Lone Wolf Investments : Carbon Emissions Futures Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 0.71% Min Investment $ 175k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.51% Sharpe (RFR=1%) 0.36 CAROR 3.48% Assets $ 200k Worst DD -11.56 S&P Correlation -0.21 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since1/2007 Carbon Emissions Futures Program 0.71 - - - - - - 13.36 S&P 500 -4.74 - - - - - - 206.44 +/- S&P 500 5.45 - - - - - - -193.08 Strategy Description SummaryEmission Instruments Program - On January 2, 2007 Lone Wolf initiated trading of the company's Emissions Instruments Program. The exact nature of Lone Wolf's emission trading program is proprietary and confidential. The following description is of necessity general and is not intended... Read More Account & Fees Type Managed Account Minimum Investment $ 175k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $16.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 960 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Global Climate 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 15.00% Systematic 85.00% Strategy Technical 100.00% Composition Energy 100.00% SummaryEmission Instruments Program - On January 2, 2007 Lone Wolf initiated trading of the company's Emissions Instruments Program. The exact nature of Lone Wolf's emission trading program is proprietary and confidential. The following description is of necessity general and is not intended to be exhaustive. Lone Wolf's emission trading program is technically driven and has been developed specifically for emission markets by incorporating concepts that Lone Wolf Investments believe are essential to successfully trading these markets. The program is designed to provide commodity-specific exposure to global emission markets and provide superior risk-adjusted returns that are non-correlated to other asset classes. Currently the program trades the European Carbon Financial Instrument (CFI) Futures contract which trades at the European Climate Exchange (ECX). The program trades both the current year's emission vintage and the next year's emission vintage so at this time the program trades the December 2010 and December 2011 contracts. Lone Wolf Investments has also built a database of systems to trade other emission products such as Sulfur Financial Instrument (SFI) futures and Nitrogen Financial Instrument (NFI) futures which trade at the Chicago Climate Futures Exchange and Lone Wolf may include these instruments in our program at our discretion. Investment StrategyThe program is 100% technical and no fundamental analysis is used. Although the program is 80% mechanical in execution, under certain market conditions.Risk ManagementLone Wolf's individual traders may provide discretion regarding the execution of the trading model in order to reduce the risk in the program. The program is designed to employ varied levels of leverage depending on market conditions and existing program equity. Our program has strict risk management rules for each position in the program as well as a program wide risk-management layer. The program currently has a foreign exchange component and clients are advised that because the assets in a client's account will be determined in U.S. Dollars, they will be subject to the risk of fluctuation in the exchange rate between the local currency and the U.S. Dollar 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 -11.56 17 - 10/1/2008 3/1/2010 -4.06 3 5 5/1/2007 8/1/2007 -1.72 1 1 8/1/2008 9/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 18.69 8 1/1/2008 8/1/2008 6.54 5 1/1/2007 5/1/2007 4.04 5 4/1/2010 8/1/2010 3.94 3 9/1/2007 11/1/2007 2.72 1 10/1/2008 10/1/2008 2.06 1 9/1/2009 9/1/2009 2.02 1 7/1/2007 7/1/2007 1.92 2 1/1/2009 2/1/2009 0.69 1 11/1/2009 11/1/2009 0.42 1 4/1/2009 4/1/2009 0.33 1 7/1/2009 7/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.25 4 12/1/2009 3/1/2010 -3.99 2 11/1/2008 12/1/2008 -3.39 1 3/1/2009 3/1/2009 -3.28 1 8/1/2007 8/1/2007 -3.23 1 12/1/2007 12/1/2007 -2.77 1 6/1/2007 6/1/2007 -2.64 2 5/1/2009 6/1/2009 -1.72 1 9/1/2008 9/1/2008 -0.97 1 10/1/2009 10/1/2009 -0.04 1 8/1/2009 8/1/2009 Show More 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