Opes Capital Group, LLC : Opes Capital Group Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -10.12% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 15.86% Sharpe (RFR=1%) 1.00 CAROR 16.77% Assets $ 6.8M Worst DD -15.25 S&P Correlation -0.28 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since10/2009 Opes Capital Group Trading Program -10.12 - - - - - 38.09 90.78 S&P 500 4.31 - - - - - 62.38 258.74 +/- S&P 500 -14.43 - - - - - -24.29 -167.96 Strategy Description SummaryThe Opes Trading Program trades the equity markets (trend and counter trend) using options on the S&P e-mini futures. Some traders use stocks, others futures; we use options. Our strategy is discretionary and based on proprietary technical models, a systematic capital deployment program,... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $2.50 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD 5.00% Worst Peak-to-Trough -14.83% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 90.00% Intraday 0% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Counter-trend 10.00% Momentum 10.00% Option-writing 50.00% Pattern Recognition 10.00% Technical 10.00% Trend-following 10.00% Composition Stock Indices 100.00% SummaryThe Opes Trading Program trades the equity markets (trend and counter trend) using options on the S&P e-mini futures. Some traders use stocks, others futures; we use options. Our strategy is discretionary and based on proprietary technical models, a systematic capital deployment program, and a dynamic risk management system.Investment StrategyWe begin with a 3-6 month economic and market outlook, then break it down into 4-6 week trading windows. This process encompasses analyzing current and expected economic conditions, historical precedent, current and expected volatility, various technical indicators and multiple proprietary technical models. Current implied volatility and any immediate expected changes are incorporated into the short term focus when selecting optimal strikes to add to the portfolio. Potential trades are filtered through a risk management model which includes value at risk and margin considerations. The program’s focus is the S&P 500 index to minimize the portfolio's unsystematic risk. As option/volatility sellers, our risk framework is crucial to our program’s sustainability. The trades are executed according to the Portfolio Managers instructions. Positions are monitored daily and adjusted if market view changes or if the position values are adversely affected by market fluctuations, violating predetermined risk management criteria.Risk ManagementImplicit risk management through systematic capital deployment. Discretionary parameters set by peak to trough analysis. We hedge directly by using vertical spreads when trading puts. Additionally, our positions have low delta and strict position limits to counter risk. As a result, in such markets our maximum loss is defined upon entry. Spreads also help mitigate our gamma risk. 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 -15.25 3 3 2/1/2013 5/1/2013 -10.12 1 - 1/1/2014 2/1/2014 -2.05 1 3 8/1/2012 9/1/2012 -1.63 1 1 3/1/2011 4/1/2011 -1.48 1 1 7/1/2011 8/1/2011 -1.48 1 1 12/1/2009 1/1/2010 -0.84 1 1 12/1/2012 1/1/2013 -0.36 4 1 8/1/2013 12/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.64 14 2/1/2010 3/1/2011 19.74 12 9/1/2011 8/1/2012 15.05 1 8/1/2013 8/1/2013 13.47 1 1/1/2014 1/1/2014 11.43 1 6/1/2013 6/1/2013 9.08 3 10/1/2009 12/1/2009 7.05 3 5/1/2011 7/1/2011 3.95 3 10/1/2012 12/1/2012 1.25 1 2/1/2013 2/1/2013 1.10 1 4/1/2013 4/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.83 1 5/1/2013 5/1/2013 -10.12 1 2/1/2014 2/1/2014 -6.66 1 7/1/2013 7/1/2013 -2.05 1 9/1/2012 9/1/2012 -1.63 1 4/1/2011 4/1/2011 -1.57 1 3/1/2013 3/1/2013 -1.48 1 8/1/2011 8/1/2011 -1.48 1 1/1/2010 1/1/2010 -0.84 1 1/1/2013 1/1/2013 -0.36 4 9/1/2013 12/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods50.0051.0048.0042.0036.0030.0018.00 Percent Profitable80.0082.3587.5085.7186.1190.0083.33 Average Period Return1.414.884.7511.1418.6726.8839.61 Average Gain2.789.849.0917.3026.0034.1352.90 Average Loss-4.08-18.23-25.67-25.82-26.74-38.43-26.85 Best Period15.05112.2630.0833.6745.7758.6278.39 Worst Period-14.83-46.73-45.71-45.76-43.63-39.32-27.62 Standard Deviation4.5823.4214.1218.4022.1426.2134.74 Gain Standard Deviation3.3521.155.907.6910.4114.8118.15 Loss Standard Deviation4.8920.1617.9021.2221.960.880.86 Sharpe Ratio (1%)0.290.200.300.550.780.951.05 Average Gain / Average Loss0.680.540.350.670.970.891.97 Profit / Loss Ratio2.732.522.484.026.037.999.85 Downside Deviation (10%)2.8811.4311.5113.7614.7515.4517.40 Downside Deviation (5%)2.7911.1410.9112.5012.8212.7912.20 Downside Deviation (0%)2.7611.0610.7612.2012.3612.1610.96 Sortino Ratio (10%)0.350.320.200.450.751.081.37 Sortino Ratio (5%)0.480.420.390.811.341.943.00 Sortino Ratio (0%)0.510.440.440.911.512.213.61 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