Kingsview Management : STO - Stock Index System Aggressive Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance -10.66% Min Investment $ 10k Mgmt. Fee 2.00% Perf. Fee 25.00% Annualized Vol 32.58% Sharpe (RFR=1%) -1.74 CAROR - Assets $ 321k Worst DD -62.62 S&P Correlation 0.45 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since9/2010 STO - Stock Index System Aggressive -10.66 - - - - - -58.77 -58.77 S&P 500 4.36 - - - - - 16.10 203.55 +/- S&P 500 -15.02 - - - - - -74.88 -262.32 Strategy Description SummaryKingsview Management’s Short Term Opportunity Program (STO) is a systematic, black box trading program. The strategy attempts to capture the volatility in the S&P 500 futures market. The strategy was first developed 25 years ago by Philip Schuck and Charles Lewis, but it has continued... Read More Account & Fees Type Managed Account Minimum Investment $ 10k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 25.00% Average Commission $14.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 24000 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD 6.24% Worst Peak-to-Trough -6.24% Sector Focus Stock Index 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% Composition Stock Indices 100.00% SummaryKingsview Management’s Short Term Opportunity Program (STO) is a systematic, black box trading program. The strategy attempts to capture the volatility in the S&P 500 futures market. The strategy was first developed 25 years ago by Philip Schuck and Charles Lewis, but it has continued to evolve as they make adjustments to factor in current market conditions. The program focuses on statistically based quantitative analysis rather than a qualitative analysis.Investment StrategyThe program seeks to profit from daily movements of the S&P 500 E-Mini futures contract. The program is based on the quantitative research done by the analysts and is systematic and nondiscretionary. Trades are entered and exited based upon proprietary indicators that measure volatility and momentum in the market. S&P 500 E-Mini futures positions will be either long or short and will not be held overnight. In addition to positions in the S&P E-Mini futures contract, the Advisor will at times purchase out of the money S&P 500 E-Mini futures put options.Risk ManagementRisk 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. Stop loss orders, which are intended to limit losses to certain amounts, may not be effective because market conditions may make it impossible to execute such orders. 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 Depth Length (Mos.) Recovery (Mos.) Peak Valley -62.62 10 - 3/1/2011 1/1/2012 -6.24 1 1 1/1/0001 9/1/2010 -2.44 1 1 10/1/2010 11/1/2010 -0.39 1 1 1/1/2011 2/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 9.47 1 10/1/2011 10/1/2011 9.06 1 10/1/2010 10/1/2010 7.40 2 12/1/2010 1/1/2011 3.36 1 3/1/2011 3/1/2011 2.61 1 7/1/2011 7/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -38.30 3 4/1/2011 6/1/2011 -31.99 3 11/1/2011 1/1/2012 -20.70 2 8/1/2011 9/1/2011 -6.24 1 9/1/2010 9/1/2010 -2.44 1 11/1/2010 11/1/2010 -0.39 1 2/1/2011 2/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods17.0015.0012.00 Percent Profitable35.2926.6716.67 Average Period Return-4.63-12.36-25.49 Average Gain5.307.1912.18 Average Loss-10.04-19.47-33.02 Best Period9.4711.6017.65 Worst Period-24.84-38.30-49.80 Standard Deviation9.4015.8021.06 Gain Standard Deviation3.203.087.73 Loss Standard Deviation6.7111.7612.53 Sharpe Ratio (1%)-0.50-0.80-1.23 Average Gain / Average Loss0.530.370.37 Profit / Loss Ratio0.290.130.07 Downside Deviation (10%)9.8620.1634.17 Downside Deviation (5%)9.6419.4332.47 Downside Deviation (0%)9.5819.2432.04 Sortino Ratio (10%)-0.51-0.67-0.82 Sortino Ratio (5%)-0.49-0.65-0.80 Sortino Ratio (0%)-0.48-0.64-0.80 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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