Tianyou Asset Management, LLC : Tianyou Fund LP

Year-to-Date: 10.67%
Aug Performance: 2.48%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 13.98%
Sharpe (RFR=1%): 1.49
CAROR: 22.79%

Assets: $ 122.1M
Worst DD: -25.46
S&P Correlation: 0.07

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Growth of 1,000 - VAMI

Monthly Performance

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	Aug	Qtr	YTD	1yr	3yr	5yr	10yr	Since 10/2012
Tianyou Fund LP	2.48	3.90	10.67	24.90	30.64	105.18	-	313.67
S&P 500	-1.81	6.34	16.73	0.85	33.43	44.59	-	105.12
+/- S&P 500	4.29	-2.44	-6.06	24.05	-2.79	60.59	-	208.54

Strategy Description

Investment Strategy

Account & Fees

Type: Fund
Minimum Investment: $ 100k
Trading Level Incremental Increase: $ 10k
CTA Max Funding Factor
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $1.82
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 15-30 Days
Redemption Frequency: 15-30 Days
Investor Requirements: Accredited Investors
Lock-up Period: 0

Trading

Trading Frequency: 20000 RT/YR/$M
Avg. Margin-to-Equity: 35%
Targeted Worst DD: 10.00%
Worst Peak-to-Trough: 10.00%
Sector Focus: Stock Index Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 0%
1-30 Days: 95.00%
Intraday: 5.00%

Investment Strategy

The Partnership’s objective is to achieve capital growth by obtaining consistent monthly returns which have a low correlation with the monthly returns of major US equity indexes. The manager is currently targeting about 20% return annually. The manager primarily writes short-term options on index future contracts which are believed to expire worthless with an over 90% probability based on technical and fundamental analysis. The portfolio is sometimes hedged with future positions and with long-option positions. The strategy is designed to complement a trend following strategy and is suitable for the investors who seek alternative investment and diversification. The manager uses proprietary methodologies of fundamental and technical analysis to predict the likely range and the likely trend direction of index future contract prices during the period from option position initiation to option expiration. Technical analysis forecasts the direction of prices when the traded options are expired through the study of historical statistical data. Fundamental analysis predicts the price movement trend at the options’ maturity based on the overall state of the economy, interest rates, production, earnings in the period of the option cycle. The manager also takes consideration of other factors such as volatility index movements, market sentiments, seasonal cycles, and inter-market conditions. The proprietary quantitative models generated from market analyses aim to predict the direction of index price trend, the continuance of the trend, and the strength of the trend. This prediction is used to identify potential trading opportunities and generate trading signals. Although the index option writing strategies are mainly used, the Partnership may trade index future contracts or long options for hedging or speculative purposes in some market conditions.

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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.

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Index:

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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
-25.46	1	15	1/1/2018	2/1/2018
-16.66	1	4	4/1/2013	5/1/2013
-0.82	1	1	11/1/2016	12/1/2016

Consecutive Gains

Run-up	Length (Mos.)	Start	End
190.25	42	6/1/2013	11/1/2016
40.73	18	3/1/2018	8/1/2019
35.23	7	10/1/2012	4/1/2013
21.54	13	1/1/2017	1/1/2018

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-25.46	1	2/1/2018	2/1/2018
-16.66	1	5/1/2013	5/1/2013
-0.82	1	12/1/2016	12/1/2016

