OptHedge Advisors LLC : Modified Diversified Options and Futures Trading Program

archived programs
Year-to-Date
N / A
Jun Performance
-1.79%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
12.58%
Sharpe (RFR=1%)
-0.99
CAROR
-
Assets
$ 373k
Worst DD
-19.33
S&P Correlation
0.34

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
4/2015
Modified Diversified Options and Futures Trading Program -1.79 - - - - -16.03 - -14.30
S&P 500 0.09 - - - - 58.90 - 71.89
+/- S&P 500 -1.88 - - - - -74.93 - -86.19

Strategy Description

Summary

Coby M. Hyman is the sole principal and President of the Advisor. Mr. Hyman is responsible for all aspects of the firm's operation, including market research, trading, operation, and management. Mr. Hyman holds a business degree (B.B.A.) in Finance from Texas Tech University and a... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $7.00
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 10000 RT/YR/$M
Avg. Margin-to-Equity 40%
Targeted Worst DD -15.00%
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 25.00%
1-3 Months 50.00%
1-30 Days 25.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Option-spreads
65.00%
Option-writing
35.00%
Strategy Pie Chart

Composition

Currency Futures
20.00%
Energy
20.00%
Grains
20.00%
Precious Metals
10.00%
Livestock
10.00%
Softs
10.00%
Stock Indices
10.00%
Composition Pie Chart

Summary

Coby M. Hyman is the sole principal and President of the Advisor. Mr. Hyman is responsible for all aspects of the firm's operation, including market research, trading, operation, and management. Mr. Hyman holds a business degree (B.B.A.) in Finance from Texas Tech University and a law degree (J.D.) from The University of Texas School of Law.

Mr. Hyman has over ten years of experience designing complex investment structures and derivative instruments for hedge funds, private equity funds, and commodity trading funds. Mr. Hyman has extensive experience in the investment fund industry and has spent a significant portion of his career structuring investments for two of the largest investment advisors in the Dallas/Fort Worth area. Mr. Hyman has previously worked as Assistant General Counsel and Director of Tax for Highland Capital Management, L.P. in Dallas, Texas and as Director of Strategic Planning for Q Investments, Inc. in Fort Worth, Texas.

Investment Strategy

The OptHedge Modified Program (the "Modified Program") is a modified version of the OptHedge Diversified Options and Futures Trading Program (the "Flagship Program"). The Modified Program offers a smaller minimum investment ($50,000) to potential investors than the Flagship Program and investors are not required to meet the definition of a Qualified Eligible Participant ("QEP") in order to invest in the Modified Program. The Modified Program focuses on efficient use of client capital and was created in order to give potential investors a unique opportunity to earn an attractive rate of return on funds committed to the trading strategies employed in the Modified Program. There are two key differences between the Modified Program and the Flagship Program, summarized below. The Modified Program will trade more frequently than the Flagship Program and will utilize more leverage than the Flagship Program. As such, the maximum commission rate that OptHedge will allow to be charged to investor accounts participating in the Modified Program is $3.50 per side. In addition, the average margin-to-equity ratio for the Modified Program is expected to be between 35% and 45%. The Advisor expects that the lower trading costs and the higher use of leverage for the Modified Program is likely to give investors in the Modified Program access to many trading opportunities that have not historically been available to investors in the Flagship Program. Because the adjustments to trades established in the Modified Program will be more frequent and less costly than in the Flagship Program, the Advisor expects the Modified Program to have tighter risk management than the Flagship Program. In addition, the Advisor will generally allocate more trading capital in the Modified Program to trades that have a lower margin usage and a higher expected return on the margin capital necessary to fund such trades.

Risk Management

   

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:
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Risk
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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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

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-19.33 9 - 7/1/2015 4/1/2016
-0.03 1 1 5/1/2015 6/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
3.84 1 11/1/2015 11/1/2015
2.82 1 7/1/2015 7/1/2015
2.75 1 5/1/2016 5/1/2016
2.42 2 4/1/2015 5/1/2015
1.74 1 9/1/2015 9/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-16.79 5 12/1/2015 4/1/2016
-7.52 1 8/1/2015 8/1/2015
-1.79 1 6/1/2016 6/1/2016
-0.77 1 10/1/2015 10/1/2015
-0.03 1 6/1/2015 6/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods15.0013.0010.00
Percent Profitable40.0023.080.00
Average Period Return-0.96-3.63-8.20
Average Gain2.263.48
Average Loss-3.11-5.76-8.20
Best Period3.844.83-0.35
Worst Period-7.88-13.37-14.50
Standard Deviation3.635.075.01
Gain Standard Deviation1.171.24
Loss Standard Deviation3.043.485.01
Sharpe Ratio (1%)-0.29-0.76-1.74
Average Gain / Average Loss0.730.60
Profit / Loss Ratio0.480.18
Downside Deviation (10%)3.516.7811.68
Downside Deviation (5%)3.326.029.91
Downside Deviation (0%)3.285.829.48
Sortino Ratio (10%)-0.39-0.72-0.91
Sortino Ratio (5%)-0.31-0.65-0.88
Sortino Ratio (0%)-0.29-0.62-0.87

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.