Noor Capital LLC : TIR NG V Program

archived programs
Year-to-Date
N / A
Apr Performance
1.75%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
3.43%
Sharpe (RFR=1%)
3.38
CAROR
-
Assets
$ 1.0M
Worst DD
N/A
S&P Correlation
-1.00

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
3/2016
TIR NG V Program 1.75 - - - - - - 2.11
S&P 500 0.27 - - - - - - 61.61
+/- S&P 500 1.48 - - - - - - -59.51

Strategy Description

Summary

Delta neutral NG Vol strategy Performance DOES NOT INCLUDE FEES... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 1,000k
CTA Max Funding Factor 3.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 20000 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD -25.00%
Worst Peak-to-Trough 25.00%
Sector Focus Energy Traders

Holding Periods

Over 12 Months 25.00%
4-12 Months 25.00%
1-3 Months 25.00%
1-30 Days 25.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Summary

Delta neutral NG Vol strategy Performance DOES NOT INCLUDE FEES

Investment Strategy

Realized Vol vs Implied Vol Vega differentials

Risk Management

A 25% total drawdown triggers liquidation, a daily drawdown of 5% triggers exposure reduction

   

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%)
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Reward
Compound RoR:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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

Consecutive Gains

Run-up Length (Mos.) Start End
2.11 2 3/1/2016 4/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.