Harbor Financial LLC : Voltage Aggressive Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 2.69% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 25.00% Annualized Vol 13.78% Sharpe (RFR=1%) 0.62 CAROR 8.88% Assets $ 2.7M Worst DD -16.81 S&P Correlation -0.15 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since4/2010 Voltage Aggressive 2.69 - - - - - 46.12 40.54 S&P 500 0.69 - - - - - 66.22 209.76 +/- S&P 500 2.00 - - - - - -20.11 -169.21 Strategy Description Investment StrategyAn options spread consists of the simultaneous sale and purchase of options of different exercise prices and/or expiration months. By trading options and options spreads, the Advisor seeks to profit in three ways: (1) Premium collection - this technique yields profits as... 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 $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 50% 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 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 25.00% Systematic 75.00% Strategy Option-spreads 50.00% Option-writing 50.00% Composition Stock Indices 100.00% Investment StrategyAn options spread consists of the simultaneous sale and purchase of options of different exercise prices and/or expiration months. By trading options and options spreads, the Advisor seeks to profit in three ways: (1) Premium collection - this technique yields profits as sold options’ value declines over time. Profit is captured when sold options are repurchased at a reduced value, or when they expire worthless, allowing retention of the original sales proceeds; (2) Volatility Trading – market prices of options are dependent on observed and anticipated volatility of the underlying stock indexes. According to his trading system the advisor may enter options positions designed to profit from either an increase or a decrease in stock index volatility; and (3) Trend following – under certain conditions, the Advisor may enter options spreads which will profit from an established price trend. Central to the success of this strategy is the Advisor’s ability to predict the range of market movement over time frames ranging from thirty (30) to ninety (90) days. However, in general, the strategy does not depend on a prediction of equity market direction, and is designed to produce returns which are not correlated with equity market returns. The Advisor uses an extensive historical database of stock index price movement to assist him in determining high probability exercise prices at which to sell option spreads. In addition, seasonal and technical analyses are employed to further optimize trade entries. Technical analysis includes the study of price, volume, momentum and other measures, as well as recurring price patterns and measures of investor sentiment. The Advisor regularly evaluates market volatility and other technical behavior and adapts the strategy’s entry, adjustment, and position sizing criteria to current market conditions. The Advisor places a strong focus on risk management intended to provide consistency of returns and to mitigate the extent of the losses that may occur. Although the Advisor’s 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, the Advisor employs strict risk management procedures that are triggered by total portfolio exposure rather than individual position value. Supported by sophisticated options analysis software and many years of options trading experience, the Advisor determines the correct portfolio adjustment, when necessary.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 -16.81 5 6 4/1/2013 9/1/2013 -13.15 6 7 1/1/0001 9/1/2010 -2.83 2 1 5/1/2012 7/1/2012 -2.61 2 2 6/1/2011 8/1/2011 -1.00 1 1 3/1/2012 4/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 18.61 7 9/1/2011 3/1/2012 17.22 4 12/1/2013 3/1/2014 9.31 5 8/1/2012 12/1/2012 8.67 4 3/1/2011 6/1/2011 7.12 3 2/1/2013 4/1/2013 7.00 2 12/1/2010 1/1/2011 5.35 1 10/1/2013 10/1/2013 5.08 1 10/1/2010 10/1/2010 4.95 1 8/1/2010 8/1/2010 4.10 1 6/1/2013 6/1/2013 3.40 1 8/1/2013 8/1/2013 2.50 1 5/1/2012 5/1/2012 1.59 1 6/1/2010 6/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -12.25 2 4/1/2010 5/1/2010 -11.91 1 5/1/2013 5/1/2013 -6.77 1 7/1/2013 7/1/2013 -6.20 1 9/1/2010 9/1/2010 -5.89 1 9/1/2013 9/1/2013 -2.83 2 6/1/2012 7/1/2012 -2.61 2 7/1/2011 8/1/2011 -1.50 1 11/1/2010 11/1/2010 -1.03 1 7/1/2010 7/1/2010 -1.01 1 11/1/2013 11/1/2013 -1.00 1 4/1/2012 4/1/2012 -0.88 1 2/1/2011 2/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods48.0046.0043.0037.0031.0025.0013.00 Percent Profitable66.6773.9179.0786.4993.55100.00100.00 Average Period Return0.792.825.3311.4319.3826.9838.18 Average Gain2.885.618.7113.8520.9026.9838.18 Average Loss-3.61-5.10-7.43-4.06-2.61 Best Period9.8814.1522.2422.8837.8142.1753.95 Worst Period-11.91-14.51-14.89-6.63-3.949.0331.94 Standard Deviation3.986.038.198.8511.5311.216.25 Gain Standard Deviation1.993.414.766.7410.2711.216.25 Loss Standard Deviation3.684.625.182.431.88 Sharpe Ratio (1%)0.180.430.591.181.552.235.62 Average Gain / Average Loss0.801.101.173.418.00 Profit / Loss Ratio1.703.124.4321.85115.94 Downside Deviation (10%)3.003.955.053.703.070.24 Downside Deviation (5%)2.873.554.262.041.10 Downside Deviation (0%)2.833.454.071.690.74 Sortino Ratio (10%)0.130.400.571.743.8468.60 Sortino Ratio (5%)0.250.721.135.1216.27 Sortino Ratio (0%)0.280.821.316.7626.02 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