Insignia Managed Capital : Epoch3

Year-to-Date: N / A
Feb Performance: -3.71%

Min Investment: $ 20k
Mgmt. Fee: 1.80%
Perf. Fee: 20.00%

Annualized Vol: 28.73%
Sharpe (RFR=1%): -0.16
CAROR: -8.42%

Assets: $ 0k
Worst DD: -70.31
S&P Correlation: 0.35

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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	Feb	Qtr	2020	1yr	3yr	5yr	10yr	Since 7/2009
Epoch3	-3.71	-	-	-	-	-52.83	-52.48	-44.36
S&P 500	-0.41	-	-	-	-	45.56	50.85	276.44
+/- S&P 500	-3.30	-	-	-	-	-98.39	-103.33	-320.80

Strategy Description

Summary

The Epoch4 Managed Futures Program was developed from a culmination of the fund managers proprietary trade results, technical analysis, market research and fundamental/seasonal information. The program identifies the current trend of a particular market and then employs the strategy... Read More

Account & Fees

Type	Managed Account
Minimum Investment	$ 20k
Trading Level Incremental Increase	$ 1k
CTA Max Funding Factor
Management Fee	1.80%
Performance Fee	20.00%
Average Commission	$30.00
Available to US Investors	Yes

Subscriptions

High Water Mark	Yes
Subscription Frequency	7-14 Days
Redemption Frequency	15-30 Days
Investor Requirements	Any Investor
Lock-up Period	0

Trading

Trading Frequency	3000 RT/YR/$M
Avg. Margin-to-Equity	40%
Targeted Worst DD	-22.29%
Worst Peak-to-Trough	22.31%
Sector Focus	Diversified Traders

Holding Periods

Over 12 Months	0%
4-12 Months	10.00%
1-3 Months	85.00%
1-30 Days	5.00%
Intraday	0%

Decision-Making

Discretionary	70.00%
Systematic	30.00%

Strategy

Option-spreads: 10.00%
Option-writing: 90.00%

Composition

Energy: 20.00%
Grains: 20.00%
Currency Futures: 15.00%
Precious Metals: 15.00%
Livestock: 10.00%
Stock Indices: 10.00%
Interest Rates: 5.00%
Softs: 5.00%

Summary

The Epoch3 Managed Futures Program was developed from a culmination of the fund managers proprietary trade results, technical analysis, market research and fundamental/seasonal information. The program identifies the current trend of a particular market and then employs the strategy best suited to take advantage of it's current situation.

Investment Strategy

The Epoch3 Managed Futures Program utilizes futures options to take advantage of trade signals generated by the programs parameters. Long, short and spread strategies will be employed to maximize profits while limiting risk.

Risk Management

Risk will be managed through the Epoch3 Managed Futures Program through spread strategies and within the exit strategies developed through the program to keep any losses to a minimum.

Compare to:

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Index: Chart Type:

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:

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
-70.31	25	-	1/1/2014	2/1/2016
-22.31	2	6	8/1/2011	10/1/2011
-21.72	5	8	7/1/2010	12/1/2010
-21.32	2	8	4/1/2012	6/1/2012
-4.06	2	1	3/1/2013	5/1/2013
-3.96	1	2	4/1/2010	5/1/2010
-3.92	1	1	10/1/2013	11/1/2013
-3.40	1	1	12/1/2009	1/1/2010
-3.40	1	2	7/1/2013	8/1/2013
-0.48	1	1	2/1/2010	3/1/2010

Consecutive Gains

Run-up	Length (Mos.)	Start	End
37.21	6	7/1/2009	12/1/2009
34.94	6	11/1/2011	4/1/2012
30.78	9	7/1/2012	3/1/2013
20.78	4	1/1/2011	4/1/2011
12.37	2	9/1/2013	10/1/2013
10.50	3	4/1/2015	6/1/2015
8.37	2	12/1/2013	1/1/2014
7.30	1	2/1/2010	2/1/2010
7.14	2	6/1/2010	7/1/2010
6.92	1	5/1/2014	5/1/2014
6.39	1	6/1/2011	6/1/2011
6.23	1	2/1/2015	2/1/2015
6.10	2	6/1/2013	7/1/2013
5.54	1	8/1/2011	8/1/2011
4.09	1	12/1/2014	12/1/2014
2.70	1	4/1/2010	4/1/2010
1.99	1	9/1/2015	9/1/2015
0.20	1	8/1/2014	8/1/2014

