SandPointe : SandPointe Opportunities Strategy

archived programs
Year-to-Date
N / A
Jul Performance
1.30%
Min Investment
$ 5,000k
Mgmt. Fee
1.00%
Perf. Fee
15.00%
Annualized Vol
7.98%
Sharpe (RFR=1%)
0.97
CAROR
8.73%
Assets
$ 12.2M
Worst DD
-10.54
S&P Correlation
0.58

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
5/2014
SandPointe Opportunities Strategy 1.30 1.46 - -6.78 11.78 - - 42.74
S&P 500 3.60 6.35 - 13.03 32.51 - - 49.32
+/- S&P 500 -2.30 -4.89 - -19.80 -20.73 - - -6.58

Strategy Description

Summary

The Opportunities Strategy opportunistically adjusts its market exposure based upon SandPointe’s prediction of the market’s intrinsic value and attempts to take advantage of systematic mispricings of VIX Futures. The investment objective of the Opportunities Strategy is to generate... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 5,000k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.00%
Performance Fee
15.00%
Average Commission
$1.50
Available to US Investors
Yes

Subscriptions

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

Trading

Trading Frequency
437 RT/YR/$M
Avg. Margin-to-Equity
8%
Targeted Worst DD
-8.00%
Worst Peak-to-Trough
15.00%
Sector Focus
Stock Index Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
26.00%
1-30 Days
74.00%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Pattern Recognition
75.00%
Technical
25.00%
Strategy Pie Chart

Composition

Stock Indices
75.00%
VIX
25.00%
Composition Pie Chart

Summary

The Opportunities Strategy opportunistically adjusts its market exposure based upon SandPointe’s prediction of the market’s intrinsic value and attempts to take advantage of systematic mispricings of VIX Futures. The investment objective of the Opportunities Strategy is to generate a long-term absolute return.

   

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
-10.54 3 - 12/1/2017 3/1/2018
-4.69 2 1 12/1/2015 2/1/2016
-2.33 1 1 12/1/2014 1/1/2015
-1.31 1 3 7/1/2015 8/1/2015
-1.16 3 1 9/1/2016 12/1/2016
-1.14 1 1 8/1/2014 9/1/2014
-0.87 4 2 4/1/2017 8/1/2017
-0.54 1 1 5/1/2016 6/1/2016
-0.33 1 1 5/1/2015 6/1/2015
-0.28 1 1 10/1/2017 11/1/2017
-0.17 1 1 6/1/2014 7/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
14.90 4 2/1/2015 5/1/2015
10.23 3 3/1/2016 5/1/2016
7.48 3 7/1/2016 9/1/2016
7.47 3 10/1/2014 12/1/2014
5.99 4 1/1/2017 4/1/2017
4.97 2 5/1/2014 6/1/2014
2.80 4 9/1/2015 12/1/2015
2.12 1 8/1/2014 8/1/2014
1.97 4 4/1/2018 7/1/2018
1.75 1 7/1/2015 7/1/2015
1.65 2 9/1/2017 10/1/2017
0.82 1 12/1/2017 12/1/2017
0.35 1 11/1/2016 11/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.54 3 1/1/2018 3/1/2018
-4.69 2 1/1/2016 2/1/2016
-2.33 1 1/1/2015 1/1/2015
-1.31 1 8/1/2015 8/1/2015
-1.14 1 9/1/2014 9/1/2014
-1.13 1 10/1/2016 10/1/2016
-0.87 4 5/1/2017 8/1/2017
-0.54 1 6/1/2016 6/1/2016
-0.38 1 12/1/2016 12/1/2016
-0.33 1 6/1/2015 6/1/2015
-0.28 1 11/1/2017 11/1/2017
-0.17 1 7/1/2014 7/1/2014
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods51.0049.0046.0040.0034.0028.0016.00
Percent Profitable64.7173.4782.6185.0082.3596.43100.00
Average Period Return0.732.094.279.9615.5022.4232.69
Average Gain1.853.916.6713.1319.6723.2932.69
Average Loss-1.33-2.96-7.14-7.97-3.98-0.93
Best Period6.7011.7617.0724.4129.7639.3654.45
Worst Period-8.11-10.54-9.95-9.12-5.05-0.9310.26
Standard Deviation2.304.416.949.5410.2211.3316.14
Gain Standard Deviation1.642.984.746.225.0210.5616.14
Loss Standard Deviation1.903.793.291.230.78
Sharpe Ratio (1%)0.280.420.540.941.371.801.84
Average Gain / Average Loss1.391.320.931.654.9424.91
Profit / Loss Ratio2.543.664.449.3423.06672.50
Downside Deviation (10%)1.512.874.255.054.873.162.38
Downside Deviation (5%)1.382.503.443.502.320.56
Downside Deviation (0%)1.352.423.243.121.700.18
Sortino Ratio (10%)0.210.300.420.981.623.857.12
Sortino Ratio (5%)0.460.741.102.566.0236.68
Sortino Ratio (0%)0.540.861.323.209.12126.90

Top Performer Badges

Index Award Type Rank Performance Period
Stock Index Trader Index Month 7 2.22 3/2017
Stock Index Trader Index Month 5 2.95 1/2017
IASG CTA Index Sharpe 6 1.73 2015 - 2016
Stock Index Trader Index Month 7 1.66 8/2016
Systematic Trader Index Month 8 1.66 8/2016
Stock Index Trader Index Month 3 5.04 7/2016

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