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	83.00	81.00	78.00	72.00	66.00	60.00	48.00	36.00
Percent Profitable	96.39	92.59	92.31	83.33	89.39	98.33	100.00	100.00
Average Period Return	1.82	5.48	11.01	23.00	34.46	48.91	80.33	115.72
Average Gain	2.42	7.07	13.51	29.38	38.98	49.77	80.33	115.72
Average Loss	-14.31	-14.43	-19.02	-8.87	-3.66	-1.62
Best Period	7.64	19.62	39.54	65.34	91.07	123.62	174.30	217.09
Worst Period	-25.46	-23.34	-20.26	-11.77	-7.17	-1.62	22.10	52.49
Standard Deviation	4.04	7.34	11.28	18.48	27.56	36.11	51.98	59.84
Gain Standard Deviation	1.65	4.24	7.45	12.72	25.59	35.80	51.98	59.84
Loss Standard Deviation	12.49	9.07	0.78	2.71	2.23
Sharpe Ratio (1%)	0.43	0.71	0.93	1.19	1.20	1.30	1.49	1.87
Average Gain / Average Loss	0.17	0.49	0.71	3.31	10.64	30.70
Profit / Loss Ratio	4.51	6.12	8.53	16.56	89.71	1811.52
Downside Deviation (10%)	3.40	4.82	5.96	5.76	4.17	3.07
Downside Deviation (5%)	3.35	4.59	5.42	4.17	1.82	0.53
Downside Deviation (0%)	3.34	4.53	5.28	3.77	1.37	0.21
Sortino Ratio (10%)	0.41	0.88	1.43	3.13	6.44	12.58
Sortino Ratio (5%)	0.52	1.14	1.94	5.28	18.13	89.18
Sortino Ratio (0%)	0.54	1.21	2.09	6.10	25.17	233.74

