Vista CTA LLC : Index-XE Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since5/2009 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 SummaryThe 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% Composition Energy 33.00% Precious Metals 26.00% Softs 19.00% Grains 13.00% Industrial Metals 9.00% SummaryThe 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 StrategyThe 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 Management50% portfolio stop loss. 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel