Insignia Managed Capital : Epoch3

archived programsClosed to new investments
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

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 YTD 1yr 3yr 5yr 10yr Since
7/2009
Epoch3 -3.71 -53.82 - -62.92 -65.02 -57.43 - -44.36
S&P 500 -0.41 -7.12 - -8.19 27.57 45.56 - 95.64
+/- S&P 500 -3.30 -46.70 - -54.74 -92.59 -102.99 - -140.00

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%
Strategy Pie Chart

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%
Composition Pie Chart

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.

   

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
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
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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
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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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods80.0078.0075.0069.0063.0057.0045.0033.00
Percent Profitable56.2556.4148.0057.9766.6764.9182.2287.88
Average Period Return-0.29-0.170.641.333.707.3414.2818.13
Average Gain4.358.8715.0813.7416.0321.4522.9925.40
Average Loss-6.26-11.87-12.70-15.80-20.96-18.78-26.04-34.57
Best Period11.2520.8537.2149.5448.1753.4357.6465.79
Worst Period-51.01-53.82-60.61-62.92-66.54-69.17-65.02-58.99
Standard Deviation8.2913.8118.0119.5322.5525.8424.5327.69
Gain Standard Deviation2.785.2910.1511.7712.5915.6013.4718.64
Loss Standard Deviation9.2012.5912.5214.4617.1520.0324.3026.83
Sharpe Ratio (1%)-0.05-0.030.010.020.100.210.460.51
Average Gain / Average Loss0.690.751.190.870.761.140.880.73
Profit / Loss Ratio0.890.971.101.201.532.114.085.33
Downside Deviation (10%)7.4511.9114.1116.3919.2220.9220.3422.78
Downside Deviation (5%)7.3211.4513.0414.2716.1816.8915.5615.71
Downside Deviation (0%)7.2911.3412.7813.7815.4916.0514.5714.50
Sortino Ratio (10%)-0.09-0.12-0.13-0.22-0.20-0.14-0.07-0.15
Sortino Ratio (5%)-0.05-0.040.010.020.140.320.720.90
Sortino Ratio (0%)-0.04-0.010.050.100.240.460.981.25

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 2008 - 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.