White Indian Trading Co. : Alternative Hedge (Prop)

Year-to-Date
15.39%
Oct Performance
-7.56%
Min Investment
$ 250k
Mgmt. Fee
20.00%
Perf. Fee
2.00%
Annualized Vol
11.54%
Sharpe (RFR=1%)
0.61
CAROR
7.63%
Assets
$ 375k
Worst DD
-20.98
S&P Correlation
0.21

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
4/2012
Alternative Hedge (Prop) -7.56 -9.28 -15.39 -9.47 2.66 36.51 - 74.60
S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 - 115.08
+/- S&P 500 -9.60 -11.20 -36.55 -21.48 -38.76 -12.48 - -40.49

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%

Decision-Making

Discretionary
1.00%
Systematic
99.00%

Strategy

Option-writing
66.00%
Trend-following
34.00%
Strategy Pie Chart

Composition

Currency Futures
42.00%
Interest Rates
29.00%
Stock Indices
16.00%
Energy
13.00%
Composition Pie Chart

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.

   

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
-20.98 22 - 12/1/2017 10/1/2019
-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
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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
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.13 4 7/1/2018 10/1/2018
-9.53 2 9/1/2014 10/1/2014
-9.45 2 9/1/2019 10/1/2019
-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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods91.0089.0086.0080.0074.0068.0056.0044.0032.00
Percent Profitable57.1466.2966.2877.5086.4992.65100.00100.00100.00
Average Period Return0.672.244.499.2714.9121.5635.8149.7764.77
Average Gain2.985.569.1513.4718.3223.9835.8149.7764.77
Average Loss-2.42-4.28-4.68-5.19-6.93-8.85
Best Period10.0815.7023.0632.7645.8550.7670.2773.7796.81
Worst Period-7.56-11.38-14.31-9.95-16.11-17.862.6611.8935.08
Standard Deviation3.335.678.2211.2912.8514.7013.3313.3018.02
Gain Standard Deviation2.033.255.549.0910.0112.2513.3313.3018.02
Loss Standard Deviation1.923.203.503.244.996.67
Sharpe Ratio (1%)0.180.350.490.731.041.332.463.443.31
Average Gain / Average Loss1.231.301.962.602.642.71
Profit / Loss Ratio1.652.553.858.9516.9134.16
Downside Deviation (10%)2.233.684.635.175.775.751.751.46
Downside Deviation (5%)2.053.203.613.293.563.360.05
Downside Deviation (0%)2.013.083.372.883.092.89
Sortino Ratio (10%)0.120.280.440.831.271.9711.4419.37
Sortino Ratio (5%)0.290.621.112.513.775.81656.50
Sortino Ratio (0%)0.330.731.333.224.837.45

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.