Steward Trading Group, LLC : Premium Futures Option Program (Prop) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 1.37% Min Investment $ 25k Mgmt. Fee 2.00% Perf. Fee 30.00% Annualized Vol 30.89% Sharpe (RFR=1%) 1.23 CAROR 39.23% Assets $ 166k Worst DD -36.54 S&P Correlation 0.17 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since8/2010 Premium Futures Option Program (Prop) 1.37 - - - - - 94.00 122.53 S&P 500 0.71 - - - - - 62.07 250.30 +/- S&P 500 0.66 - - - - - 31.93 -127.78 Strategy Description SummarySteward Trading Group, LLC (STG) is a Commodity Trading Advisor (CTA) registered with the Commodity Futures Trading Commission (CFTC). STG offers individuals and institutions an alternative investment choice complimenting their overall portfolio performance. STG's trading... Read More Account & Fees Type Managed Account Minimum Investment $ 25k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 4800 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD -10.00% Worst Peak-to-Trough 36.53% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 100.00% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-writing 100.00% Composition Grains 40.00% Energy 20.00% Softs 20.00% Precious Metals 10.00% Livestock 10.00% SummarySteward Trading Group, LLC (STG) is a Commodity Trading Advisor (CTA) registered with the Commodity Futures Trading Commission (CFTC). STG offers individuals and institutions an alternative investment choice complimenting their overall portfolio performance. STG's trading program - PREMIUM FUTURES OPTION PROGRAM (PFOP) is an option writing investment strategy that trades options exclusively in the Futures Commodity Market. STG's investments are typically not correlated with the traditional stock and bond markets, which as an alternative investment choice can result in a more diversified portfolio and provides opportunities for investments in non-traditional asset classes which could be attractive to many portfolios. Investment StrategyThe Program "PFOP" is an option writing investment strategy that utilizes delta neutral and non-directional strategies. The intention is to sell far out-of-the-money puts and calls while taking advantage of time decay. We first evaluate the given price range of an underlying commodity futures contract over a specific period of time. Then we evaluate to see if, in our opinion, options on the underlying futures contract are being sold outside of our established range. The program uses a variety the risk controls including but not limited to: an analysis of margin, delta, rolling options, and we always keep open the possibility of hedging our positions with the underlying commodity futures contract we are trading. The Manager primarily sells (“writes”) deep out-of-the-money options (puts and calls) on commodity futures contracts. From time to time we may also purchase options if PFOP calls for us to do so. Purchasing options however is very rare and will almost always be done to reduce trading risks. PFOP will primarily trade options on the highly liquid commodity futures markets of grains, energy, softs, and metals. Risk ManagementSTG uses an approach intended to profit in rising, declining and sideways markets by utilizing delta neutral and non-directional strategies. More specifically we intend to sell far out-of-the-money puts and calls while taking advantage of time decay. To do this we use proprietary techniques to evaluate what we believe the given price range of an underlying commodity futures contract may be for a specific period of time. Once we have conducted our analysis we will then evaluate if we believe options on the underlying futures contract are being sold outside of our established range. From there we use more than a dozen risk control strategies to consider whether or not we will sell options under the then present market conditions. Some, but not all of the risk controls we evaluate include: an analysis of margin, delta, rolling options, and we always keep open the possibility of hedging our positions with the underlying commodity futures contract we are trading. 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 -36.54 3 - 4/1/2012 7/1/2012 -10.54 1 3 1/1/0001 8/1/2010 -1.36 1 1 7/1/2011 8/1/2011 -1.13 1 1 11/1/2010 12/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 76.10 7 1/1/2011 7/1/2011 51.93 8 9/1/2011 4/1/2012 28.21 5 8/1/2012 12/1/2012 17.17 3 9/1/2010 11/1/2010 0.17 1 6/1/2012 6/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -33.90 1 7/1/2012 7/1/2012 -10.54 1 8/1/2010 8/1/2010 -4.16 1 5/1/2012 5/1/2012 -1.36 1 8/1/2011 8/1/2011 -1.13 1 12/1/2010 12/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods29.0027.0024.0018.0012.00 Percent Profitable82.7681.4875.0088.89100.00 Average Period Return3.2411.3423.8364.50107.02 Average Gain6.0518.3839.4072.94107.02 Average Loss-10.22-19.65-22.91-3.04 Best Period13.0332.1262.28117.30190.95 Worst Period-33.90-36.54-30.11-4.9032.31 Standard Deviation8.9217.5629.6447.1366.34 Gain Standard Deviation4.037.5812.2342.8166.34 Loss Standard Deviation13.7715.146.122.62 Sharpe Ratio (1%)0.350.630.791.351.59 Average Gain / Average Loss0.590.941.7223.97 Profit / Loss Ratio2.844.125.16191.79 Downside Deviation (10%)6.7610.7112.992.95 Downside Deviation (5%)6.6710.3612.031.49 Downside Deviation (0%)6.6510.2711.791.19 Sortino Ratio (10%)0.420.941.6420.16 Sortino Ratio (5%)0.471.071.9442.68 Sortino Ratio (0%)0.491.102.0254.30 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