Innovative Capital Management : Premium Program

archived programs
Year-to-Date
N / A
Performance
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
Worst DD
N/A
S&P Correlation
0.00

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.

Strategy Description

Summary

-INNOVATIVEâ??s Trading Program Innovative Capital Management, LLC is a non-traditional investment management firm. We offer investment opportunities to accredited and institutional investors through managed account services. Using our balanced investment strategy, we invest exclusively... Read More

Account & Fees

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

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-INNOVATIVEâ??s Trading Program Innovative Capital Management, LLC is a non-traditional investment management firm. We offer investment opportunities to accredited and institutional investors through managed account services. Using our balanced investment strategy, we invest exclusively in option spreads on equity index futures. This strategy is designed to identify investment opportunities with a high probability of producing above average, risk adjusted, low volatility returns, with no correlation to traditional market indices. Innovative's investment strategy is comprised of a series of mathematical formulae, which quantitatively analyzes market opportunities using a multi-filter model. The strategy identifies optimal entry and exit points for trades to exploit high-probability profit opportunities in the market. Innovative's trading program structures option spreads, comprised of both buying and selling options. Through a spread (long & short) option strategy, we quantify the potential risk and reward associated with each position before it is initiated. All positions are "covered", or hedged, leaving no naked exposure. These positions have an 8-10 week duration and are designed to be market neutral. The positions also maintain a positive theta, or time decay, meaning the passage of time works significantly in our clients' favor.

   

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
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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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.