Whistler Trading Corporation : Program 2

archived programs
Year-to-Date
N / A
Jul Performance
0.00%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
2.06%
Sharpe (RFR=1%)
0.89
CAROR
2.85%
Assets
$ 18.1M
Worst DD
-3.21
S&P Correlation
-0.03

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 Since
7/1994
Program 2 0.00 - - - - - -0.41 66.14
S&P 500 1.26 - - - - - 51.28 655.97
+/- S&P 500 -1.26 - - - - - -51.69 -589.83

Strategy Description

Summary

The primary objective is the gradual and steady capital appreciation of its Client's assets. It is the belief of the Trading Advisor that fundamental analysis is the concept that current market prices do not necessarily reflect the real value of a particular investment (i.e. the market... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Accredited Investors
Lock-up Period 0

Trading

Trading Frequency 2000 RT/YR/$M
Avg. Margin-to-Equity 20%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Financial & Metals Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Composition

Interest Rates
98.00%
Stock Indices
2.00%
Composition Pie Chart

Summary

The primary objective is the gradual and steady capital appreciation of its Client's assets. It is the belief of the Trading Advisor that fundamental analysis is the concept that current market prices do not necessarily reflect the real value of a particular investment (i.e. the market is imperfect). This real value is assumed eventually to determine price levels. By analyzing underlying economic factors, political situations (domestic and international), market expectations, psychology, and technical analysis (price action) a fundamental trader can hopefully predict future trends as price levels and actual values move toward parity.

Investment Strategy

Whistler uses technical indicators with a fundamental basis for establishing positions gives WTC and its Clients optimal risk-reward possibilities. The objective is to exploit as many trading opportunities as possible to maximize investment return. This may result in an unusually high amount of transactions. The Trading Advisor specifically concentrates its speculative activity in the U.S. fixed income and equity future market indices and their respective options.

Whistler’s Diversified Futures Program II involves the trading of only futures contracts and their respective option contracts.

   

