Harbor Financial LLC : MAP (Fund Performance) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 2.43% Min Investment $ 25k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 15.85% Sharpe (RFR=1%) 1.15 CAROR 19.54% Assets $ 6.3M Worst DD -23.53 S&P Correlation -0.23 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since12/2005 MAP (Fund Performance) 2.43 - - - - - 27.75 298.86 S&P 500 -3.13 - - - - - 61.97 194.47 +/- S&P 500 5.56 - - - - - -34.23 104.39 Strategy Description SummaryHarbor Financial, LLC, seeks to achieve capital appreciation by engaging in a program of premium collection, by selling or writing options spreads on stock index futures traded on the Chicago Mercantile Exchange. An options spread consists of the simultaneous sale and purchase of... Read More Account & Fees Type Fund Minimum Investment $ 25k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 3500 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD -6.50% Worst Peak-to-Trough 23.00% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 25.00% Systematic 75.00% Strategy Option-spreads 100.00% Composition Stock Indices 100.00% SummaryHarbor Financial, LLC, seeks to achieve capital appreciation by engaging in a program of premium collection, by selling or writing options spreads on stock index futures traded on the Chicago Mercantile Exchange. An options spread consists of the simultaneous sale and purchase of options of different exercise prices and/or expiration months. In a spread, the purchased option acts as a hedge or protection against a sudden increase in the value of the sold option. This technique profits as the sold option’s value declines over time. Profit is captured when sold options are repurchased at a reduced value, or when they expire worthless, allowing the investor, to retain the original sales proceeds.Investment StrategyHarbor Financial, LLC, seeks to achieve capital appreciation by engaging in a program of premium collection, by selling or writing options spreads on stock index futures traded on the Chicago Mercantile Exchange. An options spread consists of the simultaneous sale and purchase of options of different exercise prices and/or expiration months. In a spread, the purchased option acts as a hedge or protection against a sudden increase in the value of the sold option. This technique profits as the sold option’s value declines over time. Profit is captured when sold options are repurchased at a reduced value, or when they expire worthless, allowing the investor, to retain the original sales proceeds.Risk ManagementHarbor Financial places a strong focus on risk management with the goal to provide consistency of returns and to mitigate the extent of the losses that will occur. We do not sell “naked options”. Options sales are generally executed as “spreads” in which the options sales are paired with the simultaneous purchase of other options as a hedge. Although our strategy is narrowly focused, trades are entered into on a continuous basis across different exercise prices and expiration months for diversification purposes. Once trades are entered, we employ strict risk management procedures which are triggered by total portfolio exposure rather than individual position value. Supported by sophisticated options analysis software and many years of options trading experience, Harbor Financial will determine the correct portfolio adjustment, with changing market conditions. 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 -23.53 6 6 1/1/2007 7/1/2007 -11.49 1 1 9/1/2006 10/1/2006 -7.33 1 - 4/1/2013 5/1/2013 -6.31 1 7 6/1/2009 7/1/2009 -5.54 1 1 4/1/2006 5/1/2006 -4.71 1 2 1/1/2011 2/1/2011 -4.18 1 4 8/1/2010 9/1/2010 -2.41 1 1 3/1/2010 4/1/2010 -1.34 1 1 6/1/2011 7/1/2011 -0.59 2 1 5/1/2012 7/1/2012 -0.41 1 1 3/1/2012 4/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 120.34 23 8/1/2007 6/1/2009 29.29 4 6/1/2006 9/1/2006 26.02 3 11/1/2006 1/1/2007 22.75 5 12/1/2005 4/1/2006 13.79 8 8/1/2011 3/1/2012 13.15 9 8/1/2012 4/1/2013 10.19 4 3/1/2011 6/1/2011 9.20 4 5/1/2010 8/1/2010 6.30 6 10/1/2009 3/1/2010 6.02 4 10/1/2010 1/1/2011 5.93 1 5/1/2007 5/1/2007 3.99 1 3/1/2007 3/1/2007 3.01 1 8/1/2009 8/1/2009 2.67 1 6/1/2013 6/1/2013 2.43 1 8/1/2013 8/1/2013 1.60 1 5/1/2012 5/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.93 1 2/1/2007 2/1/2007 -11.49 1 10/1/2006 10/1/2006 -8.06 1 4/1/2007 4/1/2007 -8.00 2 6/1/2007 7/1/2007 -7.33 1 5/1/2013 5/1/2013 -6.31 1 7/1/2009 7/1/2009 -5.54 1 5/1/2006 5/1/2006 -4.71 1 2/1/2011 2/1/2011 -4.18 1 9/1/2010 9/1/2010 -2.41 1 4/1/2010 4/1/2010 -2.30 1 7/1/2013 7/1/2013 -1.34 1 7/1/2011 7/1/2011 -0.59 2 6/1/2012 7/1/2012 -0.41 1 4/1/2012 4/1/2012 -0.23 1 9/1/2009 9/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods93.0091.0088.0082.0076.0070.0058.0046.0034.00 Percent Profitable81.7284.6285.2397.56100.00100.00100.00100.00100.00 Average Period Return1.604.829.8420.0331.3045.5176.48106.85151.29 Average Gain3.036.7312.4620.6331.3045.5176.48106.85151.29 Average Loss-4.76-5.65-5.29-4.20 Best Period19.1226.0237.8459.6799.70111.31143.83175.76204.04 Worst Period-17.93-21.53-23.53-6.538.6012.6829.7839.60107.03 Standard Deviation4.587.6611.3916.9321.8825.4835.5837.1726.58 Gain Standard Deviation3.146.409.9016.6921.8825.4835.5837.1726.58 Loss Standard Deviation4.635.226.823.30 Sharpe Ratio (1%)0.330.600.821.121.361.712.062.775.50 Average Gain / Average Loss0.641.192.364.91 Profit / Loss Ratio2.846.5413.60196.44 Downside Deviation (10%)2.933.353.911.66 Downside Deviation (5%)2.833.043.360.90 Downside Deviation (0%)2.802.973.240.75 Sortino Ratio (10%)0.411.071.899.05 Sortino Ratio (5%)0.541.502.7821.24 Sortino Ratio (0%)0.571.623.0426.69 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. x {{title}} x {{title}} Add Cancel