Pukula & Co. : YOOF Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -2.30% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 11.54% Sharpe (RFR=1%) -0.28 CAROR -2.85% Assets $ 93k Worst DD -18.06 S&P Correlation -0.37 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 Oct Qtr 2020 1yr 3yr 5yr 10yr Since6/2010 YOOF -2.30 - - - - - -1.03 -6.74 S&P 500 -1.98 - - - - - 59.40 260.65 +/- S&P 500 -0.32 - - - - - -60.43 -267.39 Strategy Description SummaryThe YOOF program is a variation of the YES OO trading program that substitutes the use of futures contracts for the cash treasury securities. The objective of the yield enhancement strategy is first, to increase the client’s yield using conservative techniques involving derivative... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Option-purchasing 10.00% Option-spreads 90.00% Composition Interest Rates 100.00% SummaryThe YOOF program is a variation of the YES OO trading program that substitutes the use of futures contracts for the cash treasury securities. The objective of the yield enhancement strategy is first, to increase the client’s yield using conservative techniques involving derivative product, and second, to protect the asset value of the underlying portfolio.Investment StrategyThe Oblique Option System which is used is a trend-countertrend system employing option credit spreads and outright options. Its’ proprietary methodology takes advantage of both option decay and short term market spikes while enjoying limited liability on every trade. The YOOF program uses futures contracts instead of the cash treasury bonds as the underlying asset to write call spreads against. Due to the lack of interest income from the bond, it is expected to yield a lower rate of return than the original program. Also, the lack of this income component should result in a significantly altered risk to reward relationship. Risk ManagementLike the YES OO program. The YOOF program does not take any naked short option positions. Any shorts are only part of a spread with an offsetting long position. The maximum loss per trade is the difference between the two option strikes of the spread or the full price paid for the outright option. In most cases this risk is generally not more than $2,000 per spread position. 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 -18.06 7 10 8/1/2010 3/1/2011 -16.29 9 - 1/1/2012 10/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 17.12 6 4/1/2011 9/1/2011 8.20 1 8/1/2010 8/1/2010 7.58 3 11/1/2011 1/1/2012 1.76 1 6/1/2010 6/1/2010 1.30 1 6/1/2012 6/1/2012 0.70 1 9/1/2012 9/1/2012 0.40 1 3/1/2012 3/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.06 7 9/1/2010 3/1/2011 -8.80 2 4/1/2012 5/1/2012 -6.39 2 7/1/2012 8/1/2012 -2.30 1 10/1/2012 10/1/2012 -2.00 1 2/1/2012 2/1/2012 -2.00 1 10/1/2011 10/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods29.0027.0024.0018.0012.00 Percent Profitable48.2848.1545.8361.1191.67 Average Period Return-0.19-0.55-0.963.544.67 Average Gain2.565.328.649.665.17 Average Loss-2.95-6.00-9.09-6.08-0.84 Best Period8.2010.4817.1221.499.48 Worst Period-5.80-10.13-16.13-9.94-0.84 Standard Deviation3.336.5610.1210.413.04 Gain Standard Deviation2.283.514.678.432.62 Loss Standard Deviation1.532.844.713.46 Sharpe Ratio (1%)-0.08-0.12-0.140.241.04 Average Gain / Average Loss0.870.890.951.596.14 Profit / Loss Ratio0.870.820.802.5067.50 Downside Deviation (10%)2.555.579.147.404.09 Downside Deviation (5%)2.344.917.804.850.70 Downside Deviation (0%)2.294.757.474.280.24 Sortino Ratio (10%)-0.23-0.32-0.38-0.20-0.71 Sortino Ratio (5%)-0.12-0.16-0.190.524.55 Sortino Ratio (0%)-0.08-0.12-0.130.8319.20 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