Shared Enlightenment, Inc. : CopulaMax NetDebitOps I Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance 11.98% Min Investment $ 25k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 42.30% Sharpe (RFR=1%) 0.18 CAROR -0.28% Assets $ 27k Worst DD -30.96 S&P Correlation 0.28 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since2/2012 CopulaMax NetDebitOps I 11.98 - - - - - - -0.59 S&P 500 4.31 - - - - - - 172.24 +/- S&P 500 7.67 - - - - - - -172.83 Strategy Description SummaryThe CopulaMax NetDebitOps I, II, III program series implements futures and options trading strategies and sophisticated trade & risk management methodologies. Trades are placed in a very selective, opportunistic manner, with maximal exploitation of trends and options time decay. Positions... Read More Account & Fees Type Managed Account Minimum Investment $ 25k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 20000 RT/YR/$M Avg. Margin-to-Equity 37% Targeted Worst DD 20.00% Worst Peak-to-Trough -28.08% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 2.00% 1-3 Months 21.00% 1-30 Days 73.00% Intraday 4.00% Decision-Making Discretionary 80.00% Systematic 20.00% Strategy Fundamental 5.00% Option-purchasing 60.00% Option-spreads 15.00% Option-writing 15.00% Technical 5.00% Composition Currency Futures 27.00% Energy 25.00% Softs 20.00% Grains 18.00% Interest Rates 6.00% Stock Indices 2.00% Precious Metals 1.00% Livestock 1.00% SummaryThe CopulaMax NetDebitOps I, II, III program series implements futures and options trading strategies and sophisticated trade & risk management methodologies. Trades are placed in a very selective, opportunistic manner, with maximal exploitation of trends and options time decay. Positions are held from a few minutes to several days or weeks. Gains are correlated with the ability to anticipate favorable developments in price and volatility. Strategies emphasize selection of combinations of futures and options contracts, technical as well as fundamental factors and in-house, global research. 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 -30.96 1 - 12/1/2013 1/1/2014 -26.49 2 6 10/1/2012 12/1/2012 -15.08 2 3 6/1/2013 8/1/2013 -2.66 1 1 8/1/2012 9/1/2012 -1.44 1 3 1/1/0001 2/1/2012 -0.62 1 1 5/1/2012 6/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.38 2 1/1/2013 2/1/2013 28.22 4 9/1/2013 12/1/2013 18.72 1 6/1/2013 6/1/2013 11.98 1 2/1/2014 2/1/2014 11.90 2 7/1/2012 8/1/2012 6.20 1 5/1/2012 5/1/2012 2.84 1 10/1/2012 10/1/2012 1.24 1 4/1/2013 4/1/2013 1.22 1 3/1/2012 3/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -30.96 1 1/1/2014 1/1/2014 -26.49 2 11/1/2012 12/1/2012 -15.08 2 7/1/2013 8/1/2013 -14.40 1 5/1/2013 5/1/2013 -2.66 1 9/1/2012 9/1/2012 -1.55 1 3/1/2013 3/1/2013 -1.44 1 2/1/2012 2/1/2012 -0.68 1 4/1/2012 4/1/2012 -0.62 1 6/1/2012 6/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods25.0023.0020.0014.008.00 Percent Profitable56.0060.8755.0050.0075.00 Average Period Return0.721.743.104.743.95 Average Gain8.1411.4012.4919.6811.11 Average Loss-8.72-13.29-8.38-10.20-17.52 Best Period29.1933.2837.1249.3222.96 Worst Period-30.96-24.40-17.65-20.20-20.00 Standard Deviation12.2115.2814.2918.5515.54 Gain Standard Deviation8.149.7511.6113.299.47 Loss Standard Deviation9.838.366.846.933.50 Sharpe Ratio (1%)0.050.100.180.200.16 Average Gain / Average Loss0.930.861.491.930.63 Profit / Loss Ratio1.191.331.821.931.90 Downside Deviation (10%)8.6810.338.5011.6713.02 Downside Deviation (5%)8.539.807.369.139.60 Downside Deviation (0%)8.499.677.108.528.85 Sortino Ratio (10%)0.040.050.07-0.02-0.28 Sortino Ratio (5%)0.080.150.350.410.26 Sortino Ratio (0%)0.090.180.440.560.45 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