Kingdom Trading : Short Option Program

archived programs
Year-to-Date
N / A
Mar Performance
-1.39%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
15.14%
Sharpe (RFR=1%)
0.09
CAROR
1.16%
Assets
$ 659k
Worst DD
-29.52
S&P Correlation
0.27

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
3/2007
Short Option Program -1.39 - - - - - -3.95 7.28
S&P 500 3.60 - - - - - 84.98 152.26
+/- S&P 500 -4.99 - - - - - -88.93 -144.97

Strategy Description

Summary

The SHORT OPTION TRADING PROGRAM consists primarily of selling options on futures while employing stringent risk management techniques. The purchase and sale of futures in a variety of markets to enhance the option component is common. The Kingdom trading program may be utilized to... 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 $10.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 7000 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Diversified Traders

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

Composition

Summary

The SHORT OPTION TRADING PROGRAM consists primarily of selling options on futures while employing stringent risk management techniques. The purchase and sale of futures in a variety of markets to enhance the option component is common. The Kingdom trading program may be utilized to trade any futures market, including grains, meats, metals, softs, energies, currencies, financials, and indices. Fundamental to the program is an analysis to determine if a market is moving upward, downward or sideways. Once the direction of the market is determined, call or put option strike prices are evaluated with respect to premium, liquidity and technical support or resistance levels. Typically, the program seeks a conservative strike option price that will yield a rate of return of 10% (based on margin requirements) for a 30-day period. Choosing strike prices above or below key support or resistance levels is critically important to the success of the system. Patience in identifying and seeking profit opportunity is of the utmost importance. Identifying exits is a vital component of the trading strategy.

   

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
-29.52 3 17 7/1/2008 10/1/2008
-21.76 35 - 4/1/2010 3/1/2013
-12.85 1 3 2/1/2008 3/1/2008
-3.95 3 1 4/1/2007 7/1/2007
-2.03 2 1 8/1/2007 10/1/2007
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
28.83 8 4/1/2009 11/1/2009
25.14 4 4/1/2008 7/1/2008
18.94 4 11/1/2007 2/1/2008
8.19 4 11/1/2010 2/1/2011
7.88 2 1/1/2009 2/1/2009
6.98 1 8/1/2007 8/1/2007
6.09 4 1/1/2010 4/1/2010
3.26 1 7/1/2010 7/1/2010
3.10 2 3/1/2007 4/1/2007
3.09 4 10/1/2011 1/1/2012
2.05 1 11/1/2008 11/1/2008
1.91 1 8/1/2012 8/1/2012
1.04 1 5/1/2011 5/1/2011
0.66 1 12/1/2012 12/1/2012
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-29.52 3 8/1/2008 10/1/2008
-14.23 2 5/1/2010 6/1/2010
-12.85 1 3/1/2008 3/1/2008
-8.72 3 8/1/2010 10/1/2010
-4.28 4 6/1/2011 9/1/2011
-4.25 2 3/1/2011 4/1/2011
-4.07 3 1/1/2013 3/1/2013
-3.95 3 5/1/2007 7/1/2007
-3.26 6 2/1/2012 7/1/2012
-2.37 1 3/1/2009 3/1/2009
-2.03 2 9/1/2007 10/1/2007
-1.57 3 9/1/2012 11/1/2012
-0.91 1 12/1/2009 12/1/2009
-0.73 1 12/1/2008 12/1/2008
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods73.0071.0068.0062.0056.0050.0038.0026.00
Percent Profitable52.0556.3452.9438.7142.8652.0060.5376.92
Average Period Return0.200.651.342.201.392.533.635.03
Average Gain2.915.729.2716.6011.2712.6413.269.37
Average Loss-2.75-5.89-7.58-6.89-6.02-8.43-11.14-9.43
Best Period9.6021.1622.1135.9544.4926.1034.3619.92
Worst Period-17.93-29.52-26.70-16.25-18.94-17.68-20.93-17.74
Standard Deviation4.378.3011.0114.7911.9012.4314.809.70
Gain Standard Deviation2.315.036.6513.6611.107.779.945.43
Loss Standard Deviation4.187.027.564.995.244.716.125.62
Sharpe Ratio (1%)0.030.050.080.08-0.010.040.040.10
Average Gain / Average Loss1.060.971.222.411.871.501.190.99
Profit / Loss Ratio1.151.251.381.521.401.621.833.31
Downside Deviation (10%)3.606.568.5910.1611.2613.6618.2619.06
Downside Deviation (5%)3.466.107.537.286.907.929.656.98
Downside Deviation (0%)3.435.997.296.635.996.667.925.16
Sortino Ratio (10%)-0.06-0.09-0.13-0.28-0.55-0.57-0.66-0.87
Sortino Ratio (5%)0.030.070.110.17-0.020.070.060.14
Sortino Ratio (0%)0.060.110.180.330.230.380.460.98

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.