Robustelli Asset Management, LLC : Gold and Silver Opportunities Program

archived programs
Year-to-Date
N / A
Sep Performance
-6.17%
Min Investment
$ 75k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
12.98%
Sharpe (RFR=1%)
-3.33
CAROR
-
Assets
$ 70k
Worst DD
-6.99
S&P Correlation
-1.00

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
8/2012
Gold and Silver Opportunities Program -6.17 - - - - - - -6.99
S&P 500 2.42 - - - - - - 154.86
+/- S&P 500 -8.59 - - - - - - -161.84

Strategy Description

Summary

Eliminate the highest risk period of trading, when the trader is not at the desk, while capitalizing on the leverage of the future market.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 75k
Trading Level Incremental Increase $ 25k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $20.25
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 5000 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD 0.87%
Worst Peak-to-Trough -0.87%
Sector Focus Financial & Metals Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 85.00%
Systematic 15.00%

Strategy

Fundamental
10.00%
Momentum
10.00%
Pattern Recognition
10.00%
Technical
60.00%
Trend-following
10.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

Eliminate the highest risk period of trading, when the trader is not at the desk, while capitalizing on the leverage of the future market.

Investment Strategy

Capitalizing on intraday rhythms and price cycles to generate profit, using technical analysis and market expertise.

Risk Management

To not trade with high frequency, but only when high probability trades present themselves. To put a stop on every trade and limit each trade to a 2% percent loss threshold (as close as possible, i.e slippage).

   

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
-6.99 -1 - 1/1/0001 9/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.99 2 8/1/2012 9/1/2012
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Time Windows Analysis

 3 Month
Number of Periods1.00
Percent Profitable0.00
Average Period Return-7.08
Average Gain
Average Loss-7.08
Best Period-7.08
Worst Period-7.08
Standard Deviation
Gain Standard Deviation
Loss Standard Deviation
Sharpe Ratio (1%)
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)8.31
Downside Deviation (5%)7.33
Downside Deviation (0%)7.08
Sortino Ratio (10%)-1.00
Sortino Ratio (5%)-1.00
Sortino Ratio (0%)-1.00

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.