Marella Capital Corporation : Chief Guardian Bond Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -4.21% Min Investment $ 25k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 19.33% Sharpe (RFR=1%) -0.31 CAROR -6.56% Assets $ 538k Worst DD -27.53 S&P Correlation -0.25 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 Mar Qtr 2020 1yr 3yr 5yr 10yr Since10/2007 Chief Guardian Bond Program -4.21 - - - - - - -15.61 S&P 500 5.88 - - - - - - 139.92 +/- S&P 500 -10.09 - - - - - - -155.53 Strategy Description Summary-The strategy is a long-term 30 year Treasury bond futures discretionary trading program based on a proprietary algorithm combining technical and fundamental indicators such as weighted numbers and moving averages. Mr. Marella combined and refined these indicators to build his signal... Read More Account & Fees Type Managed Account Minimum Investment $ 25k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 0% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Monthly Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 6720 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 70.00% Systematic 30.00% Strategy Counter-trend 10.00% Fundamental 30.00% Option-purchasing 10.00% Option-spreads 20.00% Option-writing 10.00% Seasonal/cyclical 10.00% Trend-following 10.00% Summary-The strategy is a long-term 30 year Treasury bond futures discretionary trading program based on a proprietary algorithm combining technical and fundamental indicators such as weighted numbers and moving averages. Mr. Marella combined and refined these indicators to build his signal in the 1980s. Modifications to the signal are implemented only when a fundamental change occurs affecting the makeup of Treasury market trading.Investment StrategyAdding Bond Option strategies allows the system to maintain futures positions through volatile periods. It is the goal of the program to position itself for events in the market and the economy. Various protective strategies are implemented but may be ineffective if market or technological conditions prevent the execution of such orders.Risk ManagementThe Chief Guardian Bond Program uses a combination of futures and option strategies to maintain a strict risk management approach. Risk/ reward ratios are carefully calculated before entering into a trade, allowing the positions to work throughout volatile markets without being over leveraged. The idea of longevity and sustainability to achieve desired targets is always a factor in trading this program. 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 -27.53 13 - 2/1/2009 3/1/2010 -12.98 3 4 1/1/0001 12/1/2007 -7.73 2 5 7/1/2008 9/1/2008 -4.65 1 2 4/1/2008 5/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 17.46 2 1/1/2009 2/1/2009 12.37 2 3/1/2008 4/1/2008 10.74 1 12/1/2009 12/1/2009 9.90 2 6/1/2008 7/1/2008 4.77 1 1/1/2008 1/1/2008 3.72 1 10/1/2008 10/1/2008 3.06 1 7/1/2009 7/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.22 4 8/1/2009 11/1/2009 -13.96 3 1/1/2010 3/1/2010 -12.98 3 10/1/2007 12/1/2007 -9.75 4 3/1/2009 6/1/2009 -7.73 2 8/1/2008 9/1/2008 -4.65 1 5/1/2008 5/1/2008 -2.90 2 11/1/2008 12/1/2008 -0.63 1 2/1/2008 2/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods30.0028.0025.0019.0013.00 Percent Profitable33.3342.8656.0063.1653.85 Average Period Return-0.42-0.410.392.925.05 Average Gain6.117.699.4211.5717.83 Average Loss-3.68-6.49-11.09-11.91-9.86 Best Period11.8617.1217.9328.5323.17 Worst Period-10.18-17.25-17.84-27.30-14.26 Standard Deviation5.588.8011.8414.7614.94 Gain Standard Deviation3.835.385.588.713.58 Loss Standard Deviation2.645.136.0410.424.95 Sharpe Ratio (1%)-0.09-0.07-0.010.130.24 Average Gain / Average Loss1.661.190.850.971.81 Profit / Loss Ratio0.830.891.081.672.11 Downside Deviation (10%)3.946.949.7811.8412.25 Downside Deviation (5%)3.726.338.599.788.31 Downside Deviation (0%)3.666.188.299.307.37 Sortino Ratio (10%)-0.21-0.24-0.21-0.18-0.21 Sortino Ratio (5%)-0.13-0.10-0.010.200.43 Sortino Ratio (0%)-0.11-0.070.050.310.68 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