Infinity Advisors : Treasury Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -4.54% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.34% Sharpe (RFR=1%) -0.10 CAROR 0.00% Assets $ 1.6M Worst DD -8.65 S&P Correlation -0.10 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since9/2012 Treasury Trading Program -4.54 - - - - - - 0.01 S&P 500 2.32 - - - - - - 170.35 +/- S&P 500 -6.86 - - - - - - -170.34 Strategy Description SummaryInfinity Advisors, LLC is in the business of providing trading advisory services to clients with respect to futures contracts and options on futures contracts. Infinity Advisors utilizes a combination of technical and fundamental analysis in its trading methodology. It primarily... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD Worst Peak-to-Trough Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 15.00% Intraday 80.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Technical 100.00% Composition Interest Rates 100.00% SummaryInfinity Advisors, LLC is in the business of providing trading advisory services to clients with respect to futures contracts and options on futures contracts. Infinity Advisors utilizes a combination of technical and fundamental analysis in its trading methodology. It primarily trades both futures and options in the interest rate sector of the U.S. commodity futures markets. However, it may trade any futures contracts that fit its profit objectives and risk parameters. Investment StrategyThe Treasury Trading Program seeks to profit from the fundamental view that U.S. Treasury prices are unusually high. (Yields, inverse to prices, are artificially low.) We project significantly higher rates on U.S. Treasuries, independent of inflation. Under normal inflation levels of 2-3% per year, we believe there is a high probability of a 10-year yield of 5-6% and a 30-year yield in excess of 6%. If problematic inflation develops, yields may rise much higher. The strategy is implemented through active, opportunistic and tactical short-biased trading of interest rate contracts including T-Bond, 10-Year Note, Ultra T-Bond and Eurodollar futures and options on futures. Why an active, tactical trading approach as opposed to simply buying puts or a long term passive short position? Although we are bearish on bonds long-term (bullish on rates), timing is difficult to predict. Rates may remain low for an extended period of time (puts could expire worthless) and Treasuries may rally from time to time due to geopolitical events. 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 -8.65 17 - 5/1/2013 10/1/2014 -3.57 1 1 1/1/0001 9/1/2012 -2.57 1 1 3/1/2013 4/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 13.47 6 10/1/2012 3/1/2013 3.36 4 4/1/2014 7/1/2014 2.70 1 5/1/2013 5/1/2013 1.16 2 8/1/2013 9/1/2013 0.52 1 2/1/2014 2/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.90 3 8/1/2014 10/1/2014 -4.45 4 10/1/2013 1/1/2014 -3.57 1 9/1/2012 9/1/2012 -2.57 1 4/1/2013 4/1/2013 -1.40 2 6/1/2013 7/1/2013 -0.93 1 3/1/2014 3/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods26.0024.0021.0015.009.00 Percent Profitable53.8558.3352.3833.3366.67 Average Period Return0.020.521.090.501.51 Average Gain1.472.564.417.454.33 Average Loss-1.67-2.33-2.55-2.98-4.12 Best Period5.456.9013.4713.257.77 Worst Period-4.54-6.90-5.18-7.65-6.19 Standard Deviation2.123.154.615.764.64 Gain Standard Deviation1.492.083.813.752.01 Loss Standard Deviation1.341.891.742.242.14 Sharpe Ratio (1%)-0.030.090.13-0.090.00 Average Gain / Average Loss0.881.101.732.501.05 Profit / Loss Ratio1.031.541.901.252.10 Downside Deviation (10%)1.662.583.696.757.49 Downside Deviation (5%)1.472.032.393.683.40 Downside Deviation (0%)1.431.902.092.992.58 Sortino Ratio (10%)-0.23-0.27-0.37-0.67-0.81 Sortino Ratio (5%)-0.040.140.25-0.140.00 Sortino Ratio (0%)0.020.280.520.170.59 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