White Indian Trading Co. : Alternative Hedge (Prop)

Year-to-Date: 15.76%
Dec Performance: -0.12%

Min Investment: $ 250k
Mgmt. Fee: 20.00%
Perf. Fee: 2.00%

Annualized Vol: 11.42%
Sharpe (RFR=1%): 0.60
CAROR: 7.40%

Assets: $ 375k
Worst DD: -21.31
S&P Correlation: 0.20

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Growth of 1,000 - VAMI

Monthly Performance

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	Dec	Qtr	2019	1yr	3yr	5yr	10yr	Since 4/2012
Alternative Hedge (Prop)	-0.12	-7.96	-15.76	-15.76	0.97	33.98	-	73.85
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	-	128.76
+/- S&P 500	-2.98	-16.49	-44.62	-44.62	-41.87	-21.34	-	-54.92

Strategy Description

Summary

This diversified program sells a strangle and then places stop orders in the underlying futures market to cover the options once a trend develops... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 250k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 20.00%
Performance Fee: 2.00%
Average Commission: $5.00
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: 6000 RT/YR/$M
Avg. Margin-to-Equity: 40%
Targeted Worst DD: -15.00%
Worst Peak-to-Trough: -1.59%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 0%
1-30 Days: 100.00%
Intraday: 0%

Summary

This diversified program sells a strangle and then places stop orders in the underlying futures market to cover the options once a trend develops

Investment Strategy

This diversified program sells a strangle and then places stop orders in the underlying futures market to cover the options once a trend develops

Risk Management

Stops orders in the underlying futures market cause the options to be covered/hedged once a trend developes.

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Index: Chart Type:

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:

Monthly Annual

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Sharpe Ratio: (RF=1%)
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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
-21.31	24	-	12/1/2017	12/1/2019
-14.02	4	11	6/1/2014	10/1/2014
-5.36	4	3	2/1/2013	6/1/2013
-5.02	7	2	11/1/2015	6/1/2016
-2.44	2	2	10/1/2012	12/1/2012
-1.86	1	1	10/1/2016	11/1/2016
-1.59	1	1	4/1/2012	5/1/2012
-1.50	1	1	3/1/2014	4/1/2014
-1.13	1	1	8/1/2016	9/1/2016
-1.08	1	1	9/1/2017	10/1/2017
-0.23	1	1	10/1/2013	11/1/2013

Consecutive Gains

Run-up	Length (Mos.)	Start	End
28.74	10	12/1/2016	9/1/2017
23.48	5	6/1/2012	10/1/2012
13.78	3	9/1/2015	11/1/2015
10.48	3	11/1/2018	1/1/2019
9.61	4	12/1/2013	3/1/2014
8.94	2	5/1/2014	6/1/2014
8.07	2	7/1/2016	8/1/2016
8.02	1	4/1/2015	4/1/2015
7.77	4	7/1/2013	10/1/2013
5.85	2	1/1/2015	2/1/2015
5.68	1	7/1/2015	7/1/2015
5.08	1	10/1/2016	10/1/2016
3.94	2	11/1/2017	12/1/2017
3.80	1	5/1/2016	5/1/2016
3.25	2	1/1/2013	2/1/2013
3.14	1	6/1/2018	6/1/2018
2.66	1	11/1/2014	11/1/2014
2.50	1	6/1/2019	6/1/2019
2.23	1	4/1/2018	4/1/2018
1.54	1	4/1/2012	4/1/2012
1.54	1	5/1/2013	5/1/2013
1.08	1	3/1/2016	3/1/2016
0.23	1	8/1/2014	8/1/2014
0.18	1	8/1/2019	8/1/2019

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-10.13	4	7/1/2018	10/1/2018
-9.83	4	9/1/2019	12/1/2019
-9.53	2	9/1/2014	10/1/2014
-8.00	4	2/1/2019	5/1/2019
-7.85	3	1/1/2018	3/1/2018
-5.43	1	8/1/2015	8/1/2015
-5.18	1	7/1/2014	7/1/2014
-5.07	1	6/1/2013	6/1/2013
-4.73	3	12/1/2015	2/1/2016
-4.70	1	6/1/2016	6/1/2016
-4.22	1	7/1/2019	7/1/2019
-3.73	2	5/1/2015	6/1/2015
-2.44	2	11/1/2012	12/1/2012
-1.86	1	11/1/2016	11/1/2016
-1.82	2	3/1/2013	4/1/2013
-1.80	1	3/1/2015	3/1/2015
-1.59	1	5/1/2012	5/1/2012
-1.50	1	4/1/2014	4/1/2014
-1.18	1	12/1/2014	12/1/2014
-1.13	1	9/1/2016	9/1/2016
-1.08	1	10/1/2017	10/1/2017
-0.30	1	4/1/2016	4/1/2016
-0.23	1	11/1/2013	11/1/2013
-0.03	1	5/1/2018	5/1/2018

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	93.00	91.00	88.00	82.00	76.00	70.00	58.00	46.00	34.00
Percent Profitable	55.91	64.84	64.77	75.61	84.21	90.00	100.00	100.00	100.00
Average Period Return	0.65	2.00	4.11	8.72	14.05	20.35	34.66	48.02	62.92
Average Gain	2.98	5.56	9.15	13.47	18.32	23.98	34.66	48.02	62.92
Average Loss	-2.31	-4.56	-5.17	-6.03	-8.72	-12.26
Best Period	10.08	15.70	23.06	32.76	45.85	50.76	70.27	73.77	96.81
Worst Period	-7.56	-11.38	-14.31	-15.76	-18.99	-21.32	0.97	9.13	32.56
Standard Deviation	3.30	5.84	8.51	11.71	13.72	16.13	14.45	15.41	19.01
Gain Standard Deviation	2.03	3.25	5.54	9.09	10.01	12.25	14.45	15.41	19.01
Loss Standard Deviation	1.93	3.30	3.90	4.07	6.18	7.98
Sharpe Ratio (1%)	0.17	0.30	0.42	0.66	0.91	1.14	2.19	2.85	3.04
Average Gain / Average Loss	1.29	1.22	1.77	2.23	2.10	1.96
Profit / Loss Ratio	1.64	2.25	3.26	6.93	11.20	17.61
Downside Deviation (10%)	2.20	3.94	5.09	5.88	7.01	7.73	3.00	2.86
Downside Deviation (5%)	2.03	3.44	4.06	3.99	4.70	5.08	0.27
Downside Deviation (0%)	1.99	3.32	3.82	3.56	4.19	4.53
Sortino Ratio (10%)	0.11	0.20	0.32	0.63	0.92	1.31	6.30	9.25
Sortino Ratio (5%)	0.28	0.51	0.89	1.94	2.67	3.61	115.17
Sortino Ratio (0%)	0.33	0.60	1.08	2.45	3.36	4.50

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.

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IASG Activity

Blends 26
Portfolios 13
Watchlists 28

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White Indian Trading Co. : Alternative Hedge (Prop)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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