Option Capital Advisory : OCA Premium Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -0.55% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 27.79% Sharpe (RFR=0%) 0.36 CAROR 6.56% Assets $ 51k Worst DD -54.77 S&P Correlation 0.09 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since5/2011 OCA Premium -0.55 - - - - 7.08 - 31.01 S&P 500 1.97 - - - - 90.95 - 114.26 +/- S&P 500 -2.52 - - - - -83.87 - -83.25 Strategy Description Summary"OCA Premium" strategy is based on writing calls and puts on out-of-the-money options on commodity futures (primarily on currencies and energy resources). The strategy is designed to capture the decay of option premiums. Primarily uncovered or naked options are sold. The trading strategy... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $13.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -15.00% Worst Peak-to-Trough 13.20% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-spreads 20.00% Option-writing 80.00% Composition Energy 50.00% Currency Futures 40.00% Grains 10.00% Summary"OCA Premium" strategy is based on writing calls and puts on out-of-the-money options on commodity futures (primarily on currencies and energy resources). The strategy is designed to capture the decay of option premiums. Primarily uncovered or naked options are sold. The trading strategy is non-directional and both fundamental and technical analysis is incorporated into the trading decision. In case of market fluctuations as well as unprecedented fall of markets we usually close positions or open the opposite position in same option with different strike price or use method of delta hedging. 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 -54.77 5 - 8/1/2014 1/1/2015 -13.57 3 10 4/1/2012 7/1/2012 -4.16 1 1 6/1/2011 7/1/2011 -3.43 1 1 7/1/2013 8/1/2013 -2.47 1 1 1/1/2014 2/1/2014 -0.85 1 1 9/1/2013 10/1/2013 -0.29 1 1 11/1/2013 12/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 61.52 9 8/1/2011 4/1/2012 31.26 6 3/1/2014 8/1/2014 26.37 5 3/1/2013 7/1/2013 10.81 4 8/1/2012 11/1/2012 9.47 1 11/1/2013 11/1/2013 9.44 1 1/1/2014 1/1/2014 7.67 2 5/1/2015 6/1/2015 6.16 1 6/1/2012 6/1/2012 5.13 2 2/1/2015 3/1/2015 4.12 1 9/1/2013 9/1/2013 0.17 1 11/1/2014 11/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -51.40 2 9/1/2014 10/1/2014 -13.14 1 7/1/2012 7/1/2012 -8.22 3 12/1/2012 2/1/2013 -7.08 2 12/1/2014 1/1/2015 -6.27 1 5/1/2012 5/1/2012 -4.16 3 5/1/2011 7/1/2011 -3.43 1 8/1/2013 8/1/2013 -2.47 1 2/1/2014 2/1/2014 -1.86 1 4/1/2015 4/1/2015 -0.85 1 10/1/2013 10/1/2013 -0.55 1 7/1/2015 7/1/2015 -0.29 1 12/1/2013 12/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods51.0049.0046.0040.0034.0028.0016.00 Percent Profitable64.7169.3971.7467.5070.5964.2950.00 Average Period Return0.913.277.0012.9523.1833.6948.58 Average Gain4.6711.2819.7034.7343.9860.96108.51 Average Loss-6.74-14.88-25.23-32.30-26.76-15.38-11.35 Best Period13.0923.6039.9362.7092.6795.07163.41 Worst Period-39.45-51.32-54.23-48.11-36.03-23.82-20.97 Standard Deviation8.0216.1625.7436.1437.3839.0376.27 Gain Standard Deviation2.916.1612.2717.3921.3114.3764.87 Loss Standard Deviation10.1417.2222.6917.456.324.317.06 Sharpe Ratio (1%)0.100.190.250.330.580.810.60 Average Gain / Average Loss0.690.760.781.081.643.969.56 Profit / Loss Ratio1.431.721.982.233.957.139.56 Downside Deviation (10%)6.8012.8118.7423.3118.9115.5119.91 Downside Deviation (5%)6.7012.4417.9321.2515.6710.6811.19 Downside Deviation (0%)6.6712.3517.7320.7414.879.519.28 Sortino Ratio (10%)0.070.160.240.340.821.511.65 Sortino Ratio (5%)0.120.240.360.561.382.974.07 Sortino Ratio (0%)0.140.260.390.621.563.545.23 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 4 3.90 3/2015 Option Strategy Index Month 8 3.85 8/2014 Option Strategy Index Month 3 0.84 7/2014 Option Strategy Index Month 9 1.41 6/2014 Diversified Trader Index Month 10 6.07 5/2014 Option Strategy Index Month 1 6.07 5/2014 Discretionary Trader Index Month 6 6.07 5/2014 Discretionary Trader Index Month 6 3.04 4/2014 Option Strategy Index Month 3 3.04 4/2014 Option Strategy Index Month 1 13.09 3/2014 IASG CTA Index Month 2 13.09 3/2014 Discretionary Trader Index Month 1 13.09 3/2014 Diversified Trader Index Month 2 13.09 3/2014 Option Strategy Index Month 1 9.44 1/2014 Discretionary Trader Index Month 2 9.44 1/2014 Diversified Trader Index Month 3 9.44 1/2014 IASG CTA Index Month 5 9.44 1/2014 IASG CTA Index Annual 10 30.39 2013 Diversified Trader Index Month 9 9.47 11/2013 IASG CTA Index Month 9 9.47 11/2013 Option Strategy Index Month 2 9.47 11/2013 Discretionary Trader Index Month 3 9.47 11/2013 Discretionary Trader Index Month 9 2.73 9/2013 Option Strategy Index Month 8 2.73 9/2013 Option Strategy Index Month 8 2.51 8/2013 Option Strategy Index Month 4 3.05 7/2013 Option Strategy Index Month 6 4.82 6/2013 Discretionary Trader Index Month 6 4.99 5/2013 Option Strategy Index Month 1 4.99 5/2013 Option Strategy Index Month 3 2.47 4/2013 Option Strategy Index Month 9 0.83 3/2013 Discretionary Trader Index Month 10 2.08 12/2012 Option Strategy Index Month 5 2.08 12/2012 Discretionary Trader Index Month 10 2.61 11/2012 Option Strategy Index Month 9 2.61 11/2012 Diversified Trader Index Month 7 6.17 10/2012 IASG CTA Index Month 8 6.17 10/2012 Discretionary Trader Index Month 6 6.17 10/2012 Option Strategy Index Month 2 6.17 10/2012 Option Strategy Index Month 5 3.10 9/2012 Option Strategy Index Month 5 3.52 5/2012 Option Strategy Index Month 3 3.82 3/2012 Diversified Trader Index Month 9 4.92 12/2011 Option Strategy Index Month 8 4.92 12/2011 Option Strategy Index Month 5 6.68 11/2011 Diversified Trader Index Month 8 6.68 11/2011 Discretionary Trader Index Month 8 6.68 11/2011 Option Strategy Index Month 9 3.46 10/2011 Option Strategy Index Month 9 4.00 9/2011 Discretionary Trader Index Month 6 6.74 8/2011 Option Strategy Index Month 2 6.74 8/2011 Option Strategy Index Month 2 7.14 7/2011 Discretionary Trader Index Month 10 7.14 7/2011 IASG CTA Index Month 10 6.03 6/2011 Option Strategy Index Month 3 6.03 6/2011 Diversified Trader Index Month 8 6.03 6/2011 Discretionary Trader Index Month 6 6.03 6/2011 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