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
-3.21 1 3 2/1/2001 3/1/2001
-2.13 1 3 6/1/2002 7/1/2002
-1.09 1 2 11/1/2001 12/1/2001
-0.97 1 6 1/1/1998 2/1/1998
-0.97 14 - 3/1/2011 5/1/2012
-0.95 1 6 7/1/2003 8/1/2003
-0.89 1 2 2/1/2002 3/1/2002
-0.77 1 2 4/1/1995 5/1/1995
-0.56 5 4 9/1/2006 2/1/2007
-0.54 3 8 11/1/1998 2/1/1999
-0.50 3 2 1/1/2010 4/1/2010
-0.46 2 2 9/1/1996 11/1/1996
-0.36 1 1 7/1/2001 8/1/2001
-0.32 1 2 8/1/2004 9/1/2004
-0.18 5 2 4/1/2009 9/1/2009
-0.17 1 1 7/1/1994 8/1/1994
-0.14 1 1 8/1/1997 9/1/1997
-0.13 1 3 4/1/1997 5/1/1997
-0.10 1 1 9/1/1998 10/1/1998
-0.08 1 1 7/1/2006 8/1/2006
-0.08 1 1 4/1/2008 5/1/2008
-0.05 1 2 6/1/2000 7/1/2000
-0.04 1 1 3/1/2000 4/1/2000
-0.04 1 1 11/1/2007 12/1/2007
-0.02 1 1 1/1/2009 2/1/2009
-0.02 1 1 11/1/1994 12/1/1994
-0.01 1 3 6/1/2010 7/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
12.98 12 8/1/2002 7/1/2003
7.98 16 6/1/1995 9/1/1996
7.55 4 4/1/2001 7/1/2001
5.86 22 10/1/2004 7/1/2006
3.87 3 9/1/2001 11/1/2001
3.59 7 8/1/2000 2/1/2001
2.67 3 9/1/1994 11/1/1994
2.50 4 12/1/1996 3/1/1997
2.40 6 6/1/2007 11/1/2007
2.25 4 10/1/1997 1/1/1998
2.08 4 1/1/1995 4/1/1995
2.04 12 9/1/2003 8/1/2004
1.53 2 1/1/2002 2/1/2002
1.51 4 1/1/2008 4/1/2008
1.29 3 4/1/2002 6/1/2002
1.04 3 7/1/1998 9/1/1998
0.99 10 6/1/1999 3/1/2000
0.98 5 9/1/2008 1/1/2009
0.83 3 3/1/1998 5/1/1998
0.59 2 5/1/2010 6/1/2010
0.54 2 7/1/1997 8/1/1997
0.50 7 9/1/2010 3/1/2011
0.50 2 3/1/2007 4/1/2007
0.47 2 6/1/2008 7/1/2008
0.44 2 3/1/1999 4/1/1999
0.34 1 7/1/1994 7/1/1994
0.30 1 12/1/2006 12/1/2006
0.28 1 11/1/1998 11/1/1998
0.23 3 5/1/2011 7/1/2011
0.23 1 9/1/2006 9/1/2006
0.22 2 10/1/2009 11/1/2009
0.21 2 5/1/2000 6/1/2000
0.12 1 1/1/1999 1/1/1999
0.09 2 3/1/2009 4/1/2009
0.06 1 6/1/2012 6/1/2012
0.06 1 9/1/2011 9/1/2011
0.06 1 8/1/2009 8/1/2009
0.04 1 6/1/2009 6/1/2009
0.04 1 1/1/2010 1/1/2010
0.01 1 3/1/2012 3/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-3.21 1 3/1/2001 3/1/2001
-2.13 1 7/1/2002 7/1/2002
-1.09 1 12/1/2001 12/1/2001
-0.97 1 2/1/1998 2/1/1998
-0.95 1 8/1/2003 8/1/2003
-0.89 1 3/1/2002 3/1/2002
-0.77 1 5/1/1995 5/1/1995
-0.55 2 4/1/2012 5/1/2012
-0.50 3 2/1/2010 4/1/2010
-0.48 2 10/1/2006 11/1/2006
-0.46 2 10/1/1996 11/1/1996
-0.42 1 5/1/1999 5/1/1999
-0.38 2 1/1/2007 2/1/2007
-0.37 1 4/1/2011 4/1/2011
-0.36 1 8/1/2001 8/1/2001
-0.35 1 12/1/1998 12/1/1998
-0.34 1 8/1/2011 8/1/2011
-0.34 1 5/1/2007 5/1/2007
-0.32 1 9/1/2004 9/1/2004
-0.31 1 2/1/1999 2/1/1999
-0.17 1 9/1/2009 9/1/2009
-0.17 1 8/1/1994 8/1/1994
-0.16 1 6/1/1998 6/1/1998
-0.14 1 9/1/1997 9/1/1997
-0.13 3 4/1/1997 6/1/1997
-0.10 1 10/1/1998 10/1/1998
-0.08 1 5/1/2008 5/1/2008
-0.08 1 8/1/2006 8/1/2006
-0.06 1 5/1/2009 5/1/2009
-0.05 1 7/1/2009 7/1/2009
-0.05 1 7/1/2000 7/1/2000
-0.04 1 12/1/2007 12/1/2007
-0.04 1 4/1/2000 4/1/2000
-0.02 1 2/1/2009 2/1/2009
-0.02 1 12/1/1994 12/1/1994
-0.01 2 7/1/2010 8/1/2010
-0.01 5 10/1/2011 2/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods217.00215.00212.00206.00200.00194.00182.00170.00158.00
Percent Profitable75.5880.0086.3294.1797.5098.4598.35100.00100.00
Average Period Return0.240.711.442.914.415.949.1612.6716.49
Average Gain0.410.961.713.114.546.049.3212.6716.49
Average Loss-0.38-0.30-0.32-0.35-0.40-0.40-0.22
Best Period3.435.768.6412.9812.8618.8724.4426.3731.23
Worst Period-3.21-1.32-1.29-0.77-0.63-0.42-0.250.804.30
Standard Deviation0.601.101.812.863.584.415.996.867.40
Gain Standard Deviation0.491.091.802.833.544.385.916.867.40
Loss Standard Deviation0.590.300.290.270.280.040.04
Sharpe Ratio (1%)0.260.420.520.670.810.891.021.261.54
Average Gain / Average Loss1.073.195.388.9611.3715.2941.52
Profit / Loss Ratio4.1014.0836.49144.86443.28973.502477.10
Downside Deviation (10%)0.490.941.703.184.595.978.6711.1313.35
Downside Deviation (5%)0.330.280.340.450.550.640.740.520.08
Downside Deviation (0%)0.310.180.150.100.070.050.03
Sortino Ratio (10%)-0.35-0.55-0.61-0.66-0.69-0.72-0.76-0.80-0.83
Sortino Ratio (5%)0.461.682.724.275.326.178.2716.64150.12
Sortino Ratio (0%)0.763.989.4927.7359.09120.57315.22

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.