Range Wise : Investment Program

archived programs
Year-to-Date
N / A
Sep Performance
-5.36%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
16.68%
Sharpe (RFR=1%)
0.54
CAROR
8.97%
Assets
$ 2.0M
Worst DD
-25.41
S&P Correlation
-0.05

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
2/1991
Investment Program -5.36 -4.38 - -14.54 -20.60 9.89 30.71 732.03
S&P 500 -2.64 -6.94 - -2.65 33.27 68.22 56.23 422.98
+/- S&P 500 -2.72 2.56 - -11.89 -53.87 -58.33 -25.52 309.05

Strategy Description

Summary

Range Wise Inc. is a fundamental discretionary trading advisor, focusing primarily, but not exclusively, in the agricultural commodity futures and options markets. The Advisor relies mainly on fundamental analysis, econometric models, multiple regression analysis and other mathematical... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$11.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
Accredited Investors
Lock-up Period
0

Trading

Trading Frequency
2800 RT/YR/$M
Avg. Margin-to-Equity
20%
Targeted Worst DD
-20.00%
Worst Peak-to-Trough
23.16%
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
70.00%
1-3 Months
30.00%
1-30 Days
0%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
75.00%
Livestock
25.00%
Composition Pie Chart

Summary

Range Wise Inc. is a fundamental discretionary trading advisor, focusing primarily, but not exclusively, in the agricultural commodity futures and options markets. The Advisor relies mainly on fundamental analysis, econometric models, multiple regression analysis and other mathematical models to evaluate the supply and demand characteristics of underlying cash commodities. Additionally, Range Wise will employ certain technical methods such as charting to assist in determining the proper time and price at which to place orders.

   

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
-25.41 20 - 9/1/2012 5/1/2014
-23.64 30 34 6/1/1997 12/1/1999
-20.93 23 6 9/1/2004 8/1/2006
-19.51 25 24 6/1/2008 7/1/2010
-15.33 5 4 11/1/2002 4/1/2003
-14.14 2 2 10/1/2003 12/1/2003
-12.42 1 3 2/1/2008 3/1/2008
-10.31 14 7 12/1/1994 2/1/1996
-9.69 6 4 2/1/2007 8/1/2007
-6.87 1 6 12/1/1993 1/1/1994
-6.46 1 1 8/1/1991 9/1/1991
-5.56 3 2 6/1/1992 9/1/1992
-4.51 2 1 5/1/1991 7/1/1991
-3.61 1 2 1/1/0001 2/1/1991
-3.31 1 1 4/1/2004 5/1/2004
-3.22 2 1 8/1/1993 10/1/1993
-2.81 2 2 1/1/1997 3/1/1997
-2.47 1 1 7/1/2012 8/1/2012
-1.07 1 1 7/1/2004 8/1/2004
-0.60 1 1 2/1/1992 3/1/1992
-0.44 1 1 2/1/1993 3/1/1993
-0.36 1 1 4/1/1993 5/1/1993
-0.01 1 1 10/1/1996 11/1/1996
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Consecutive Gains

