Pirates of Profit CTA : CA$H C.O.W. Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance 9.36% Min Investment $ 0k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 64.03% Sharpe (RFR=1%) -0.52 CAROR - Assets $ 84k Worst DD -77.00 S&P Correlation 0.48 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since6/2006 CA$H C.O.W. Program 9.36 - - - - - - -68.01 S&P 500 4.75 - - - - - - 172.72 +/- S&P 500 4.61 - - - - - - -240.74 Strategy Description Summary-The Cash Cow is an option selling strategy that involves writing premium on options on futures contracts. The objective of this strategy is to achieve capital appreciation through speculation of options on futures contracts. This entails comparatively high level of risk. The Cash... Read More Account & Fees Type Managed Account Minimum Investment $ 0k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 0% Average Commission $0 Available to US Investors Request Information Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% 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-The Cash Cow is an option selling strategy that involves writing premium on options on futures contracts. The objective of this strategy is to achieve capital appreciation through speculation of options on futures contracts. This entails comparatively high level of risk. The Cash Cow may trade options on any futures contract traded on any U.S. Exchange. The Cash Cow strategy uses systematic analysis combined with other fundamental and discretionary methods to trade short options. Pirates of Profit may, from time to time, purchase options or outright futures contracts when deemed necessary for diversification or position protection purposes. 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 -77.00 11 - 3/1/2007 2/1/2008 -20.87 2 5 8/1/2006 10/1/2006 -1.92 1 1 1/1/0001 6/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 31.44 1 12/1/2007 12/1/2007 22.04 2 7/1/2006 8/1/2006 19.78 3 11/1/2006 1/1/2007 16.11 2 3/1/2008 4/1/2008 16.00 1 3/1/2007 3/1/2007 15.56 1 10/1/2007 10/1/2007 Show More Consecutive Losses Run-up Length (Mos.) Start End -64.18 2 1/1/2008 2/1/2008 -46.43 6 4/1/2007 9/1/2007 -21.10 1 11/1/2007 11/1/2007 -20.87 2 9/1/2006 10/1/2006 -8.97 1 2/1/2007 2/1/2007 -1.92 1 6/1/2006 6/1/2006 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods23.0021.0018.0012.00 Percent Profitable43.4842.8627.7816.67 Average Period Return-2.68-11.63-22.01-36.40 Average Gain11.8913.6915.3917.56 Average Loss-13.88-30.61-36.39-47.19 Best Period31.4423.0224.1418.01 Worst Period-60.49-61.97-65.94-75.59 Standard Deviation18.4827.1530.6733.21 Gain Standard Deviation9.017.189.650.63 Loss Standard Deviation15.8919.6122.2423.91 Sharpe Ratio (1%)-0.15-0.44-0.73-1.13 Average Gain / Average Loss0.860.450.420.37 Profit / Loss Ratio0.660.340.160.07 Downside Deviation (10%)15.7227.9437.6951.95 Downside Deviation (5%)15.5627.3136.2348.62 Downside Deviation (0%)15.5127.1535.8647.80 Sortino Ratio (10%)-0.20-0.46-0.65-0.80 Sortino Ratio (5%)-0.18-0.43-0.62-0.77 Sortino Ratio (0%)-0.17-0.43-0.61-0.76 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