Neptune Investing : Navigator

archived programs
Year-to-Date
0.06%
Aug Performance
3.62%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
8.49%
Sharpe (RFR=1%)
0.50
CAROR
-
Assets
$ 2.0M
Worst DD
-7.51
S&P Correlation
-0.55

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 Since
7/2018
Navigator 3.62 6.22 0.06 2.48 - - - 5.92
S&P 500 -1.81 6.34 16.73 0.85 - - - 3.90
+/- S&P 500 5.43 -0.12 -16.67 1.63 - - - 2.01

Strategy Description

Summary

Founded in 2005, Neptune Investing is a research-driven investment firm specializing in alternative investment strategies. We seek to achieve positive absolute returns through our investment approach, which is founded on the philosophy that markets are not random and in fact exhibit... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 5k
CTA Max Funding Factor
4.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$6.00
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
3000 RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
-5.00%
Worst Peak-to-Trough
3.00%
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
Systematic
100.00%

Strategy

Pattern Recognition
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Founded in 2005, Neptune Investing is a research-driven investment firm specializing in alternative investment strategies. We seek to achieve positive absolute returns through our investment approach, which is founded on the philosophy that markets are not random and in fact exhibit much order through its behavior and price action. The Advisor’s expertise lies in market behavioral analysis with a focus on market forecasting. Risk management is a critical aspect of the investment process and it's analyzed, monitored and controlled at multiple levels. Our commitment is to create investment strategies that can add value to our client's investment portfolio's by generating unique returns with low correlation to traditional investments. Futures trading is speculative and involves a substantial risk of loss. Past performance is not necessarily indicative of future results.

Investment Strategy

The Advisor’s Navigator Program is a systematic (i.e. rules-based), intraday, pattern recognition strategy. The Advisor is opportunistic as it identifies pattern formations that are unique to its research and discoveries it has made over the past two decades. Through a highly disciplined approach and many years of experience with strong emphasis on risk management, the Advisor believes that its Navigator Program provides excellent value to investors as an addition to an existing portfolio or as a standalone investment as the Advisor expects the strategy to perform well in a variety of market conditions. Investors are reminded that futures trading is speculative and involves a substantial risk of loss.

Risk Management

Multi-layered risk management is applied to the strategy. All positions have a live stop in place as well as a maximum gross exposure limit. We limit max loss per day, week and month. To reduce risk further strategy is applied to the most liquid markets only.

   

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
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
-7.51 5 - 10/1/2018 3/1/2019
-0.82 1 1 8/1/2018 9/1/2018
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Consecutive Gains

Run-up Length (Mos.) Start End
6.25 2 7/1/2019 8/1/2019
3.39 1 10/1/2018 10/1/2018
3.35 2 7/1/2018 8/1/2018
2.81 1 12/1/2018 12/1/2018
1.73 2 4/1/2019 5/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.40 3 1/1/2019 3/1/2019
-2.85 1 11/1/2018 11/1/2018
-0.82 1 9/1/2018 9/1/2018
-0.03 1 6/1/2019 6/1/2019
Show More

Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods14.0012.009.00
Percent Profitable57.1458.3322.22
Average Period Return0.440.19-1.35
Average Gain2.182.976.41
Average Loss-1.88-3.70-3.57
Best Period3.626.226.96
Worst Period-3.64-7.40-6.76
Standard Deviation2.453.964.91
Gain Standard Deviation1.261.730.79
Loss Standard Deviation1.442.512.50
Sharpe Ratio (1%)0.15-0.01-0.38
Average Gain / Average Loss1.160.801.80
Profit / Loss Ratio1.551.130.51
Downside Deviation (10%)1.733.505.70
Downside Deviation (5%)1.552.934.13
Downside Deviation (0%)1.502.793.75
Sortino Ratio (10%)0.02-0.30-0.67
Sortino Ratio (5%)0.23-0.02-0.45
Sortino Ratio (0%)0.290.07-0.36

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.