Kingsview Management : Multi-Market System

archived programs
Year-to-Date
N / A
Nov Performance
-6.26%
Min Investment
$ 20k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
16.00%
Sharpe (RFR=1%)
1.67
CAROR
-
Assets
$ 69k
Worst DD
-6.26
S&P Correlation
-0.07

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
6/2011
Multi-Market System -6.26 - - - - - - 14.08
S&P 500 -0.51 - - - - - - 162.31
+/- S&P 500 -5.75 - - - - - - -148.22

Strategy Description

Summary

Product Traded: Futures Sector: S&P 500, Interest Rates & Currencies... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 20k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 25.00%
Average Commission $0
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 19000 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Stock Indices
34.00%
Currency Futures
33.00%
Grains
33.00%
Composition Pie Chart

Summary

Product Traded: Futures Sector: S&P 500, Interest Rates & Currencies

Investment Strategy

Systematic and non-discretionary trading program. The strategy attempts to captire the volatility in carious liquid futures markets. The program focuses on statistically based quantative analysis rather than a qualative analysis.

Risk Management

Risk management is the main priority of this system. Trades are placed on a daily basis and are never held overnight. Pre-defined loss limits are established prior to entering trades.

   

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
-6.26 1 - 10/1/2011 11/1/2011
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
21.70 5 6/1/2011 10/1/2011
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-6.26 1 11/1/2011 11/1/2011
Show More

Time Windows Analysis

 1 Month3 Month
Number of Periods6.004.00
Percent Profitable83.33100.00
Average Period Return2.319.83
Average Gain4.029.83
Average Loss-6.26
Best Period5.8915.00
Worst Period-6.263.63
Standard Deviation4.624.69
Gain Standard Deviation2.154.69
Loss Standard Deviation
Sharpe Ratio (1%)0.482.04
Average Gain / Average Loss0.64
Profit / Loss Ratio3.21
Downside Deviation (10%)2.72
Downside Deviation (5%)2.59
Downside Deviation (0%)2.56
Sortino Ratio (10%)0.70
Sortino Ratio (5%)0.86
Sortino Ratio (0%)0.90

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.