White Indian Trading Co. : SCS Interest Rate Program (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -0.20% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 17.90% Sharpe (RFR=1%) 0.17 CAROR 2.57% Assets $ 35k Worst DD -29.20 S&P Correlation 0.05 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since8/2011 SCS Interest Rate Program (Proprietary) -0.20 -12.91 - -2.05 -16.87 - - 12.34 S&P 500 -0.41 -7.12 - -8.19 27.57 - - 58.50 +/- S&P 500 0.21 -5.79 - 6.14 -44.44 - - -46.16 Strategy Description SummaryUnique SCS sub program that trades the Interest Rate futures and options... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $13.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 6500 RT/YR/$M Avg. Margin-to-Equity 42% 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 100.00% Intraday 0% Decision-Making Discretionary 1.00% Systematic 99.00% Strategy Option-writing 66.00% Trend-following 34.00% Composition Interest Rates 100.00% SummaryUnique SCS sub program that trades the Interest Rate futures and optionsInvestment StrategyThis SCS program will sell the straddle thereby attempting to garner the maximum option premium available. The uniqueness comes from the system placing stop orders in the underlying futures contract so that if/when the futures start to trend a position is taken in the underlying futures contract to cover the options on that side of the strike price. Risk ManagementWhen the underlying futures starts to trend a position is taken in the futures contract in order to cover the options written on that side of the trade. When the market trends down a short futures position is taken to cover the put options. When an up trend occursd a long position is engaged to cover the call option. 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 -29.20 14 - 3/1/2013 5/1/2014 -10.28 4 5 6/1/2012 10/1/2012 -0.78 1 1 4/1/2012 5/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.68 3 8/1/2011 10/1/2011 17.27 3 9/1/2014 11/1/2014 15.09 5 11/1/2012 3/1/2013 13.19 3 9/1/2015 11/1/2015 10.99 2 9/1/2013 10/1/2013 8.72 1 4/1/2015 4/1/2015 8.51 1 6/1/2014 6/1/2014 6.69 2 3/1/2012 4/1/2012 3.79 1 6/1/2012 6/1/2012 2.78 1 1/1/2014 1/1/2014 2.36 1 7/1/2013 7/1/2013 1.33 1 2/1/2015 2/1/2015 0.90 1 8/1/2012 8/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.23 4 2/1/2014 5/1/2014 -17.52 3 4/1/2013 6/1/2013 -12.91 3 12/1/2015 2/1/2016 -10.13 2 9/1/2012 10/1/2012 -8.62 2 11/1/2013 12/1/2013 -7.20 2 12/1/2014 1/1/2015 -4.50 1 3/1/2015 3/1/2015 -4.29 4 5/1/2015 8/1/2015 -3.52 2 7/1/2014 8/1/2014 -1.63 1 8/1/2013 8/1/2013 -1.06 1 7/1/2012 7/1/2012 -0.78 1 5/1/2012 5/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods55.0053.0050.0044.0038.0032.0020.00 Percent Profitable45.4554.7254.0043.1831.5818.7515.00 Average Period Return0.340.640.83-0.33-2.47-7.60-8.77 Average Gain4.477.138.1611.8815.137.022.10 Average Loss-3.87-7.87-7.77-9.61-10.59-10.98-10.68 Best Period13.2423.6823.6834.4534.0318.474.89 Worst Period-12.74-17.68-22.68-25.73-24.07-24.21-16.87 Standard Deviation5.178.9210.1113.1315.1310.606.51 Gain Standard Deviation3.435.235.728.3511.606.312.50 Loss Standard Deviation3.655.136.776.987.908.264.85 Sharpe Ratio (1%)0.050.040.03-0.10-0.26-0.91-1.81 Average Gain / Average Loss1.160.911.051.241.430.640.20 Profit / Loss Ratio1.201.191.230.940.660.150.03 Downside Deviation (10%)3.686.708.2812.1716.4220.6325.34 Downside Deviation (5%)3.526.157.199.5111.8813.8013.39 Downside Deviation (0%)3.486.016.938.8910.8512.3010.76 Sortino Ratio (10%)-0.02-0.09-0.20-0.44-0.61-0.87-0.97 Sortino Ratio (5%)0.070.060.05-0.14-0.33-0.70-0.88 Sortino Ratio (0%)0.100.110.12-0.04-0.23-0.62-0.81 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