Kingsview Management : Multi Market Method

archived programs
Year-to-Date
N / A
Jul Performance
-8.21%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
20.18%
Sharpe (RFR=1%)
-0.73
CAROR
-14.72%
Assets
$ 175k
Worst DD
-31.04
S&P Correlation
-0.20

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
4/2010
Multi Market Method -8.21 - - - - - -17.36 -31.04
S&P 500 1.26 - - - - - 51.28 191.92
+/- S&P 500 -9.47 - - - - - -68.64 -222.95

Strategy Description

Summary

The Kingsview Management Multi-Market Program combines a sophisticated limited risk option strategy with Philip Silverman’s experience trading for hedge funds. The program attempts to generate a return on investment for its clients by employing a mostly market neutral trading strategy.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $20.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD 11.15%
Worst Peak-to-Trough -16.55%
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Option-spreads
50.00%
Other
50.00%
Strategy Pie Chart

Composition

Energy
17.00%
Interest Rates
17.00%
Softs
17.00%
Stock Indices
17.00%
Other
15.00%
Precious Metals
9.00%
Industrial Metals
8.00%
Composition Pie Chart

Summary

The Kingsview Management Multi-Market Program combines a sophisticated limited risk option strategy with Philip Silverman’s experience trading for hedge funds. The program attempts to generate a return on investment for its clients by employing a mostly market neutral trading strategy. The strategy consists of buying and selling combinations of options on futures contracts in various markets including index futures markets, metals, interest rates, foods, softs and energies. The traders simultaneously buy and sell out-of-the-money put and call options to collect premium, a strategy commonly known as selling credit spreads. The risks associated with this strategy are both limited and quantifiable.

   

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
-31.04 -1 - 1/1/0001 7/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
11.52 1 9/1/2011 9/1/2011
10.04 4 9/1/2010 12/1/2010
8.90 3 12/1/2011 2/1/2012
7.52 2 2/1/2011 3/1/2011
2.63 1 4/1/2012 4/1/2012
1.79 1 6/1/2012 6/1/2012
1.77 1 5/1/2011 5/1/2011
1.41 1 6/1/2010 6/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.95 2 7/1/2010 8/1/2010
-15.60 2 10/1/2011 11/1/2011
-14.04 3 6/1/2011 8/1/2011
-9.24 1 4/1/2011 4/1/2011
-8.21 1 7/1/2012 7/1/2012
-5.03 1 3/1/2012 3/1/2012
-4.26 1 5/1/2012 5/1/2012
-2.10 2 4/1/2010 5/1/2010
-1.56 1 1/1/2011 1/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods28.0026.0023.0017.0011.00
Percent Profitable50.0038.4634.785.880.00
Average Period Return-1.15-3.19-5.38-12.77-17.54
Average Gain3.214.925.692.81
Average Loss-5.51-8.26-11.28-13.75-17.54
Best Period11.529.7016.102.81-5.21
Worst Period-14.41-15.69-19.78-22.71-25.81
Standard Deviation5.828.0210.187.347.07
Gain Standard Deviation2.953.436.26
Loss Standard Deviation4.565.365.996.357.07
Sharpe Ratio (1%)-0.21-0.43-0.58-1.88-2.69
Average Gain / Average Loss0.580.600.500.20
Profit / Loss Ratio0.580.370.270.01
Downside Deviation (10%)5.218.4912.0619.1526.02
Downside Deviation (5%)5.037.8210.6015.5020.20
Downside Deviation (0%)4.987.6510.2414.6118.79
Sortino Ratio (10%)-0.30-0.52-0.65-0.93-0.97
Sortino Ratio (5%)-0.25-0.44-0.55-0.89-0.94
Sortino Ratio (0%)-0.23-0.42-0.53-0.87-0.93

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.