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Option Strategy Index	Month	4	0.81	7/2019
Option Strategy Index	Month	7	0.57	6/2019
Stock Index Trader Index	Month	6	1.50	5/2019
Option Strategy Index	Month	3	1.50	5/2019
Option Strategy Index	Month	3	1.06	4/2019
Option Strategy Index	Month	3	1.06	4/2019
Option Strategy Index	Month	3	1.26	3/2019
Stock Index Trader Index	Month	6	1.26	3/2019
Discretionary Trader Index	Month	9	1.26	3/2019
Option Strategy Index	Month	5	1.01	2/2019
Option Strategy Index	Month	5	1.01	2/2019
Option Strategy Index	Month	5	1.01	2/2019
Option Strategy Index	Month	2	1.01	2/2019
Discretionary Trader Index	Month	9	1.01	2/2019
Option Strategy Index	Month	6	1.52	1/2019
Discretionary Trader Index	Month	4	4.20	12/2018
IASG CTA Index	5 Year Rolling	4	126.40	2013 - 2018
Option Strategy Index	Month	1	4.20	12/2018
Stock Index Trader Index	Month	1	4.20	12/2018
IASG CTA Index	Sharpe	8	1.46	2017 - 2018
Discretionary Trader Index	Month	8	2.49	11/2018
Option Strategy Index	Month	1	2.49	11/2018
Stock Index Trader Index	Month	5	2.49	11/2018
Stock Index Trader Index	Month	5	3.55	10/2018
Discretionary Trader Index	Month	7	3.55	10/2018
Option Strategy Index	Month	1	3.55	10/2018
Option Strategy Index	Month	3	2.06	9/2018
Stock Index Trader Index	Month	3	2.06	9/2018
Discretionary Trader Index	Month	9	2.06	9/2018
Discretionary Trader Index	Month	9	2.06	9/2018
Stock Index Trader Index	Month	3	2.06	9/2018
Option Strategy Index	Month	3	2.06	9/2018
Stock Index Trader Index	Month	3	2.47	8/2018
Option Strategy Index	Month	2	2.47	8/2018
Discretionary Trader Index	Month	4	2.47	8/2018
Option Strategy Index	Month	4	1.74	7/2018
Option Strategy Index	Month	4	2.02	6/2018
Discretionary Trader Index	Month	10	2.02	6/2018
Stock Index Trader Index	Month	7	2.02	6/2018
Stock Index Trader Index	Month	9	1.42	5/2018
Option Strategy Index	Month	2	1.42	5/2018
Option Strategy Index	Month	5	1.65	4/2018
Stock Index Trader Index	Month	9	1.65	4/2018
Stock Index Trader Index	Month	8	1.65	4/2018
Option Strategy Index	Month	5	1.65	4/2018
Option Strategy Index	Month	4	2.76	3/2018
Discretionary Trader Index	Month	7	2.76	3/2018
Stock Index Trader Index	Month	9	2.76	3/2018
Option Strategy Index	Month	2	1.24	1/2018
Option Strategy Index	Month	1	1.58	12/2017
IASG CTA Index	5 Year Rolling	1	244.07	2012 - 2017
Stock Index Trader Index	Month	6	1.58	12/2017
IASG CTA Index	Sharpe	4	2.46	2016 - 2017
Discretionary Trader Index	Month	10	1.58	12/2017
IASG CTA Index	3 Year Rolling	8	70.77	2014 - 2017
Option Strategy Index	Month	6	0.84	11/2017
Option Strategy Index	Month	4	1.56	10/2017
Stock Index Trader Index	Month	8	1.56	10/2017
Systematic Trader Index	Month	7	1.57	9/2017
Stock Index Trader Index	Month	5	1.57	9/2017
Option Strategy Index	Month	2	1.57	9/2017
Option Strategy Index	Month	2	2.39	8/2017
Stock Index Trader Index	Month	5	2.39	8/2017
Option Strategy Index	Month	4	1.15	7/2017
Stock Index Trader Index	Month	6	1.70	6/2017
Option Strategy Index	Month	1	1.70	6/2017
Stock Index Trader Index	Month	3	2.34	5/2017
Option Strategy Index	Month	2	2.34	5/2017
Option Strategy Index	Month	7	1.47	4/2017
Option Strategy Index	Month	8	1.01	2/2017
Stock Index Trader Index	Month	8	1.01	2/2017
Stock Index Trader Index	Month	10	1.66	1/2017
Option Strategy Index	Month	5	1.66	1/2017
IASG CTA Index	3 Year Rolling	6	96.50	2013 - 2016
IASG CTA Index	Sharpe	2	2.40	2015 - 2016
Option Strategy Index	Month	4	2.03	11/2016
Stock Index Trader Index	Month	10	2.03	11/2016
Stock Index Trader Index	Month	10	1.11	10/2016
Option Strategy Index	Month	8	1.11	10/2016
Stock Index Trader Index	Month	7	2.31	6/2016
Option Strategy Index	Month	3	2.31	6/2016
Stock Index Trader Index	Month	7	0.59	4/2016
Option Strategy Index	Month	7	0.59	4/2016
Option Strategy Index	Month	9	0.71	3/2016
Option Strategy Index	Month	1	1.65	1/2016
Stock Index Trader Index	Month	3	1.65	1/2016
IASG CTA Index	Sharpe	1	2.62	2014 - 2015
IASG CTA Index	3 Year Rolling	1	157.94	2012 - 2015
Option Strategy Index	Month	2	2.23	12/2015
Discretionary Trader Index	Month	7	2.23	12/2015
Stock Index Trader Index	Month	6	2.23	12/2015
IASG CTA Index	Year Rolling	4	28.03	2014 - 2015
Option Strategy Index	Month	3	2.23	11/2015
Stock Index Trader Index	Month	8	2.23	11/2015
Stock Index Trader Index	Month	8	1.86	10/2015
Discretionary Trader Index	Month	9	1.86	10/2015
Option Strategy Index	Month	1	1.86	10/2015
Option Strategy Index	Month	1	1.03	8/2015
Stock Index Trader Index	Month	8	1.03	8/2015
Option Strategy Index	Month	9	2.37	7/2015

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

^#4

Top Performer

OPTION STRATEGY INDEX

JULY
2019

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Program Name	CAROR
Tianyou Fund LP	22.79%

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Watchlists 107

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Tianyou Asset Management, LLC : Tianyou Fund LP

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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