Run-up Length (Mos.) Start End
67.87 4 7/1/2003 10/1/2003
54.86 5 10/1/1991 2/1/1992
41.01 4 1/1/2004 4/1/2004
39.06 3 9/1/2002 11/1/2002
27.87 2 6/1/2012 7/1/2012
25.14 2 9/1/2014 10/1/2014
21.97 2 10/1/2006 11/1/2006
19.78 3 3/1/1991 5/1/1991
19.75 6 7/1/1994 12/1/1994
17.99 3 12/1/2007 2/1/2008
17.22 1 8/1/1991 8/1/1991
16.72 5 8/1/2010 12/1/2010
15.89 4 7/1/1996 10/1/1996
15.44 3 6/1/1993 8/1/1993
12.26 1 6/1/2008 6/1/2008
12.06 1 7/1/2001 7/1/2001
11.92 2 6/1/2014 7/1/2014
10.50 3 7/1/2000 9/1/2000
10.26 3 4/1/1992 6/1/1992
10.08 2 9/1/2007 10/1/2007
9.68 2 11/1/1993 12/1/1993
9.49 5 10/1/1992 2/1/1993
8.57 2 1/1/2007 2/1/2007
7.12 3 7/1/2011 9/1/2011
7.12 3 5/1/2009 7/1/2009
7.07 1 5/1/2003 5/1/2003
6.86 2 6/1/2002 7/1/2002
6.64 1 4/1/2001 4/1/2001
6.49 3 11/1/2000 1/1/2001
6.43 3 4/1/1997 6/1/1997
6.03 1 4/1/2008 4/1/2008
5.99 2 6/1/2004 7/1/2004
5.93 1 4/1/1999 4/1/1999
5.27 1 2/1/2009 2/1/2009
5.26 1 9/1/2004 9/1/2004
4.89 5 12/1/2005 4/1/2006
4.88 3 7/1/2013 9/1/2013
4.47 1 1/1/2010 1/1/2010
4.26 1 4/1/1993 4/1/1993
4.26 1 2/1/2011 2/1/2011
4.03 1 5/1/1994 5/1/1994
3.77 1 9/1/2012 9/1/2012
3.72 2 2/1/1994 3/1/1994
3.48 5 1/1/2000 5/1/2000
3.46 2 1/1/1999 2/1/1999
3.42 2 3/1/1996 4/1/1996
2.97 1 10/1/2008 10/1/2008
2.91 1 8/1/2015 8/1/2015
2.73 3 10/1/1997 12/1/1997
2.55 1 6/1/2015 6/1/2015
2.50 1 4/1/2013 4/1/2013
2.30 1 9/1/1998 9/1/1998
1.82 2 12/1/1996 1/1/1997
1.79 1 12/1/1995 12/1/1995
1.79 3 7/1/1999 9/1/1999
1.75 2 5/1/2007 6/1/2007
1.73 2 5/1/2005 6/1/2005
1.32 1 3/1/2012 3/1/2012
1.28 1 12/1/2011 12/1/2011
1.01 2 1/1/2002 2/1/2002
0.95 1 1/1/2005 1/1/2005
0.85 1 5/1/1995 5/1/1995
0.77 1 8/1/1997 8/1/1997
0.67 2 8/1/1995 9/1/1995
0.51 1 4/1/2002 4/1/2002
0.46 1 3/1/2010 3/1/2010
0.34 1 6/1/2010 6/1/2010
0.33 1 10/1/2005 10/1/2005
0.06 1 3/1/2003 3/1/2003
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Consecutive Losses

