Vantage Capital Management : VCM Growth Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 5.07% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 17.73% Sharpe (RFR=1%) 0.25 CAROR 3.77% Assets $ 428k Worst DD -33.20 S&P Correlation 0.31 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since1/2011 VCM Growth Program 5.07 6.96 - 34.25 54.98 - - 18.51 S&P 500 1.97 0.88 - 8.97 52.53 - - 63.56 +/- S&P 500 3.10 6.08 - 25.28 2.45 - - -45.06 Strategy Description SummaryThe VCM Growth Program writes both put and call option contracts on the S&P 500 index as its primary investment vehicle. Although the trading methodology is technical and statistical in nature, consideration is given to the overall fundamental condition of both domestic and global... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 1k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 90.00% 1-30 Days 5.00% Intraday 0% Decision-Making Discretionary 30.00% Systematic 70.00% Strategy Option-spreads 33.00% Option-writing 33.00% Spreading/hedging 34.00% Composition Stock Indices 100.00% SummaryThe VCM Growth Program writes both put and call option contracts on the S&P 500 index as its primary investment vehicle. Although the trading methodology is technical and statistical in nature, consideration is given to the overall fundamental condition of both domestic and global markets. Investment StrategyThe Program avoids forecasting specific market direction, but rather takes both sides of the market and derives profits as a function of Theta, the “time decay” component of options, and of volatility which has a constant effect on the value of the option. The VCM Growth Program short options will typically be hedged to protect downward market moves, however, may not be hedged 100% of the time. The Growth Program looks to be a little further out of the money when writing options than the previously offered Aggressive Program. In addition, the Growth Program generally uses less leverage than the previously offered Aggressive Program. Although there is no guarantee that a particular account will experience any profits, the Advisor seeks to maximize returns, while balancing risk, to target an annualized return objective of 10% to 20% and greater.Risk ManagementThe greatest risk entailed with the Growth Program and Moderate Program trading strategies occurs during periods of extreme S&P 500 Index volatility, specifically periods with large one directional movement. Due to the probability that major/sudden downside movements of 20% or more in the S&P 500 Index is far greater than to sudden 20% upward movements, the trading strategies employed by the Advisor are more cautious regarding major downward movements contrasted to upward movements in the S&P 500 Index. In addition, the Growth Program generally adds hedging to reduce risk and the Moderate Program adds hedging to reduce risk. 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 -33.20 13 34 6/1/2011 7/1/2012 -2.39 1 1 5/1/2015 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 40.01 6 12/1/2014 5/1/2015 14.47 6 1/1/2011 6/1/2011 10.88 2 9/1/2013 10/1/2013 9.14 4 9/1/2012 12/1/2012 7.19 3 2/1/2014 4/1/2014 6.34 3 1/1/2012 3/1/2012 5.41 2 6/1/2013 7/1/2013 5.07 1 7/1/2015 7/1/2015 5.07 1 8/1/2014 8/1/2014 3.74 2 2/1/2013 3/1/2013 2.88 2 9/1/2011 10/1/2011 0.93 1 12/1/2013 12/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -31.38 2 7/1/2011 8/1/2011 -11.02 5 4/1/2012 8/1/2012 -11.01 3 9/1/2014 11/1/2014 -9.10 2 4/1/2013 5/1/2013 -4.80 3 5/1/2014 7/1/2014 -2.75 1 11/1/2013 11/1/2013 -2.39 1 6/1/2015 6/1/2015 -2.17 1 8/1/2013 8/1/2013 -1.70 1 1/1/2014 1/1/2014 -0.38 1 1/1/2013 1/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods55.0053.0050.0044.0038.0032.0020.00 Percent Profitable60.0064.1560.0065.9168.4271.8860.00 Average Period Return0.451.241.361.323.406.007.08 Average Gain3.166.719.999.3713.1816.1822.49 Average Loss-4.19-8.55-11.59-14.25-17.79-20.01-16.04 Best Period9.2125.0540.0134.2537.0047.3854.98 Worst Period-25.28-30.97-29.40-31.76-29.03-31.10-20.83 Standard Deviation5.1210.2414.6714.7617.6820.1723.77 Gain Standard Deviation2.405.8010.038.289.1312.6617.98 Loss Standard Deviation5.669.1310.3711.7612.078.742.68 Sharpe Ratio (1%)0.070.100.060.020.110.200.17 Average Gain / Average Loss0.750.780.860.660.740.811.40 Profit / Loss Ratio1.311.401.291.271.602.072.10 Downside Deviation (10%)4.227.9110.9613.1115.7516.7820.69 Downside Deviation (5%)4.107.499.9711.1012.6412.4712.16 Downside Deviation (0%)4.077.389.7310.6411.9211.4810.27 Sortino Ratio (10%)0.010.00-0.10-0.28-0.27-0.25-0.42 Sortino Ratio (5%)0.090.130.090.030.150.320.33 Sortino Ratio (0%)0.110.170.140.120.280.520.69 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 1 9.21 3/2015 Systematic Trader Index Month 3 9.21 3/2015 IASG CTA Index Month 4 9.21 3/2015 Stock Index Trader Index Month 5 7.58 2/2015 Systematic Trader Index Month 9 7.58 2/2015 IASG CTA Index Month 10 7.58 2/2015 Stock Index Trader Index Month 1 6.11 12/2014 Stock Index Trader Index Month 6 5.07 8/2014 Stock Index Trader Index Month 6 4.48 2/2014 Systematic Trader Index Month 6 8.90 9/2013 Stock Index Trader Index Month 3 8.90 9/2013 IASG CTA Index Month 9 8.90 9/2013 Stock Index Trader Index Month 9 2.66 7/2013 Stock Index Trader Index Month 9 2.68 6/2013 Stock Index Trader Index Month 8 2.94 2/2013 Stock Index Trader Index Month 2 4.70 11/2012 Stock Index Trader Index Month 10 2.80 10/2012 Stock Index Trader Index Month 10 1.30 4/2011 Stock Index Trader Index Month 8 3.23 3/2011 Stock Index Trader Index Month 5 3.52 2/2011 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