Shri Capital : SP Premium Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 3.62% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.84% Sharpe (RFR=1%) 1.27 CAROR 20.47% Assets $ 150k Worst DD -18.33 S&P Correlation 0.50 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 Since8/2009 SP Premium 3.62 - - - - - 30.56 72.16 S&P 500 3.96 - - - - - 37.59 264.21 +/- S&P 500 -0.34 - - - - - -7.03 -192.05 Strategy Description SummaryWrite way-out-of-the-money put and call options on the near term S & P 500 index futures.... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 20k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $30.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1200 RT/YR/$M Avg. Margin-to-Equity 80% Targeted Worst DD -20.00% Worst Peak-to-Trough 3.41% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 90.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-writing 100.00% Composition Stock Indices 100.00% SummaryWrite way-out-of-the-money put and call options on the near term S & P 500 index futures.Investment StrategyThe SP Premium program will engage primarily in a program of selling or "writing" options (puts and calls) on S&P 500 index futures. To maintain position neutrality, the Advisor may also purchase options or buy or sell futures contracts, and may also use hedge strategies such as option spreads, strangles or straddles. Risk ManagementContinuous evaluation of market conditions and sentiment. 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 -18.33 3 5 6/1/2011 9/1/2011 -3.41 1 1 5/1/2010 6/1/2010 -2.56 1 1 9/1/2009 10/1/2009 -2.40 1 4 12/1/2009 1/1/2010 -0.36 1 1 1/1/0001 8/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 46.64 12 7/1/2010 6/1/2011 34.55 9 10/1/2011 6/1/2012 10.87 2 11/1/2009 12/1/2009 3.17 1 5/1/2010 5/1/2010 2.19 2 2/1/2010 3/1/2010 1.78 1 9/1/2009 9/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.33 3 7/1/2011 9/1/2011 -3.41 1 6/1/2010 6/1/2010 -2.56 1 10/1/2009 10/1/2009 -2.40 1 1/1/2010 1/1/2010 -1.87 1 4/1/2010 4/1/2010 -0.36 1 8/1/2009 8/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods35.0033.0030.0024.0018.00 Percent Profitable77.1481.8280.00100.00100.00 Average Period Return1.665.0710.1120.0733.69 Average Gain3.247.9214.1820.0733.69 Average Loss-3.69-7.78-6.18 Best Period11.4517.6626.2046.6447.41 Worst Period-15.35-18.33-12.053.6817.11 Standard Deviation4.297.709.9610.928.50 Gain Standard Deviation2.533.916.0010.928.50 Loss Standard Deviation4.807.633.31 Sharpe Ratio (1%)0.370.630.971.753.79 Average Gain / Average Loss0.881.022.30 Profit / Loss Ratio2.974.589.18 Downside Deviation (10%)2.914.864.100.27 Downside Deviation (5%)2.804.533.28 Downside Deviation (0%)2.784.453.08 Sortino Ratio (10%)0.430.791.8655.90 Sortino Ratio (5%)0.561.062.93 Sortino Ratio (0%)0.601.143.29 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