Run-up Length (Mos.) Start End
-18.44 7 11/1/2014 5/1/2015
-16.99 5 8/1/2001 12/1/2001
-15.74 6 10/1/2012 3/1/2013
-15.72 8 10/1/2013 5/1/2014
-15.64 5 8/1/2009 12/1/2009
-14.14 2 11/1/2003 12/1/2003
-13.50 3 12/1/2002 2/1/2003
-12.42 1 3/1/2008 3/1/2008
-12.04 8 1/1/1998 8/1/1998
-11.39 3 10/1/1998 12/1/1998
-9.65 5 5/1/2006 9/1/2006
-9.41 4 1/1/1995 4/1/1995
-8.21 3 7/1/2008 9/1/2008
-8.10 3 2/1/2005 4/1/2005
-8.02 2 1/1/2012 2/1/2012
-7.97 2 3/1/2007 4/1/2007
-6.87 1 1/1/1994 1/1/1994
-6.63 2 5/1/1999 6/1/1999
-6.60 3 7/1/2005 9/1/2005
-6.48 4 3/1/2011 6/1/2011
-6.46 1 9/1/1991 9/1/1991
-5.86 3 10/1/1999 12/1/1999
-5.81 2 2/1/2001 3/1/2001
-5.56 3 7/1/1992 9/1/1992
-5.55 3 10/1/2004 12/1/2004
-5.36 1 9/1/2015 9/1/2015
-5.09 1 2/1/2010 2/1/2010
-4.97 1 8/1/2014 8/1/2014
-4.81 2 5/1/2001 6/1/2001
-4.51 2 6/1/1991 7/1/1991
-3.76 1 1/1/2011 1/1/2011
-3.61 1 2/1/1991 2/1/1991
-3.55 2 7/1/2007 8/1/2007
-3.54 1 10/1/2000 10/1/2000
-3.51 3 11/1/2008 1/1/2009
-3.32 2 4/1/2010 5/1/2010
-3.31 1 5/1/2004 5/1/2004
-3.22 2 9/1/1993 10/1/1993
-3.21 2 3/1/2009 4/1/2009
-3.01 1 6/1/1994 6/1/1994
-2.81 2 2/1/1997 3/1/1997
-2.62 1 6/1/2003 6/1/2003
-2.53 1 8/1/2002 8/1/2002
-2.49 1 5/1/2008 5/1/2008
-2.47 1 8/1/2012 8/1/2012
-2.40 2 5/1/1996 6/1/1996
-2.30 2 5/1/2013 6/1/2013
-2.17 1 4/1/2003 4/1/2003
-2.08 1 12/1/2006 12/1/2006
-2.06 1 9/1/1997 9/1/1997
-1.99 1 7/1/1997 7/1/1997
-1.82 1 7/1/2015 7/1/2015
-1.79 2 1/1/1996 2/1/1996
-1.76 2 10/1/2011 11/1/2011
-1.72 1 3/1/1999 3/1/1999
-1.45 2 10/1/1995 11/1/1995
-1.15 1 4/1/1994 4/1/1994
-1.07 1 8/1/2004 8/1/2004
-1.02 2 6/1/1995 7/1/1995
-0.98 2 4/1/2012 5/1/2012
-0.79 1 7/1/2010 7/1/2010
-0.60 1 3/1/1992 3/1/1992
-0.44 1 3/1/1993 3/1/1993
-0.36 1 5/1/1993 5/1/1993
-0.35 1 5/1/2002 5/1/2002
-0.27 1 3/1/2002 3/1/2002
-0.12 1 11/1/2005 11/1/2005
-0.10 1 6/1/2000 6/1/2000
-0.09 1 11/1/2007 11/1/2007
-0.01 1 11/1/1996 11/1/1996
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods296.00294.00291.00285.00279.00273.00261.00249.00237.00
Percent Profitable49.3255.7857.3963.8668.8274.3675.8677.1184.81
Average Period Return0.832.635.3010.9315.8721.2631.5342.1354.44
Average Gain4.178.2313.6521.5827.4232.2044.2056.7565.78
Average Loss-2.45-4.45-5.95-7.87-9.63-10.46-8.31-7.11-8.88
Best Period23.8751.9475.03111.89126.00158.97166.69213.97188.66
Worst Period-12.89-14.73-18.39-20.27-21.18-23.16-21.06-19.80-16.97
Standard Deviation4.829.3514.4922.9730.0237.5646.2953.2361.81
Gain Standard Deviation4.378.7213.7522.3429.4237.6146.3352.2860.43
Loss Standard Deviation2.413.504.224.965.936.786.265.135.49
Sharpe Ratio (1%)0.160.250.330.430.480.510.620.720.80
Average Gain / Average Loss1.701.852.292.742.853.085.327.987.41
Profit / Loss Ratio1.682.343.094.856.288.9316.7226.8741.35
Downside Deviation (10%)2.644.446.168.3310.2911.3613.2015.2317.80
Downside Deviation (5%)2.473.895.036.107.047.186.375.885.88
Downside Deviation (0%)2.433.764.765.586.316.305.104.184.05
Sortino Ratio (10%)0.160.320.460.710.800.971.191.351.51
Sortino Ratio (5%)0.300.610.951.632.042.684.476.478.39
Sortino Ratio (0%)0.340.701.111.962.523.386.1910.0713.43

