White Indian Trading Co. : Alternative Hedge (Prop) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -0.17% 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 -22.25 S&P Correlation 0.17 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since4/2012 Alternative Hedge (Prop) -0.17 - - -1.03 -21.04 10.73 - 71.77 S&P 500 5.51 - - 9.76 31.27 53.90 - 163.00 +/- S&P 500 -5.68 - - -10.78 -52.31 -43.17 - -91.23 Strategy Description SummaryThis 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% Decision-Making Discretionary 1.00% Systematic 99.00% Strategy Option-writing 66.00% Trend-following 34.00% Composition Currency Futures 42.00% Interest Rates 29.00% Stock Indices 16.00% Energy 13.00% SummaryThis diversified program sells a strangle and then places stop orders in the underlying futures market to cover the options once a trend developsInvestment StrategyThis diversified program sells a strangle and then places stop orders in the underlying futures market to cover the options once a trend developsRisk ManagementStops orders in the underlying futures market cause the options to be covered/hedged once a trend developes. 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 -22.25 31 - 12/1/2017 7/1/2020 -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 Show More 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 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.91 11 9/1/2019 7/1/2020 -10.13 4 7/1/2018 10/1/2018 -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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods100.0098.0095.0089.0083.0077.0065.0053.0041.00 Percent Profitable52.0060.2060.0069.6677.1181.8289.23100.00100.00 Average Period Return0.591.823.466.8611.6016.9029.9343.2456.18 Average Gain2.985.569.1513.4718.3223.9834.6643.2456.18 Average Loss-2.00-3.84-5.07-8.33-11.04-14.97-9.28 Best Period10.0815.7023.0632.7645.8550.7670.2773.7796.81 Worst Period-7.56-11.38-14.31-18.55-19.39-21.32-15.388.4315.89 Standard Deviation3.195.678.5812.9515.4618.9119.4118.9623.00 Gain Standard Deviation2.033.255.549.0910.0112.2514.4518.9623.00 Loss Standard Deviation1.943.373.965.446.076.275.12 Sharpe Ratio (1%)0.160.280.350.450.650.791.392.072.22 Average Gain / Average Loss1.491.451.801.621.661.603.74 Profit / Loss Ratio1.622.192.713.715.597.2130.96 Downside Deviation (10%)2.133.825.397.979.4411.208.834.492.66 Downside Deviation (5%)1.963.324.315.926.647.694.34 Downside Deviation (0%)1.923.204.055.455.996.883.42 Sortino Ratio (10%)0.090.150.180.230.420.591.604.8310.75 Sortino Ratio (5%)0.260.470.690.991.521.946.20 Sortino Ratio (0%)0.310.570.851.261.942.458.76 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