3 9/1/2016 11/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.80 2 10/1/2014 11/1/2014 -7.55 3 1/1/2016 3/1/2016 -4.56 1 8/1/2014 8/1/2014 -2.58 2 12/1/2016 1/1/2017 -2.47 1 10/1/2015 10/1/2015 -2.17 1 6/1/2014 6/1/2014 -0.59 3 6/1/2016 8/1/2016 -0.26 1 4/1/2015 4/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods37.0035.0032.0026.0020.0014.00 Percent Profitable62.1654.2953.1346.1565.0042.86 Average Period Return0.330.660.38-0.181.440.63 Average Gain1.803.895.214.104.346.99 Average Loss-2.25-3.17-5.10-3.85-3.94-4.13 Best Period6.3115.0819.1911.4713.6821.28 Worst Period-6.54-9.75-11.52-7.44-6.89-7.39 Standard Deviation2.675.176.745.045.207.55 Gain Standard Deviation1.724.165.113.863.877.47 Loss Standard Deviation2.173.323.202.201.892.32 Sharpe Ratio (1%)0.090.08-0.02-0.23-0.01-0.18 Average Gain / Average Loss0.801.221.021.061.101.69 Profit / Loss Ratio1.411.451.160.912.051.27 Downside Deviation (10%)2.013.695.646.967.8211.69 Downside Deviation (5%)1.863.184.383.893.394.95 Downside Deviation (0%)1.823.064.083.232.553.53 Sortino Ratio (10%)-0.04-0.15-0.37-0.74-0.79-0.82 Sortino Ratio (5%)0.130.13-0.03-0.30-0.02-0.28 Sortino Ratio (0%)0.180.220.09-0.060.570.18 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 2 1.45 4/2016 Option Strategy Index Month 3 1.45 4/2016 Systematic Trader Index Month 9 3.20 12/2015 Stock Index Trader Index Month 2 3.20 12/2015 Discretionary Trader Index Month 3 3.20 12/2015 Option Strategy Index Month 1 3.20 12/2015 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