Globalprice Inc. : GP Dragon Program

archived programs
Year-to-Date
N / A
Sep Performance
-0.52%
Min Investment
$ 20k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
14.52%
Sharpe (RFR=1%)
-1.53
CAROR
-
Assets
$ 219k
Worst DD
-30.20
S&P Correlation
0.12

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
5/2012
GP Dragon Program -0.52 - - - - - - -27.34
S&P 500 2.97 - - - - - - 164.41
+/- S&P 500 -3.49 - - - - - - -191.75

Strategy Description

Summary

The program sells or write option on futures in the various markets. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 20k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $25.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 4000 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD 5.00%
Worst Peak-to-Trough -0.60%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 10.00%
1-30 Days 90.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Option-writing
100.00%
Strategy Pie Chart

Composition

Currency Futures
50.00%
Precious Metals
20.00%
Energy
20.00%
Interest Rates
10.00%
Composition Pie Chart

Summary

The program sells or write option on futures in the various markets.

Investment Strategy

100% discretionary and will be using a conservative approach. Position size is dynamic and will change based on market volatility. Generally, approximately thirty (30%) to sixty percent (60%) of each account traded will be used for margin. Most open positions will be held short to intermediate term but some contracts may be held for a month or longer.

Risk Management

When the market goes against the position, the trader will cut the loss at a certain price level. The exact parameter for determining the cutting losses is proprietary and confidential.

   

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
-30.20 10 - 11/1/2012 9/1/2013
-1.47 2 1 7/1/2012 9/1/2012
-0.62 1 1 1/1/0001 5/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
3.69 2 10/1/2012 11/1/2012
3.38 1 1/1/2013 1/1/2013
2.54 2 6/1/2012 7/1/2012
2.18 1 3/1/2013 3/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-26.75 6 4/1/2013 9/1/2013
-6.62 1 2/1/2013 2/1/2013
-3.40 1 12/1/2012 12/1/2012
-1.47 2 8/1/2012 9/1/2012
-0.62 1 5/1/2012 5/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods17.0015.0012.00
Percent Profitable35.2940.0033.33
Average Period Return-1.77-5.44-11.00
Average Gain1.961.462.59
Average Loss-3.81-10.03-17.80
Best Period3.382.804.75
Worst Period-13.00-20.19-26.75
Standard Deviation4.197.8412.80
Gain Standard Deviation1.161.012.05
Loss Standard Deviation3.816.899.87
Sharpe Ratio (1%)-0.44-0.73-0.90
Average Gain / Average Loss0.510.150.15
Profit / Loss Ratio0.280.100.07
Downside Deviation (10%)4.4810.0818.20
Downside Deviation (5%)4.289.4216.73
Downside Deviation (0%)4.249.2616.37
Sortino Ratio (10%)-0.49-0.66-0.74
Sortino Ratio (5%)-0.43-0.60-0.69
Sortino Ratio (0%)-0.42-0.59-0.67

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.