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 4 2.91 8/2015
Discretionary Trader Index Month 9 2.91 8/2015
Discretionary Trader Index Month 10 2.55 6/2015
Agricultural Trader Index Month 6 2.55 6/2015
Agricultural Trader Index Month 8 0.00 10/2014
IASG CTA Index Month 10 17.12 9/2014
Discretionary Trader Index Month 4 17.12 9/2014
Agricultural Trader Index Month 3 17.12 9/2014
Discretionary Trader Index Month 7 10.33 7/2014
Agricultural Trader Index Month 5 10.33 7/2014
Agricultural Trader Index Month 5 2.10 8/2013
Agricultural Trader Index Month 7 2.57 7/2013
Agricultural Trader Index Month 4 2.50 4/2013
Discretionary Trader Index Month 5 3.77 9/2012
Agricultural Trader Index Month 1 3.77 9/2012
Discretionary Trader Index Month 8 13.97 7/2012
Agricultural Trader Index Month 7 13.97 7/2012
IASG CTA Index Month 10 12.20 6/2012
Discretionary Trader Index Month 7 12.20 6/2012
Agricultural Trader Index Month 5 12.20 6/2012
Agricultural Trader Index Month 10 1.32 3/2012
Agricultural Trader Index Month 7 1.28 12/2011
Agricultural Trader Index Month 2 4.19 9/2011
Agricultural Trader Index Month 10 2.05 8/2011
Agricultural Trader Index Month 8 4.26 2/2011
Agricultural Trader Index Month 7 8.17 12/2010
Agricultural Trader Index Month 6 0.89 11/2010
Agricultural Trader Index Month 10 0.46 3/2010
Agricultural Trader Index Month 7 4.47 1/2010
Agricultural Trader Index Month 5 0.84 7/2009
Agricultural Trader Index Month 6 4.73 6/2009
Discretionary Trader Index Month 10 4.73 6/2009
Discretionary Trader Index Month 8 5.27 2/2009
Agricultural Trader Index Month 2 5.27 2/2009
Agricultural Trader Index Month 10 -0.11 11/2008
Discretionary Trader Index Month 5 2.97 10/2008
Agricultural Trader Index Month 2 2.97 10/2008
Agricultural Trader Index Month 7 -2.65 7/2008
Discretionary Trader Index Month 7 12.26 6/2008
Agricultural Trader Index Month 5 12.26 6/2008
Agricultural Trader Index Month 10 -2.49 5/2008
IASG CTA Index Month 10 6.03 4/2008
Discretionary Trader Index Month 4 6.03 4/2008
Agricultural Trader Index Month 4 6.03 4/2008
Agricultural Trader Index Month 7 5.28 2/2008
Discretionary Trader Index Month 7 6.28 1/2008
Agricultural Trader Index Month 4 6.28 1/2008
Agricultural Trader Index Month 5 5.45 12/2007
Agricultural Trader Index Month 4 -0.09 11/2007
Agricultural Trader Index Month 7 0.48 10/2007
Discretionary Trader Index Month 7 9.55 9/2007
Agricultural Trader Index Month 2 9.55 9/2007
Agricultural Trader Index Month 10 -1.17 8/2007
Agricultural Trader Index Month 7 -2.41 7/2007
Agricultural Trader Index Month 8 1.46 6/2007
Agricultural Trader Index Month 7 0.29 5/2007
Agricultural Trader Index Month 6 -1.25 3/2007
Agricultural Trader Index Month 2 5.23 2/2007
Discretionary Trader Index Month 5 5.23 2/2007
IASG CTA Index Month 9 5.23 2/2007
Discretionary Trader Index Month 8 3.17 1/2007
Agricultural Trader Index Month 5 3.17 1/2007
Agricultural Trader Index Month 8 -2.08 12/2006
IASG CTA Index 5 Year Rolling 9 164.27 2001 - 2006
Discretionary Trader Index Month 9 7.03 11/2006
Agricultural Trader Index Month 6 7.03 11/2006
IASG CTA Index Month 1 13.96 10/2006
Discretionary Trader Index Month 1 13.96 10/2006
Agricultural Trader Index Month 1 13.96 10/2006
Agricultural Trader Index Month 5 0.00 9/2006
Agricultural Trader Index Month 5 -0.96 8/2006
Agricultural Trader Index Month 7 -0.71 7/2006
Agricultural Trader Index Month 6 -1.96 5/2006
Agricultural Trader Index Month 5 0.75 4/2006
Agricultural Trader Index Month 9 1.51 3/2006
Agricultural Trader Index Month 8 0.90 2/2006
Agricultural Trader Index Month 7 1.39 1/2006
Agricultural Trader Index Month 4 0.25 12/2005
Agricultural Trader Index Month 6 -0.12 11/2005
Agricultural Trader Index Month 4 0.33 10/2005
Agricultural Trader Index Month 6 0.00 9/2005
Agricultural Trader Index Month 5 -1.10 8/2005
Agricultural Trader Index Month 6 -5.56 7/2005
Agricultural Trader Index Month 5 0.52 6/2005
Agricultural Trader Index Month 4 1.20 5/2005
Agricultural Trader Index Month 5 -0.67 4/2005
Agricultural Trader Index Month 6 -2.68 3/2005
Agricultural Trader Index Month 5 -4.93 2/2005
Agricultural Trader Index Month 1 0.95 1/2005
Discretionary Trader Index Month 4 0.95 1/2005
Agricultural Trader Index Month 3 -5.38 12/2004
IASG CTA Index Year Rolling 5 42.13 2003 - 2004
IASG CTA Index 3 Year Rolling 5 164.31 2001 - 2004
Agricultural Trader Index Month 2 -0.12 11/2004
Agricultural Trader Index Month 3 -0.06 10/2004
Discretionary Trader Index Month 10 -0.06 10/2004
Agricultural Trader Index Month 3 5.26 9/2004
Discretionary Trader Index Month 7 5.26 9/2004
Agricultural Trader Index Month 3 -1.07 8/2004
Agricultural Trader Index Month 2 1.81 7/2004

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.