Tianyou Asset Management, LLC : Tianyou Fund LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 24.27% Dec Performance 1.91% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 19.11% Sharpe (RFR=1%) 0.83 CAROR 15.60% Assets $ 47.2M Worst DD -38.52 S&P Correlation 0.22 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 2020 1yr 3yr 5yr 10yr Since10/2012 Tianyou Fund LP 1.91 4.83 -24.27 -24.27 -15.13 13.21 - 230.59 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 - 163.27 +/- S&P 500 -1.80 -6.86 -40.53 -40.53 -55.60 -68.68 - 67.32 Strategy Description Investment StrategyThe 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... Read More 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% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Option-writing 95.00% Spreading/hedging 5.00% Composition Stock Indices 100.00% Investment StrategyThe 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. 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 -38.52 1 - 1/1/2020 2/1/2020 -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 Show More Consecutive Gains Run-up Length (Mos.) Start End 190.25 42 6/1/2013 11/1/2016 48.78 23 3/1/2018 1/1/2020 35.23 7 10/1/2012 4/1/2013 21.54 13 1/1/2017 1/1/2018 14.58 5 3/1/2020 7/1/2020 7.99 4 9/1/2020 12/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -38.52 1 2/1/2020 2/1/2020 -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 -0.63 1 8/1/2020 8/1/2020 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods99.0097.0094.0088.0082.0076.0064.0052.0040.00 Percent Profitable94.9590.7287.2373.8678.0584.2182.8182.69100.00 Average Period Return1.404.228.2416.5827.4038.1359.8484.02109.65 Average Gain2.356.9213.3328.6238.8846.8175.84102.82109.65 Average Loss-16.42-22.15-26.52-17.46-13.43-8.16-17.28-5.78 Best Period7.6419.6239.5465.3491.07123.62174.30217.09274.41 Worst Period-38.52-38.18-35.85-30.47-22.15-11.56-20.20-10.3110.64 Standard Deviation5.5210.1115.1823.5230.9538.5758.5970.5076.22 Gain Standard Deviation1.634.067.1112.5324.5635.8551.3762.7976.22 Loss Standard Deviation16.3013.628.029.558.232.832.234.10 Sharpe Ratio (1%)0.240.390.510.660.840.940.971.131.37 Average Gain / Average Loss0.140.310.501.642.895.744.3917.80 Profit / Loss Ratio2.693.053.434.6310.2930.6021.1485.03 Downside Deviation (10%)5.008.1310.7212.4310.677.7613.7312.157.65 Downside Deviation (5%)4.957.8710.0410.587.944.198.474.43 Downside Deviation (0%)4.937.809.8610.127.333.427.222.89 Sortino Ratio (10%)0.200.370.540.931.863.593.215.1410.72 Sortino Ratio (5%)0.270.500.771.473.268.636.7118.04 Sortino Ratio (0%)0.280.540.841.643.7411.168.2929.04 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 5 0.51 11/2020 Option Strategy Index Month 1 2.34 10/2020 Stock Index Trader Index Month 2 2.34 10/2020 Discretionary Trader Index Month 8 2.34 10/2020 Option Strategy Index Month 1 3.02 9/2020 Discretionary Trader Index Month 6 3.02 9/2020 Stock Index Trader Index Month 5 3.02 9/2020 Stock Index Trader Index Month 5 3.02 9/2020 Discretionary Trader Index Month 6 3.02 9/2020 Option Strategy Index Month 1 3.02 9/2020 Option Strategy Index Month 8 -0.63 8/2020 Option Strategy Index Month 1 5.73 7/2020 Stock Index Trader Index Month 3 5.73 7/2020 Discretionary Trader Index Month 4 5.73 7/2020 Stock Index Trader Index Month 5 4.33 6/2020 Discretionary Trader Index Month 3 4.33 6/2020 Option Strategy Index Month 1 4.33 6/2020 Systematic Trader Index Month 9 4.33 6/2020 Discretionary Trader Index Month 10 1.78 5/2020 Option Strategy Index Month 3 1.78 5/2020 Option Strategy Index Month 2 1.67 4/2020 Option Strategy Index Month 2 1.67 4/2020 Option Strategy Index Month 2 0.38 3/2020 Option Strategy Index Month 8 -38.52 2/2020 Option Strategy Index Month 4 0.18 1/2020 IASG CTA Index 5 Year 5 91.39 2014 - 2019 IASG CTA Index Sharpe 6 1.50 2019 Option Strategy Index Month 2 1.74 12/2019 Stock Index Trader Index Month 10 1.74 12/2019 Option Strategy Index Month 4 0.73 11/2019 Option Strategy Index Month 1 1.25 10/2019 Stock Index Trader Index Month 10 1.25 10/2019 Discretionary Trader Index Month 10 1.25 10/2019 Stock Index Trader Index Month 9 1.70 9/2019 Option Strategy Index Month 1 1.70 9/2019 Option Strategy Index Month 2 2.48 8/2019 Discretionary Trader Index Month 8 2.48 8/2019 Stock Index Trader Index Month 7 2.48 8/2019 Option Strategy Index Month 4 0.81 7/2019 Option Strategy Index Month 7 0.57 6/2019 Option Strategy Index Month 3 1.50 5/2019 Stock Index Trader Index Month 6 1.50 5/2019 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 6 1.52 1/2019 Discretionary Trader Index Month 4 4.20 12/2018 IASG CTA Index 5 Year 4 126.40 2013 - 2018 Stock Index Trader Index Month 1 4.20 12/2018 Option Strategy Index Month 1 4.20 12/2018 IASG CTA Index Sharpe 8 1.46 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 Option Strategy Index Month 2 2.47 8/2018 Discretionary Trader Index Month 4 2.47 8/2018 Stock Index Trader Index Month 3 2.47 8/2018 Option Strategy Index Month 4 1.74 7/2018 Option Strategy Index Month 4 2.02 6/2018 Stock Index Trader Index Month 7 2.02 6/2018 Discretionary Trader Index Month 10 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 9 2.76 3/2018 Discretionary Trader Index Month 7 2.76 3/2018 Option Strategy Index Month 4 2.76 3/2018 Option Strategy Index Month 2 1.24 1/2018 IASG CTA Index 5 Year 1 244.07 2012 - 2017 Option Strategy Index Month 1 1.58 12/2017 IASG CTA Index Sharpe 4 2.46 2017 Stock Index Trader Index Month 6 1.58 12/2017 Discretionary Trader Index Month 10 1.58 12/2017 IASG CTA Index 3 Year 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 Stock Index Trader Index Month 5 1.57 9/2017 Systematic Trader Index Month 7 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 Stock Index Trader Index Month 8 1.01 2/2017 Option Strategy Index Month 8 1.01 2/2017 Option Strategy Index Month 5 1.66 1/2017 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