Ira Bershatsky : Intraday Alpha Generator Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 0.00% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 16.64% Sharpe (RFR=1%) 0.19 CAROR 2.90% Assets $ 86k Worst DD -15.01 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since10/2006 Intraday Alpha Generator Program 0.00 - - - - - - 5.88 S&P 500 -9.08 - - - - - - 194.60 +/- S&P 500 9.08 - - - - - - -188.72 Strategy Description Summary-The Intraday Alpha Generator Program (the Program) is a day trading program. Day trading is an aggressive strategy in which the Advisor will attempt to profit from short-term price volatility and hold no overnight positions. The Advisor?s program (the Program) trades in the domestic... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $4.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 5% 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-The Intraday Alpha Generator Program (the Program) is a day trading program. Day trading is an aggressive strategy in which the Advisor will attempt to profit from short-term price volatility and hold no overnight positions. The Advisor?s program (the Program) trades in the domestic stock indices. The Program?s objective is to achieve significant price appreciation. The Program?s minimum account size is $100,000. However, the Advisor may accept smaller accounts at his discretion. The Advisor primarily will trade futures contracts on the E-Mini S&P 500 and E-Mini Russell 2000 indices. However, the Advisor may from time to time trade in other domestic stock indices or other futures. There are no limitations on the Advisor?s Program. The Program is automated and systematic which means the Advisor uses computer models or other systems to make trading decisions and enter orders and stops. The Program aims to profit from the intraday trend in the equity indices. The Advisor believes risk management is a significant contributor to profitability. Therefore, the Program employs various methods designed to control risk and increase profitability. The Advisor believes the Program?s success will result from its simplicity and its disciplined approach to trading and risk management. 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 Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End Show More 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