Revilo Strategic Investments, LLC : Razor Program (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 1.82% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 21.89% Sharpe (RFR=1%) 0.37 CAROR 6.96% Assets $ 98k Worst DD -31.34 S&P Correlation -0.12 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 Jun Qtr 2020 1yr 3yr 5yr 10yr Since3/2013 Razor Program (Proprietary) 1.82 - - - - 11.12 - 25.13 S&P 500 0.09 - - - - 58.90 - 136.93 +/- S&P 500 1.73 - - - - -47.78 - -111.80 Strategy Description SummaryThe Advisor expects to trade grains, currencies, softs, indexes, bonds, metals and energies, however, if the Advisor sees opportunities in other markets, the Advisor may do so. The Advisor does not expect to trade on international markets. The Razor Program predominately trades options... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 25k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $12.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -10.00% Worst Peak-to-Trough 4.97% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 95.00% Intraday 0% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Option-purchasing 100.00% Composition Stock Indices 50.00% Currency Futures 15.00% Precious Metals 10.00% Energy 10.00% Interest Rates 10.00% Grains 5.00% SummaryThe Advisor expects to trade grains, currencies, softs, indexes, bonds, metals and energies, however, if the Advisor sees opportunities in other markets, the Advisor may do so. The Advisor does not expect to trade on international markets. The Razor Program predominately trades options on futures. However, the Advisor may see a need to trade futures and reserves the right to do so. The Advisor does expect to trade both put and call options which will be traded either electronically or directly on the exchange. Generally speaking, the average length of a trade is three to eight days however, it is possible that trades may remain open in a client’s account for significantly longer periods. Investment StrategyThe Advisor’s trading methodology is geared for relatively low margin to equity parameters. The Advisor’s trading program is not a premium selling trading program. Instead, the Advisor buys options to reduce risk and maximize profit. The roots of this trading methodology come from the Advisor’s trading principal’s six years as a broker in the futures and commodities markets. What he noticed was that premium sellers were regularly protecting positions during adverse moves, creating more cost and uncertainty. On top of that, selling options inherently reduces profit potential and dramatically increases risk (i.e. you have limited profit but unlimited risk). Risk ManagementBy buying the options, the Advisor’s trading principal realized the position gained a continuously larger percentage versus the future price, more premium, but if the future moved away from his prediction, he would lose fractionally less and less. The Advisor also identifies market volatility and price when deciding how to place trades. The Advisor does not trade each commodity with the same aggressiveness (for example, a silver contract has a much larger price movement than a British Pound). Mr. Pasulka has spent the last eight years, creating and refining his trading method. 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 -31.34 12 8 7/1/2014 7/1/2015 -10.30 2 - 3/1/2016 5/1/2016 -5.00 1 1 4/1/2013 5/1/2013 -2.22 1 1 10/1/2013 11/1/2013 -0.88 1 1 8/1/2013 9/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.43 4 8/1/2015 11/1/2015 21.66 3 1/1/2016 3/1/2016 19.27 3 6/1/2013 8/1/2013 18.64 4 10/1/2014 1/1/2015 10.31 8 12/1/2013 7/1/2014 6.15 1 4/1/2013 4/1/2013 3.60 1 10/1/2013 10/1/2013 1.82 1 6/1/2016 6/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -26.47 6 2/1/2015 7/1/2015 -21.30 2 8/1/2014 9/1/2014 -10.30 2 4/1/2016 5/1/2016 -5.00 1 5/1/2013 5/1/2013 -4.13 1 12/1/2015 12/1/2015 -2.22 1 11/1/2013 11/1/2013 -0.88 1 9/1/2013 9/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods40.0038.0035.0029.0023.0017.00 Percent Profitable62.5073.6865.7148.2847.8341.18 Average Period Return0.762.364.832.99-1.29-2.48 Average Gain4.167.7814.3118.9012.537.69 Average Loss-5.25-12.84-13.35-11.87-13.95-9.60 Best Period14.3121.6640.7430.5532.1722.09 Worst Period-20.68-20.76-26.47-31.34-26.83-20.70 Standard Deviation6.3211.0915.7118.3916.3411.08 Gain Standard Deviation3.716.319.559.6810.598.68 Loss Standard Deviation5.766.205.689.998.135.59 Sharpe Ratio (1%)0.110.190.280.11-0.17-0.41 Average Gain / Average Loss0.790.611.071.590.900.80 Profit / Loss Ratio1.421.702.051.490.820.56 Downside Deviation (10%)4.697.829.7913.9816.6316.30 Downside Deviation (5%)4.557.368.7111.5712.509.80 Downside Deviation (0%)4.527.248.4411.0011.548.41 Sortino Ratio (10%)0.080.140.24-0.14-0.53-0.78 Sortino Ratio (5%)0.150.290.500.17-0.22-0.46 Sortino Ratio (0%)0.170.330.570.27-0.11-0.29 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