Vista CTA LLC : Index-XE Program

archived programsClosed to new investments
Year-to-Date
N / A
Mar Performance
-0.96%
Min Investment
$ 400k
Mgmt. Fee
2.00%
Perf. Fee
5.00%
Annualized Vol
20.39%
Sharpe (RFR=1%)
0.30
CAROR
5.23%
Assets
$ 2.1M
Worst DD
-35.94
S&P Correlation
0.52

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
5/2009
Index-XE Program -0.96 - - - - - -4.18 22.10
S&P 500 3.60 - - - - - 84.98 276.89
+/- S&P 500 -4.56 - - - - - -89.16 -254.79

Strategy Description

Summary

The Index Program is for investors seeking index outperformance, that is, seeking to exceed the total performance of the major commodity indices. In this program, VistaCTA seeks to identify and offer the most efficient basket and manage the basket to exceed return and reduce risk... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 400k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 5.00%
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 30 RT/YR/$M
Avg. Margin-to-Equity 7%
Targeted Worst DD
Worst Peak-to-Trough 11.00%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 90.00%
4-12 Months 10.00%
1-3 Months 0%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 10.00%
Systematic 90.00%

Strategy

Fundamental
50.00%
Technical
50.00%
Strategy Pie Chart

Composition

Energy
33.00%
Precious Metals
26.00%
Softs
19.00%
Grains
13.00%
Industrial Metals
9.00%
Composition Pie Chart

Summary

The Index Program is for investors seeking index outperformance, that is, seeking to exceed the total performance of the major commodity indices. In this program, VistaCTA seeks to identify and offer the most efficient basket and manage the basket to exceed return and reduce risk versus the major commodity index benchmarks.

Investment Strategy

The Index program holds well-formed, liquid, fairness screened, lower volatility, long dated contracts with infrequent annual rolls. Clients seeking optimal, long-term, market based returns and seeking to avoid manager risk should consider the Index program.

Risk Management

50% portfolio stop loss.

   

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
-35.94 23 - 4/1/2011 3/1/2013
-10.50 1 5 5/1/2009 6/1/2009
-9.72 2 6 11/1/2009 1/1/2010
-0.28 1 1 12/1/2010 1/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
38.77 7 6/1/2010 12/1/2010
18.43 3 2/1/2011 4/1/2011
17.50 3 9/1/2009 11/1/2009
14.39 1 5/1/2009 5/1/2009
9.49 2 7/1/2011 8/1/2011
6.77 1 1/1/2012 1/1/2012
6.74 1 10/1/2011 10/1/2011
5.24 1 4/1/2010 4/1/2010
3.30 1 7/1/2009 7/1/2009
3.25 4 6/1/2012 9/1/2012
1.56 1 2/1/2010 2/1/2010
0.59 1 1/1/2013 1/1/2013
0.27 1 11/1/2012 11/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-18.00 1 9/1/2011 9/1/2011
-16.36 4 2/1/2012 5/1/2012
-11.68 2 5/1/2011 6/1/2011
-10.50 1 6/1/2009 6/1/2009
-9.72 2 12/1/2009 1/1/2010
-8.23 2 11/1/2011 12/1/2011
-6.19 2 2/1/2013 3/1/2013
-2.84 1 10/1/2012 10/1/2012
-2.71 1 12/1/2012 12/1/2012
-1.51 1 5/1/2010 5/1/2010
-1.30 1 8/1/2009 8/1/2009
-0.28 1 1/1/2011 1/1/2011
-0.22 1 3/1/2010 3/1/2010
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods47.0045.0042.0036.0030.0024.00
Percent Profitable57.4553.3357.1455.5663.3375.00
Average Period Return0.601.563.899.6518.0023.25
Average Gain4.428.6814.7530.6441.2637.36
Average Loss-4.56-6.57-10.60-16.59-22.18-19.09
Best Period14.3919.3335.0361.4169.5290.60
Worst Period-18.00-16.02-15.56-26.45-33.11-30.19
Standard Deviation5.899.2815.5227.6334.7133.52
Gain Standard Deviation3.485.9011.4317.9718.9725.52
Loss Standard Deviation4.314.403.977.086.509.31
Sharpe Ratio (1%)0.090.140.220.310.480.63
Average Gain / Average Loss0.971.321.391.851.861.96
Profit / Loss Ratio1.311.511.862.313.215.87
Downside Deviation (10%)4.246.088.9315.1118.4515.42
Downside Deviation (5%)4.085.507.6912.5814.8311.38
Downside Deviation (0%)4.045.367.3811.9713.9510.45
Sortino Ratio (10%)0.050.060.160.310.560.84
Sortino Ratio (5%)0.130.240.440.691.111.87
Sortino Ratio (0%)0.150.290.530.811.292.22

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.