Kingsview Management : Targeted Volatility Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -2.59% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 25.00% Annualized Vol 20.32% Sharpe (RFR=1%) 0.22 CAROR 3.52% Assets $ 148k Worst DD -20.75 S&P Correlation -0.48 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 Jul Qtr 2020 1yr 3yr 5yr 10yr Since4/2010 Targeted Volatility Program -2.59 - - - - - -15.04 8.40 S&P 500 1.26 - - - - - 51.28 213.25 +/- S&P 500 -3.85 - - - - - -66.32 -204.84 Strategy Description Investment StrategyThe Targeted Volatility “TVP” strategy seeks opportunistic trades to take advantage of movements in market volatility. Options in the futures markets are utilized as the vehicle in which this is done and the Advisor will take long or short positions, thus taking a... 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 $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD 2.65% Worst Peak-to-Trough -2.65% 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 Composition Investment StrategyThe Targeted Volatility “TVP” strategy seeks opportunistic trades to take advantage of movements in market volatility. Options in the futures markets are utilized as the vehicle in which this is done and the Advisor will take long or short positions, thus taking a directional stance on volatility movements in certain markets. As events in the market lead to abnormal volatility, high or low, the trading will mostly be centered around, but not limited to, our belief that volatility reverts to historic mean levels. In formulating these options strategies, the Advisor may utilize a variety of options, including, but not limited to, options on: any price, index, spread or other financial indicator or any combination thereof, such as the price or value of an equity security, equity index or futures contract, the price or value appreciation or depreciation of a basket of securities and/or indices, or any other market selected by the Advisor. Option strategies may include, but will not be limited to, investments in call and put options, option spreads, and other option combinations. These option strategies are briefly described below. These options strategies are intended to provide issuer market capitalization and market diversification. The funds deposited in the futures trading accounts to margin futures positions on U.S. exchanges are required to be segregated pursuant to Section 4d(2) of the Commodity Exchange Act as amended (the CEA) and Commodities Futures Trading Commission (“CFTC”) rules there under, under which requirement the custodian may invest customer funds only in certain government securities and may not commingle customer funds with the custodian’s funds. Risk ManagementRisk management is a main priority of the Advisor. The Advisor actively manages the level of risk in its portfolio through the buying and selling of options with different expiration dates and strike prices. Risk is also managed by appropriately sizing positions in the portfolio and diversifying amongst different trading positions. The Advisor’s risk management may also include the realizing of losses to minimize or reduce risk, and the rolling of options positions to other strikes and/or expiration dates. The Advisor may purchase or sell futures contracts on occasion as part of a protective strategy. The Advisor may purchase U.S. Treasury Securities with funds on deposit with the FCM for the purpose of earning interest on those funds. However, like any security, the value of the Treasury securities can fluctuate in value and result in a loss if they must be sold to meet margin requirements. 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 -20.75 7 - 3/1/2011 10/1/2011 -2.65 1 1 1/1/0001 4/1/2010 -1.96 1 1 12/1/2010 1/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 31.06 8 5/1/2010 12/1/2010 13.72 3 11/1/2011 1/1/2012 5.17 1 9/1/2011 9/1/2011 5.13 2 6/1/2011 7/1/2011 4.25 2 2/1/2011 3/1/2011 4.10 1 4/1/2012 4/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -19.69 1 10/1/2011 10/1/2011 -7.33 3 5/1/2012 7/1/2012 -5.53 2 4/1/2011 5/1/2011 -5.53 1 8/1/2011 8/1/2011 -4.38 2 2/1/2012 3/1/2012 -2.65 1 4/1/2010 4/1/2010 -1.96 1 1/1/2011 1/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods28.0026.0023.0017.0011.00 Percent Profitable60.7157.6952.1735.2918.18 Average Period Return0.461.190.92-1.37-2.52 Average Gain3.546.008.7514.6817.42 Average Loss-4.31-5.37-7.62-10.13-6.95 Best Period16.9124.3928.4630.4128.68 Worst Period-19.69-20.21-17.67-17.36-13.34 Standard Deviation5.868.6311.0214.4211.78 Gain Standard Deviation3.916.989.0311.7615.93 Loss Standard Deviation5.216.014.864.984.49 Sharpe Ratio (1%)0.060.110.04-0.16-0.34 Average Gain / Average Loss0.821.121.151.452.50 Profit / Loss Ratio1.271.521.250.790.56 Downside Deviation (10%)4.295.697.7112.7513.71 Downside Deviation (5%)4.165.226.479.738.56 Downside Deviation (0%)4.125.116.179.007.36 Sortino Ratio (10%)0.01-0.01-0.20-0.50-0.74 Sortino Ratio (5%)0.090.180.06-0.24-0.47 Sortino Ratio (0%)0.110.230.15-0.15-0.34 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. x {{title}} x {{title}} Add Cancel