Lions View Investments, LLC : Institutional Soybean Complex Program

archived programs
Year-to-Date
N / A
Dec Performance
-5.95%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
14.85%
Sharpe (RFR=1%)
0.02
CAROR
-
Assets
$ 4.4M
Worst DD
-15.31
S&P Correlation
-0.24

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
9/2012
Institutional Soybean Complex Program -5.95 - - - - - - 0.40
S&P 500 2.36 - - - - - - 124.67
+/- S&P 500 -8.31 - - - - - - -124.27

Strategy Description

Summary

The Institutional Soybean Complex Program seeks high single digit, low double-digit alpha returns with appropriate associated volatility from the niche Soybean Complex. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 1,000k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $6.67
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 15000 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD -10.00%
Worst Peak-to-Trough
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 10.00%
1-30 Days 80.00%
Intraday 10.00%

Decision-Making

Discretionary 95.00%
Systematic 5.00%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

The Institutional Soybean Complex Program seeks high single digit, low double-digit alpha returns with appropriate associated volatility from the niche Soybean Complex.

Investment Strategy

The Institutional Soybean Complex program seeks opportunity in a spread relationship between soybeans and their by-products, soybean meal and soybean oil. This relationship is referred to as the Soybean Crush Trade. Additionally, the program seeks to take advantage of price discrepancies in the Soybean Meal futures market via calendar spreads, specifically in form of Butterfly and Condor spreads.

Risk Management

The Institutional Soybean Complex Program trades a maximum 1 Soybean Crush per $200K along with 1 Soybean Meal calendar spread per $200K. The program margin to equity is targeted to 10% or less.

   

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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Sharpe Ratio: (RF=1%)
Skewness:
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Reward
Compound RoR:
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Average Gain:
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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
-15.31 6 - 6/1/2013 12/1/2013
-6.99 2 2 1/1/2013 3/1/2013
-0.20 1 1 11/1/2012 12/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
21.65 3 4/1/2013 6/1/2013
4.04 3 9/1/2012 11/1/2012
0.91 1 1/1/2013 1/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.31 6 7/1/2013 12/1/2013
-6.99 2 2/1/2013 3/1/2013
-0.20 1 12/1/2012 12/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods16.0014.0011.00
Percent Profitable43.7550.0063.64
Average Period Return0.111.083.88
Average Gain3.628.2810.01
Average Loss-2.62-6.12-6.86
Best Period12.1321.6514.42
Worst Period-5.95-9.96-15.31
Standard Deviation4.299.399.80
Gain Standard Deviation4.048.024.77
Loss Standard Deviation1.742.385.76
Sharpe Ratio (1%)0.010.090.34
Average Gain / Average Loss1.381.351.46
Profit / Loss Ratio1.071.352.55
Downside Deviation (10%)2.585.436.39
Downside Deviation (5%)2.374.775.36
Downside Deviation (0%)2.324.605.12
Sortino Ratio (10%)-0.12-0.030.22
Sortino Ratio (5%)0.010.170.63
Sortino Ratio (0%)0.050.230.76

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.