Solaris Opportunity Offshore Fund : Investment Program

archived programs
Year-to-Date
N / A
Sep Performance
-2.50%
Min Investment
$ 250k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
5.60%
Sharpe (RFR=1%)
2.09
CAROR
13.32%
Assets
$ 50.0M
Worst DD
-2.95
S&P Correlation
0.02

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
7/2003
Investment Program -2.50 - - - - - - 92.76
S&P 500 -9.08 - - - - - - 249.80
+/- S&P 500 6.58 - - - - - - -157.04

Strategy Description

Summary

-Executive Summary Solaris's objective is to provide sophisticated investors with consistent above-average returns regardless of market conditions while assuming less market risk. Solaris will trade and establish positions in U.S. Equities and Indices and their respective option and... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-Executive Summary Solaris's objective is to provide sophisticated investors with consistent above-average returns regardless of market conditions while assuming less market risk. Solaris will trade and establish positions in U.S. Equities and Indices and their respective option and futures contracts. Solaris will engage in all and/or any option strategies, position trading, day trading, ratio spreads, inter-market spreads, long and short positions of any and all instruments. Solaris executes traditional delta neutral option strategies that hedge individual underlying positions. Solaris's intent is to achieve better than average market returns through strategies that combine complex equity and Index positions with derivative based investment strategies. Solaris's methodology is to establish equity, option and future positions with low risk/reward percentages. Through the use of options and futures, Solaris is able to offset or hedge a significant amount position risk. Solaris manages positions through constant analysis and the use of derivative strategies that maximizes gains with a limit on loss. The criteria for trades/investments are based on a number of factors that include; price and option dynamics. Pricing is based on theoretical and relative pricing fair value. Option dynamics are based on Delta, Gamma, Theta, Vega and 18 years of option trading experience. Primarily Solaris's option positions are focused in the near term monthly expiration cycle. This focus enables Solaris to trade the most liquid and efficient markets allowing Solaris to be very flexible and nimble with positions. Through the use of options and futures, the Fund is able to capitalize on shorter timeframes thereby potentially generating profits on a month to month basis while maintaining equity growth over the mid to long-term. At Solaris we look at trading positions as 12 income generating events per year. This methodology requires the Fund to evaluate and reassess our positions on a minute by minute-day to day basis. Solaris Opportunity Offshore Fund offers 18 years of trading experience and implementation of time proven risk management strategies that will consistently achieve positive market returns in any market environment. . Patrick G. Rooney serves as the Managing Member of Solaris Management, LLC, which manages the Solaris Opportunity Offshore Fund. His background as Equity, Options and Future trader spans over 18 years on Wall/LaSalle Street. Through 1985-2000 Patrick G. Rooney and/or Rooney Trading was a member of The Chicago Board of Options Exchange, The Chicago Board of Trade and The Chicago Mercantile Exchange. Beginning in late 1998, Mr. Rooney formed Digital Age Ventures Ltd, a venture capital investment company focusing on information technology, e-commerce, community and Internet services.

   

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:
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Risk
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
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Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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Sharpe Ratio: (RF=1%)
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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
-2.95 1 3 10/1/2003 11/1/2003
-2.50 1 - 8/1/2008 9/1/2008
-2.30 1 3 3/1/2005 4/1/2005
-1.82 1 3 11/1/2004 12/1/2004
-1.74 1 2 2/1/2008 3/1/2008
-1.20 1 1 3/1/2004 4/1/2004
-0.95 1 1 9/1/2007 10/1/2007
-0.68 1 1 9/1/2005 10/1/2005
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Consecutive Gains

Run-up Length (Mos.) Start End
30.29 23 11/1/2005 9/1/2007
15.45 4 7/1/2003 10/1/2003
11.64 7 5/1/2004 11/1/2004
8.74 4 12/1/2003 3/1/2004
7.77 4 11/1/2007 2/1/2008
5.36 5 5/1/2005 9/1/2005
5.12 5 4/1/2008 8/1/2008
1.62 1 3/1/2005 3/1/2005
1.50 1 1/1/2005 1/1/2005
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.95 1 11/1/2003 11/1/2003
-2.50 1 9/1/2008 9/1/2008
-2.30 1 4/1/2005 4/1/2005
-1.82 1 12/1/2004 12/1/2004
-1.74 1 3/1/2008 3/1/2008
-1.20 1 4/1/2004 4/1/2004
-1.10 1 2/1/2005 2/1/2005
-0.95 1 10/1/2007 10/1/2007
-0.68 1 10/1/2005 10/1/2005
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods63.0061.0058.0052.0046.0040.0028.0016.00
Percent Profitable85.7186.8996.55100.00100.00100.00100.00100.00
Average Period Return1.063.136.1312.5618.7225.8942.1058.63
Average Gain1.523.736.4012.5618.7225.8942.1058.63
Average Loss-1.69-0.86-1.27
Best Period6.2014.3113.3924.8331.9534.0758.1774.45
Worst Period-2.95-1.81-1.563.6310.6119.2033.7345.45
Standard Deviation1.622.823.144.654.323.715.146.98
Gain Standard Deviation1.212.522.854.654.323.715.146.98
Loss Standard Deviation0.770.560.42
Sharpe Ratio (1%)0.601.021.792.493.986.447.607.82
Average Gain / Average Loss0.904.345.04
Profit / Loss Ratio5.3828.78141.05
Downside Deviation (10%)0.840.790.760.21
Downside Deviation (5%)0.730.440.33
Downside Deviation (0%)0.700.370.24
Sortino Ratio (10%)0.782.404.8236.43
Sortino Ratio (5%)1.356.4816.92
Sortino Ratio (0%)1.528.5725.34

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.