Osmanov,Roman : Universal

archived programs
Year-to-Date
N / A
Apr Performance
0.45%
Min Investment
$ 200k
Mgmt. Fee
1.50%
Perf. Fee
22.00%
Annualized Vol
2.57%
Sharpe (RFR=1%)
-0.37
CAROR
-
Assets
$ 0k
Worst DD
-2.34
S&P Correlation
-0.09

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
7/2011
Universal 0.45 - - - - - - 0.01
S&P 500 -0.75 - - - - - - 168.07
+/- S&P 500 1.20 - - - - - - -168.06

Strategy Description

Summary

The Advisor’s trading program is a combination of systematic and discretionary approaches and determines trades subjectively in case of discretionary on the basis of personal judgment and extensive trading experience. Therefore, the success of trading depends 12 largely on the... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 200k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.50%
Performance Fee 22.00%
Average Commission $0
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 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD -15.00%
Worst Peak-to-Trough 0%
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 90.00%
Systematic 10.00%

Strategy

Arbitrage
5.00%
Fundamental
5.00%
Momentum
10.00%
Pattern Recognition
35.00%
Technical
40.00%
Trend-following
5.00%
Strategy Pie Chart

Composition

Stock Indices
50.00%
Currency Futures
25.00%
Industrial Metals
5.00%
Precious Metals
5.00%
Energy
5.00%
Interest Rates
5.00%
Softs
5.00%
Composition Pie Chart

Summary

The Advisor’s trading program is a combination of systematic and discretionary approaches and determines trades subjectively in case of discretionary on the basis of personal judgment and extensive trading experience. Therefore, the success of trading depends 12 largely on the trading ability of the Advisor. The Advisor will exercise its judgment and discretion in interpreting and applying its program and will make all decisions regarding the trading of commodity interests. In addition, the Advisor will determine the time at which orders are to be placed with and executed by a broker, the method by which orders are to be placed, the types of orders that are to be placed and the overall leverage for the portfolio. Decisions made by the Advisor will be based on an assessment of available facts. However, because of the large quantity of facts at hand, the number of available facts that may be overlooked and the variables that may shift, any investment decision must, in the final analysis, be based on the judgment of the Advisor.

Investment Strategy

The Advisor’s primary objective is to achieve consistent above average return while reducing performance volatility. Minimizing the correlation with equity market and preservation of capital to deliver positive returns under all market conditions. The Advisor’s aim is to only trade in the market it has most expertise in. This gives the Advisor a competitive advantage against market generalists and provides his clients with a specialized alternative to traditional “long only” equity strategies, which allows for coherent portfolio diversification. The program has three basic elements: Technical Analysis, Fundamental Analysis and Risk Management.

Risk Management

Effective risk management is a crucial aspect of the trading program. With the goal of limiting potential loss, the Advisor uses calculated risk assessment techniques. Account size, expectation, volatility of market traded and the nature of other positions taken are all factors in deciding whether to take a position and determining the amount of equity committed to that position. Protective stops are used to control risks. Trades are made either within the prevailing trend or, when there is an indication of a reversal in the prevailing trend which offers a low risk, high return reward, a counter trend trade will be initiated. Trades can be held from several minutes to several weeks or months.

   

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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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
-2.34 8 - 7/1/2011 3/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
1.94 1 7/1/2011 7/1/2011
0.45 1 4/1/2012 4/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.34 8 8/1/2011 3/1/2012
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Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable20.0012.50
Average Period Return0.00-0.51
Average Gain1.201.06
Average Loss-0.30-0.74
Best Period1.941.06
Worst Period-0.67-1.38
Standard Deviation0.740.75
Gain Standard Deviation1.05
Loss Standard Deviation0.210.42
Sharpe Ratio (1%)-0.11-1.02
Average Gain / Average Loss4.051.44
Profit / Loss Ratio1.010.21
Downside Deviation (10%)0.651.88
Downside Deviation (5%)0.380.99
Downside Deviation (0%)0.320.78
Sortino Ratio (10%)-0.62-0.93
Sortino Ratio (5%)-0.21-0.77
Sortino Ratio (0%)0.01-0.66

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.