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-56.34	5	10/1/2015	2/1/2016
-22.31	2	9/1/2011	10/1/2011
-21.85	2	7/1/2015	8/1/2015
-21.72	5	8/1/2010	12/1/2010
-21.32	2	5/1/2012	6/1/2012
-14.72	3	2/1/2014	4/1/2014
-13.66	1	1/1/2015	1/1/2015
-5.47	3	9/1/2014	11/1/2014
-4.06	2	4/1/2013	5/1/2013
-3.96	1	5/1/2010	5/1/2010
-3.95	1	7/1/2011	7/1/2011
-3.92	1	11/1/2013	11/1/2013
-3.58	1	3/1/2015	3/1/2015
-3.40	1	8/1/2013	8/1/2013
-3.40	1	1/1/2010	1/1/2010
-2.89	2	6/1/2014	7/1/2014
-0.98	1	5/1/2011	5/1/2011
-0.48	1	3/1/2010	3/1/2010

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	80.00	78.00	75.00	69.00	63.00	57.00	45.00	33.00
Percent Profitable	56.25	56.41	48.00	57.97	66.67	64.91	82.22	87.88
Average Period Return	-0.29	-0.17	0.64	1.33	3.70	7.34	14.28	18.13
Average Gain	4.35	8.87	15.08	13.74	16.03	21.45	22.99	25.40
Average Loss	-6.26	-11.87	-12.70	-15.80	-20.96	-18.78	-26.04	-34.57
Best Period	11.25	20.85	37.21	49.54	48.17	53.43	57.64	65.79
Worst Period	-51.01	-53.82	-60.61	-62.92	-66.54	-69.17	-65.02	-58.99
Standard Deviation	8.29	13.81	18.01	19.53	22.55	25.84	24.53	27.69
Gain Standard Deviation	2.78	5.29	10.15	11.77	12.59	15.60	13.47	18.64
Loss Standard Deviation	9.20	12.59	12.52	14.46	17.15	20.03	24.30	26.83
Sharpe Ratio (1%)	-0.05	-0.03	0.01	0.02	0.10	0.21	0.46	0.51
Average Gain / Average Loss	0.69	0.75	1.19	0.87	0.76	1.14	0.88	0.73
Profit / Loss Ratio	0.89	0.97	1.10	1.20	1.53	2.11	4.08	5.33
Downside Deviation (10%)	7.45	11.91	14.11	16.39	19.22	20.92	20.34	22.78
Downside Deviation (5%)	7.32	11.45	13.04	14.27	16.18	16.89	15.56	15.71
Downside Deviation (0%)	7.29	11.34	12.78	13.78	15.49	16.05	14.57	14.50
Sortino Ratio (10%)	-0.09	-0.12	-0.13	-0.22	-0.20	-0.14	-0.07	-0.15
Sortino Ratio (5%)	-0.05	-0.04	0.01	0.02	0.14	0.32	0.72	0.90
Sortino Ratio (0%)	-0.04	-0.01	0.05	0.10	0.24	0.46	0.98	1.25

