SSARIS Advisors LLC : Alpha Enhanced Equity Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -15.88% Min Investment $ 0k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 15.15% Sharpe (RFR=1%) 0.28 CAROR 4.55% Assets $ 108.7M Worst DD -34.58 S&P Correlation 0.98 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since9/1997 Alpha Enhanced Equity -15.88 - - - - - - 63.14 S&P 500 -16.94 - - - - - - 388.50 +/- S&P 500 1.06 - - - - - - -325.36 Strategy Description Summary-INVESTMENT PHILOSOPHY The Alpha Enhanced Equity program invests in the S&P 500 equity index and systematically manages a long/short global asset (alpha) overlay to provide excess return and reduce correlation, and cash management to enhance total return. The US Dollar program creates... Read More Account & Fees Type Managed Account Minimum Investment $ 0k 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-INVESTMENT PHILOSOPHY The Alpha Enhanced Equity program invests in the S&P 500 equity index and systematically manages a long/short global asset (alpha) overlay to provide excess return and reduce correlation, and cash management to enhance total return. The US Dollar program creates its exposure using an S&P 500 stock index futures or swap contract and overlays the position with a long/short global asset overlay to add alpha and diminish the programâ??s correlation, thereby lowering the portfolioâ??s beta to the S&P 500 Index. Its efficiency should exceed that of the stock market. In total, the strategy is designed to track an equity benchmark while producing competitive returns, slightly reduced beta and positive alpha. 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 -34.58 12 - 10/1/2007 10/1/2008 -34.43 25 27 8/1/2000 9/1/2002 -11.89 2 2 6/1/1998 8/1/1998 -6.36 2 1 12/1/1999 2/1/2000 -5.88 3 2 6/1/1999 9/1/1999 -5.82 4 3 12/1/2004 4/1/2005 -5.81 2 3 3/1/2000 5/1/2000 -4.52 3 2 4/1/2006 7/1/2006 -4.30 2 2 5/1/2007 7/1/2007 -3.66 1 1 4/1/1999 5/1/1999 -2.99 1 1 9/1/1997 10/1/1997 -2.68 1 2 1/1/2007 2/1/2007 -2.42 1 1 1/1/1999 2/1/1999 -1.58 3 1 7/1/2005 10/1/2005 -1.13 1 1 4/1/1998 5/1/1998 -0.84 1 1 11/1/2005 12/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 32.96 5 9/1/1998 1/1/1999 22.72 6 11/1/1997 4/1/1998 21.37 7 2/1/2003 8/1/2003 15.07 5 10/1/2003 2/1/2004 14.80 6 8/1/2006 1/1/2007 13.67 3 10/1/1999 12/1/1999 13.36 2 10/1/2002 11/1/2002 11.16 3 10/1/2001 12/1/2001 11.06 5 8/1/2004 12/1/2004 10.30 1 3/1/2000 3/1/2000 9.64 3 3/1/2007 5/1/2007 8.75 2 3/1/1999 4/1/1999 8.54 2 4/1/2001 5/1/2001 8.27 3 5/1/2005 7/1/2005 7.87 3 8/1/2007 10/1/2007 7.85 2 12/1/2000 1/1/2001 7.57 1 8/1/2000 8/1/2000 6.73 4 1/1/2006 4/1/2006 6.52 1 9/1/1997 9/1/1997 6.16 1 6/1/1999 6/1/1999 5.86 2 4/1/2008 5/1/2008 4.42 1 11/1/2005 11/1/2005 3.82 1 3/1/2002 3/1/2002 3.70 1 6/1/1998 6/1/1998 2.64 1 6/1/2000 6/1/2000 2.64 2 5/1/2004 6/1/2004 2.53 1 2/1/2005 2/1/2005 1.35 1 8/1/2008 8/1/2008 1.33 1 8/1/2002 8/1/2002 0.76 1 10/1/2000 10/1/2000 0.09 1 9/1/2005 9/1/2005 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.90 2 9/1/2008 10/1/2008 -17.03 4 4/1/2002 7/1/2002 -13.65 4 6/1/2001 9/1/2001 -13.40 5 11/1/2007 3/1/2008 -12.76 2 2/1/2001 3/1/2001 -11.89 2 7/1/1998 8/1/1998 -9.69 1 9/1/2002 9/1/2002 -8.66 2 6/1/2008 7/1/2008 -6.76 1 11/1/2000 11/1/2000 -6.36 2 1/1/2000 2/1/2000 -6.10 1 9/1/2000 9/1/2000 -6.02 2 12/1/2002 1/1/2003 -5.88 3 7/1/1999 9/1/1999 -5.81 2 4/1/2000 5/1/2000 -5.17 2 3/1/2005 4/1/2005 -5.10 2 3/1/2004 4/1/2004 -4.52 3 5/1/2006 7/1/2006 -4.30 2 6/1/2007 7/1/2007 -3.81 2 1/1/2002 2/1/2002 -3.71 1 7/1/2004 7/1/2004 -3.66 1 5/1/1999 5/1/1999 -3.13 1 1/1/2005 1/1/2005 -2.99 1 10/1/1997 10/1/1997 -2.68 1 2/1/2007 2/1/2007 -2.42 1 2/1/1999 2/1/1999 -2.24 1 7/1/2000 7/1/2000 -1.33 1 9/1/2003 9/1/2003 -1.13 1 5/1/1998 5/1/1998 -0.88 1 8/1/2005 8/1/2005 -0.84 1 12/1/2005 12/1/2005 -0.80 1 10/1/2005 10/1/2005 Show More 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