Vista CTA LLC : Index Plus

archived programsClosed to new investments
Year-to-Date
N / A
Mar Performance
-1.21%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
15.27%
Sharpe (RFR=1%)
-0.26
CAROR
-4.09%
Assets
$ 1.3M
Worst DD
-37.85
S&P Correlation
0.12

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
9/2009
Index Plus -1.21 - - - - - -26.12 -17.42
S&P 500 0.69 - - - - - 66.22 239.07
+/- S&P 500 -1.90 - - - - - -92.34 -256.48

Strategy Description

Summary

The Index Plus Program seeks index outpeformance with the added objectives of absolute return and cash management. The Index Plus program varies the parameters of indexing-Timing, Tenor, Weighting, Leverage plus overarching Money Management-in pursuit of its investment objectives... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $18.00
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 1500 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough 16.00%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 60.00%
1-30 Days 30.00%
Intraday 10.00%

Decision-Making

Discretionary 30.00%
Systematic 70.00%

Strategy

Fundamental
30.00%
Technical
70.00%
Strategy Pie Chart

Composition

Precious Metals
25.00%
Energy
25.00%
Grains
25.00%
Softs
25.00%
Composition Pie Chart

Summary

The Index Plus Program seeks index outpeformance with the added objectives of absolute return and cash management. The Index Plus program varies the parameters of indexing-Timing, Tenor, Weighting, Leverage plus overarching Money Management-in pursuit of its investment objectives.

Investment Strategy

Index Plus uses a combination of long and short term algorithms, wave theory, momentum, volatility, and pattern recognition in attempting to find profitable positions (long, short or flat) for a given market. The Index Plus program may hold any liquid contract month based on position confidence. Index Plus may underweight or overweight positions based on their system ranking.

Risk Management

1% position stop, 3% portfolio stop

   

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

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
-37.85 35 - 2/1/2011 1/1/2014
-16.21 6 6 11/1/2009 5/1/2010
-1.11 1 1 1/1/0001 9/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
48.39 9 6/1/2010 2/1/2011
13.41 2 7/1/2011 8/1/2011
11.07 2 7/1/2012 8/1/2012
6.14 2 10/1/2009 11/1/2009
4.12 1 10/1/2012 10/1/2012
3.12 2 10/1/2013 11/1/2013
3.07 1 2/1/2014 2/1/2014
2.19 1 4/1/2010 4/1/2010
2.04 1 5/1/2012 5/1/2012
1.03 1 8/1/2013 8/1/2013
0.91 1 4/1/2011 4/1/2011
0.86 1 5/1/2013 5/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-26.86 8 9/1/2011 4/1/2012
-11.37 6 11/1/2012 4/1/2013
-9.89 1 3/1/2011 3/1/2011
-9.80 2 5/1/2011 6/1/2011
-9.78 4 12/1/2009 3/1/2010
-9.12 1 5/1/2010 5/1/2010
-5.93 2 6/1/2013 7/1/2013
-4.67 1 9/1/2013 9/1/2013
-3.61 2 12/1/2013 1/1/2014
-2.66 1 6/1/2012 6/1/2012
-1.21 1 3/1/2014 3/1/2014
-1.21 1 9/1/2012 9/1/2012
-1.11 1 9/1/2009 9/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods55.0053.0050.0044.0038.0032.0020.00
Percent Profitable43.6435.8532.0034.0934.2121.885.00
Average Period Return-0.25-0.73-1.48-2.31-4.72-9.72-12.20
Average Gain3.678.5413.8517.0714.539.372.41
Average Loss-3.29-5.92-8.69-12.34-14.73-15.06-12.97
Best Period11.2120.5039.8236.0330.5021.392.41
Worst Period-9.89-17.63-22.92-28.30-25.24-29.49-35.94
Standard Deviation4.418.6113.4116.7015.9013.8012.35
Gain Standard Deviation2.946.3412.2611.019.697.24
Loss Standard Deviation2.554.215.597.886.159.8412.18
Sharpe Ratio (1%)-0.08-0.11-0.15-0.20-0.39-0.85-1.23
Average Gain / Average Loss1.121.441.591.380.990.620.19
Profit / Loss Ratio0.860.810.750.720.510.170.01
Downside Deviation (10%)3.356.6210.2715.4418.8224.0430.44
Downside Deviation (5%)3.165.968.8412.5214.0517.3319.41
Downside Deviation (0%)3.115.798.4811.8312.9115.8117.12
Sortino Ratio (10%)-0.20-0.30-0.38-0.47-0.65-0.83-0.92
Sortino Ratio (5%)-0.11-0.17-0.22-0.26-0.44-0.68-0.78
Sortino Ratio (0%)-0.08-0.13-0.17-0.20-0.37-0.61-0.71

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.