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Option Strategy Index	Month	1	6.73	5/2015
Discretionary Trader Index	Month	2	6.73	5/2015
Diversified Trader Index	Month	3	6.73	5/2015
IASG CTA Index	Month	4	6.73	5/2015
Option Strategy Index	Month	3	2.73	4/2015
Discretionary Trader Index	Month	9	2.73	4/2015
Discretionary Trader Index	Month	5	6.23	2/2015
Diversified Trader Index	Month	5	6.23	2/2015
Option Strategy Index	Month	3	6.23	2/2015
Option Strategy Index	Month	3	4.09	12/2014
Discretionary Trader Index	Month	6	4.09	12/2014
Option Strategy Index	Month	8	-2.55	10/2014
Discretionary Trader Index	Month	8	5.88	5/2014
Option Strategy Index	Month	2	5.88	5/2014
Option Strategy Index	Month	10	1.30	1/2014
Option Strategy Index	Month	3	5.57	12/2013
Discretionary Trader Index	Month	5	5.57	12/2013
Diversified Trader Index	Month	7	8.74	10/2013
IASG CTA Index	Month	8	8.74	10/2013
Discretionary Trader Index	Month	4	8.74	10/2013
Option Strategy Index	Month	2	8.74	10/2013
Discretionary Trader Index	Month	8	5.16	6/2013
Option Strategy Index	Month	4	5.16	6/2013
Diversified Trader Index	Month	10	5.16	6/2013
Discretionary Trader Index	Month	5	2.40	3/2013
Option Strategy Index	Month	3	2.40	3/2013
Option Strategy Index	Month	10	1.49	2/2013
Option Strategy Index	Month	7	1.47	1/2013
Discretionary Trader Index	Month	7	2.51	12/2012
Option Strategy Index	Month	3	2.51	12/2012
Discretionary Trader Index	Month	4	5.52	11/2012
Option Strategy Index	Month	3	5.52	11/2012
Diversified Trader Index	Month	8	5.52	11/2012
IASG CTA Index	Month	9	5.52	11/2012
Option Strategy Index	Month	9	2.85	10/2012
Option Strategy Index	Month	4	3.17	9/2012
Discretionary Trader Index	Month	10	3.17	9/2012
Diversified Trader Index	Month	10	4.52	8/2012
Option Strategy Index	Month	9	4.52	8/2012
Option Strategy Index	Month	3	3.38	7/2012
IASG CTA Index	Month	4	9.51	4/2012
Discretionary Trader Index	Month	3	9.51	4/2012
Option Strategy Index	Month	1	9.51	4/2012
Diversified Trader Index	Month	1	9.51	4/2012
Option Strategy Index	Month	1	6.55	3/2012
Discretionary Trader Index	Month	4	6.55	3/2012
Diversified Trader Index	Month	7	6.55	3/2012
Option Strategy Index	Month	8	3.57	2/2012
Option Strategy Index	Month	7	4.26	1/2012
Option Strategy Index	Month	10	4.52	12/2011
Option Strategy Index	Month	3	5.54	8/2011
Option Strategy Index	Month	2	6.39	6/2011
Discretionary Trader Index	Month	5	6.39	6/2011
Diversified Trader Index	Month	7	6.39	6/2011
IASG CTA Index	Month	9	6.39	6/2011
Discretionary Trader Index	Month	9	6.99	4/2011
Option Strategy Index	Month	1	6.99	4/2011
Option Strategy Index	Month	1	5.47	2/2011
Option Strategy Index	Month	2	5.85	1/2011
Discretionary Trader Index	Month	9	5.85	1/2011
Diversified Trader Index	Month	7	5.85	1/2011
Option Strategy Index	Month	6	4.12	7/2010
Option Strategy Index	Month	8	-3.96	5/2010
Option Strategy Index	Month	4	2.70	4/2010
Discretionary Trader Index	Month	5	7.30	2/2010
Option Strategy Index	Month	3	7.30	2/2010
Diversified Trader Index	Month	10	7.30	2/2010
Option Strategy Index	Month	3	8.25	12/2009
Diversified Trader Index	Month	4	8.25	12/2009
Discretionary Trader Index	Month	3	8.25	12/2009
IASG CTA Index	Month	8	8.25	12/2009
IASG CTA Index	Sharpe	10	4.09	2009
Option Strategy Index	Month	2	11.25	11/2009
Discretionary Trader Index	Month	4	11.25	11/2009
Option Strategy Index	Month	3	5.27	9/2009
Discretionary Trader Index	Month	10	5.27	9/2009
Option Strategy Index	Month	2	7.99	8/2009
Diversified Trader Index	Month	9	7.99	8/2009
Discretionary Trader Index	Month	7	7.99	8/2009

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

^#1

Top Performer

OPTION STRATEGY INDEX

MAY
2015

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Insignia Managed Capital : Epoch3

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Insignia Managed Capital : Epoch3

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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