Kingsview Management : Stock Index Strategy - Institutional

archived programs
Year-to-Date
N / A
Nov Performance
-8.02%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
22.19%
Sharpe (RFR=1%)
-3.20
CAROR
-
Assets
$ 129k
Worst DD
-32.62
S&P Correlation
-0.80

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
Stock Index Strategy - Institutional -8.02 - - - - - - -31.12
S&P 500 -0.51 - - - - - - 162.31
+/- S&P 500 -7.51 - - - - - - -193.43

Strategy Description

Summary

Product Traded: Options Sector: S&P 500 Index Credit Spreads/ Index Options The Kingsview Theta Family SISI creates put and call option credit spreads with differing strike prices and expiration dates.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
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 10000 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD
Worst Peak-to-Trough
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 100.00%
Systematic 0%

Strategy

Option-spreads
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Product Traded: Options Sector: S&P 500 Index Credit Spreads/ Index Options The Kingsview Theta Family SISI creates put and call option credit spreads with differing strike prices and expiration dates. Using the S&P 500 futures contracts, the program may profit from price differences between the long and short options due to the: Volatility Inherent in the market, Thespread between the market and option strike prices, the decrease in the time to expiration of the options. futures contracts, the program may profit from price differences between the long and short options due to the: Volatility Inherent in the market, Thespread between the market and option strike prices, the decrease in the time to expiration of the options.

Investment Strategy

This program creates put and call option credit spreads with differing strike prices and expiration dates.

Risk Management

The CTA purchases out of the money puts with differing strike prices to hedge the downside risk associated with extreem downward events in the market, significant increases in volatility, and to take advantage of time premium decay. Losses can and do occur.

   

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
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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
-32.62 5 - 6/1/2011 11/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
2.23 1 6/1/2011 6/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-32.62 5 7/1/2011 11/1/2011
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Time Windows Analysis

 1 Month3 Month
Number of Periods6.004.00
Percent Profitable16.670.00
Average Period Return-5.84-16.93
Average Gain2.23
Average Loss-7.45-16.93
Best Period2.23-5.94
Worst Period-17.04-26.77
Standard Deviation6.409.76
Gain Standard Deviation
Loss Standard Deviation5.639.76
Sharpe Ratio (1%)-0.92-1.76
Average Gain / Average Loss0.30
Profit / Loss Ratio0.06
Downside Deviation (10%)8.5220.03
Downside Deviation (5%)8.2719.15
Downside Deviation (0%)8.2118.93
Sortino Ratio (10%)-0.73-0.91
Sortino Ratio (5%)-0.72-0.90
Sortino Ratio (0%)-0.71-0.89

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.