GrowthPoint Investments, LLC : GEMS Growth Program

archived programs
Year-to-Date
N / A
May Performance
-15.33%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
31.25%
Sharpe (RFR=1%)
-0.30
CAROR
-
Assets
$ 56k
Worst DD
-15.33
S&P Correlation
0.84

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
1/2012
GEMS Growth Program -15.33 - - - - - - -5.05
S&P 500 -6.27 - - - - - - 164.00
+/- S&P 500 -9.06 - - - - - - -169.04

Strategy Description

Summary

GEMS Growth Program The GEMS Growth Program engages in the selling or “writing” of options on futures contracts in the energy, grain, precious metal, and soft commodity markets. This program employs a strategy known as a vertical credit spread to limit the maximum loss that could... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 3000 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 80.00%
Systematic 20.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Precious Metals
30.00%
Energy
30.00%
Grains
30.00%
Softs
10.00%
Composition Pie Chart

Summary

GEMS Growth Program The GEMS Growth Program engages in the selling or “writing” of options on futures contracts in the energy, grain, precious metal, and soft commodity markets. This program employs a strategy known as a vertical credit spread to limit the maximum loss that could be sustained by the option seller.

Investment Strategy

The program works by selling a far out of the money option contract and the simultaneous purchase of an even further out of the money option contract in the same expiration month to “cover” the short option, therefore limiting the maximum loss potential to the option writer. Use of this type of spread results in a net credit to the seller’s account. The goal of the program is to hold the option spread until expiration, at which time both options in the spread will expire worthless allowing the seller of the spread to retain the entire amount of the net premium collected minus commissions. This program relies heavily on fundamental analysis of the underlying commodity markets. Fundamental analysis looks at the supply and demand factors that influence the long-term direction of a given commodity market. Ideally, the discretionary portion of the program involves determining where the market will not go over the next 90 to 120 days based on the fundamental characteristics of the market and then positioning accordingly. If a market is deemed to have bullish fundamentals, put option spreads will be sold. If the market fundamentals are bearish, call option spreads will be sold. The program sells option spreads every month with an average of approximately ninety days left until expiration. Each month, the plan will risk an average of 6% of NAV ideally spread over at least three markets (a grain, an energy, a metal, and/or a soft commodity). Therefore, approximately 2% of NAV will be at risk per trade. Ideally, it will sell option spreads as far out of the money as possible while raising a premium of $350 to $600 per spread. The goal is to hold each option sold until near expiration and retain 80-100% of the net premium collected as the option price decays to zero. The trade will be exited should the option spread price triple from our initial entry price.

Risk Management

The program strategy will seek to limit draw-downs to 18%-20% of NAV in a given month should all open trades be exited for a loss, not taking slippage and commissions into consideration.

   

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

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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
-15.33 1 - 4/1/2012 5/1/2012
-1.08 1 1 1/1/0001 1/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
13.37 3 2/1/2012 4/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.33 1 5/1/2012 5/1/2012
-1.08 1 1/1/2012 1/1/2012
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Time Windows Analysis

 6 Month12 Month18 Month1 Month
Number of Periods14.008.002.005.00
Percent Profitable42.8612.500.0060.00
Average Period Return-6.22-10.14-21.56-0.69
Average Gain2.214.354.33
Average Loss-12.54-12.21-21.56-8.21
Best Period4.034.35-21.029.20
Worst Period-19.10-21.03-22.10-15.33
Standard Deviation8.958.500.779.02
Gain Standard Deviation1.444.22
Loss Standard Deviation6.376.650.7710.08
Sharpe Ratio (1%)-0.75-1.31-30.09-0.09
Average Gain / Average Loss0.180.360.53
Profit / Loss Ratio0.130.050.79
Downside Deviation (10%)12.2317.1029.167.07
Downside Deviation (5%)10.8413.6323.076.91
Downside Deviation (0%)10.5012.7921.576.87
Sortino Ratio (10%)-0.71-0.89-1.00-0.15
Sortino Ratio (5%)-0.62-0.82-1.00-0.11
Sortino Ratio (0%)-0.59-0.79-1.00-0.10

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.