Optimus Capital Management : Diversified Program

archived programs
Year-to-Date
N / A
Aug Performance
1.83%
Min Investment
$ 75k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
46.60%
Sharpe (RFR=1%)
1.24
CAROR
-
Assets
$ 3.4M
Worst DD
-20.13
S&P Correlation
0.27

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
8/2007
Diversified Program 1.83 - - - - - - 69.45
S&P 500 1.22 - - - - - - 119.55
+/- S&P 500 0.61 - - - - - - -50.10

Strategy Description

Summary

-Optimus Capital Management applies mainly a systematic and technical approach to trading the markets. On occasion, the Advisor may make use of fundamental analysis to assist with trading decisions. Once a trade is accepted and entered using specific entry and exit points, the placement... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 75k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $20.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 2200 RT/YR/$M
Avg. Margin-to-Equity 25%
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 0%
Systematic 0%

Strategy

Summary

-Optimus Capital Management applies mainly a systematic and technical approach to trading the markets. On occasion, the Advisor may make use of fundamental analysis to assist with trading decisions. Once a trade is accepted and entered using specific entry and exit points, the placement of stop-loss orders will be employed. OCM makes use of several systems that are independent of each other to take advantage of diversification of methodology using multiple time-frames and systems that utilize trading methodologies with low correlation in an attempt to reduce volatility and improve risk adjusted returns.

   

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
-20.13 4 - 3/1/2008 7/1/2008
-9.84 1 1 9/1/2007 10/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
63.02 2 8/1/2007 9/1/2007
41.75 5 11/1/2007 3/1/2008
2.08 1 5/1/2008 5/1/2008
1.83 1 8/1/2008 8/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-17.93 2 6/1/2008 7/1/2008
-9.84 1 10/1/2007 10/1/2007
-4.66 1 4/1/2008 4/1/2008
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods13.0011.008.00
Percent Profitable69.2363.6462.50
Average Period Return4.9110.3724.77
Average Gain10.7323.7047.81
Average Loss-8.17-12.96-13.63
Best Period31.6846.9897.54
Worst Period-16.71-18.94-16.64
Standard Deviation13.4523.5140.60
Gain Standard Deviation11.4517.7233.25
Loss Standard Deviation6.668.564.48
Sharpe Ratio (1%)0.360.430.60
Average Gain / Average Loss1.311.833.51
Profit / Loss Ratio2.953.205.85
Downside Deviation (10%)5.739.6610.11
Downside Deviation (5%)5.589.148.94
Downside Deviation (0%)5.559.018.64
Sortino Ratio (10%)0.790.952.21
Sortino Ratio (5%)0.861.112.72
Sortino Ratio (0%)0.891.152.87

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.