Integra Investment Management, L.P. : Investment Program

archived programs
Year-to-Date
N / A
Sep Performance
-0.38%
Min Investment
$ 500k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
7.15%
Sharpe (RFR=1%)
1.19
CAROR
9.64%
Assets
$ 100.0M
Worst DD
-12.73
S&P Correlation
-0.06

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
1/2003
Investment Program -0.38 - - - - - - 69.75
S&P 500 -9.08 - - - - - - 304.83
+/- S&P 500 8.70 - - - - - - -235.08

Strategy Description

Summary

-&Integra focuses on trading within the major currency pairs in the OTC marketplace utilizing options to express its views.nbsp; &Risk management methodologies were modified in September 2007 to adapt to new market data points and implement an improved investment approach.nbsp; &Integra?s... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 500k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 650 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

-&Integra focuses on trading within the major currency pairs in the OTC marketplace utilizing options to express its views.nbsp; &Risk management methodologies were modified in September 2007 to adapt to new market data points and implement an improved investment approach.nbsp; &Integra?s goals are predicated on conservatism and consistency. These two elements are achieved through a unique methodology which has its strength in its methodical nature. Integra derives all of its views through a three step investment process consisting of fundamental, technical, and market position analysis. The overall process creates a system of checks and balances which require all three components to align before the manager can begin the actual portfolio construction. The manager utilizes options exclusively with respect to trade expression and portfolio construction. Simplistic option strategies are utilized to maximize the potential profits while minimizing the potential losses. Active delta hedge trading around the core option positions allows for greater flexibility in managing day to day movements in price and volatility while enabling Integra to consistently extract alpha in varying market scenarios. As a result, Integra has produced one of the most consistent and profitable track records in the asset class of currencies.

   

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

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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

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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.