White Indian Trading Co. : STAIRS (Client)

Year-to-Date
2.63%
Jul Performance
1.79%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
24.37%
Sharpe (RFR=1%)
0.27
CAROR
5.01%
Assets
$ 788k
Worst DD
-33.47
S&P Correlation
-0.17

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
5/2009
STAIRS (Client) 1.79 0.44 -2.63 1.79 21.93 -2.68 56.52 65.09
S&P 500 1.31 1.17 18.88 5.82 35.72 52.80 198.70 220.91
+/- S&P 500 0.48 -0.73 -21.51 -4.03 -13.80 -55.48 -142.18 -155.81

Strategy Description

Summary

Counter Trend program... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 100k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$30.00
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
1500 RT/YR/$M
Avg. Margin-to-Equity
15%
Targeted Worst DD
Worst Peak-to-Trough
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

Counter-trend
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Counter Trend program

Investment Strategy

STAIRS is a unique counter trend systematic program that attempts to capture trend decay.

Risk Management

Time and Price points are used for exiting pricing

   

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
-33.47 26 - 4/1/2013 6/1/2015
-27.45 6 3 10/1/2011 4/1/2012
-14.12 8 2 9/1/2009 5/1/2010
-13.46 2 1 7/1/2012 9/1/2012
-13.31 11 3 7/1/2010 6/1/2011
-9.35 1 2 1/1/0001 5/1/2009
-7.21 4 1 11/1/2012 3/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
51.69 3 5/1/2012 7/1/2012
32.55 4 6/1/2009 9/1/2009
30.71 2 7/1/2015 8/1/2015
26.67 4 7/1/2011 10/1/2011
24.71 2 10/1/2012 11/1/2012
23.20 2 6/1/2010 7/1/2010
20.35 1 9/1/2016 9/1/2016
15.83 2 12/1/2013 1/1/2014
14.40 1 4/1/2013 4/1/2013
13.20 1 11/1/2017 11/1/2017
12.85 3 5/1/2014 7/1/2014
12.32 3 3/1/2018 5/1/2018
12.14 1 3/1/2014 3/1/2014
12.05 3 4/1/2016 6/1/2016
9.96 1 7/1/2017 7/1/2017
9.03 1 12/1/2015 12/1/2015
5.45 1 3/1/2017 3/1/2017
4.51 1 12/1/2009 12/1/2009
4.40 1 8/1/2018 8/1/2018
4.34 1 1/1/2018 1/1/2018
3.97 1 1/1/2015 1/1/2015
2.92 1 9/1/2010 9/1/2010
2.69 1 5/1/2015 5/1/2015
2.38 1 10/1/2018 10/1/2018
2.24 1 12/1/2010 12/1/2010
2.21 1 2/1/2010 2/1/2010
2.04 2 6/1/2019 7/1/2019
1.25 1 5/1/2017 5/1/2017
1.18 1 2/1/2011 2/1/2011
0.77 1 2/1/2013 2/1/2013
0.47 1 9/1/2014 9/1/2014
0.28 1 9/1/2017 9/1/2017
0.20 2 2/1/2019 3/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-29.03 7 5/1/2013 11/1/2013
-27.45 6 11/1/2011 4/1/2012
-16.56 3 10/1/2014 12/1/2014
-16.24 5 10/1/2016 2/1/2017
-13.46 2 8/1/2012 9/1/2012
-12.81 4 3/1/2011 6/1/2011
-11.83 3 9/1/2015 11/1/2015
-11.35 3 2/1/2015 4/1/2015
-11.27 3 1/1/2016 3/1/2016
-10.41 3 3/1/2010 5/1/2010
-9.54 1 8/1/2014 8/1/2014
-9.37 2 10/1/2009 11/1/2009
-9.35 1 5/1/2009 5/1/2009
-8.91 2 7/1/2016 8/1/2016
-8.65 1 8/1/2017 8/1/2017
-6.56 2 12/1/2012 1/1/2013
-5.89 1 8/1/2010 8/1/2010
-4.77 1 2/1/2014 2/1/2014
-4.12 1 4/1/2017 4/1/2017
-3.84 1 6/1/2015 6/1/2015
-3.47 3 11/1/2018 1/1/2019
-3.26 1 2/1/2018 2/1/2018
-3.17 2 6/1/2018 7/1/2018
-2.91 2 4/1/2019 5/1/2019
-2.72 1 4/1/2014 4/1/2014
-2.50 1 10/1/2017 10/1/2017
-2.08 1 6/1/2017 6/1/2017
-1.45 1 3/1/2013 3/1/2013
-1.30 1 12/1/2017 12/1/2017
-0.98 1 1/1/2010 1/1/2010
-0.63 1 9/1/2018 9/1/2018
-0.61 2 10/1/2010 11/1/2010
-0.15 1 1/1/2011 1/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods123.00121.00118.00112.00106.00100.0088.0076.0064.00
Percent Profitable43.0951.2455.9366.9666.0474.0073.8677.6384.38
Average Period Return0.641.903.275.847.979.5713.3615.0615.08
Average Gain6.569.9812.5413.8316.5917.6122.2021.8819.10
Average Loss-3.84-6.59-8.51-10.34-8.81-13.33-11.61-8.64-6.65
Best Period29.5451.6956.1573.7748.1148.4059.2481.2768.90
Worst Period-10.15-16.56-27.84-30.35-20.22-32.63-24.18-22.85-16.40
Standard Deviation7.0311.3514.1015.9115.3117.0219.4419.8716.80
Gain Standard Deviation6.439.7010.7612.3910.8810.9114.1616.9315.05
Loss Standard Deviation3.014.977.467.975.627.925.376.614.49
Sharpe Ratio (1%)0.080.150.200.300.420.440.530.550.59
Average Gain / Average Loss1.711.511.471.341.881.321.912.532.87
Profit / Loss Ratio1.291.591.872.713.663.765.408.7915.52
Downside Deviation (10%)3.926.458.7910.0010.3012.8714.8916.7719.13
Downside Deviation (5%)3.725.897.737.936.828.777.966.755.02
Downside Deviation (0%)3.675.757.487.476.067.876.525.093.12
Sortino Ratio (10%)0.060.100.090.080.04-0.05-0.16-0.39-0.66
Sortino Ratio (5%)0.150.280.360.610.950.861.301.631.99
Sortino Ratio (0%)0.170.330.440.781.311.222.052.964.83

Top Performer Badges

Index Award Type Rank Performance Period
IASG CTA Index Month 1 29.54 8/2015
Systematic Trader Index Month 1 29.54 8/2015
Diversified Trader Index Month 1 29.54 8/2015
Systematic Trader Index Month 10 8.80 7/2014
Systematic Trader Index Month 2 12.14 3/2014
IASG CTA Index Month 3 12.14 3/2014
Diversified Trader Index Month 3 12.14 3/2014
Diversified Trader Index Month 5 7.26 1/2014
Systematic Trader Index Month 6 7.26 1/2014
IASG CTA Index Month 9 7.26 1/2014
IASG CTA Index Month 7 7.99 12/2013
Diversified Trader Index Month 4 7.99 12/2013
Systematic Trader Index Month 5 7.99 12/2013
IASG CTA Index Month 9 14.40 4/2013
Systematic Trader Index Month 9 14.40 4/2013
Diversified Trader Index Month 9 14.40 4/2013
IASG CTA Index Month 1 18.96 10/2012
Diversified Trader Index Month 1 18.96 10/2012
Systematic Trader Index Month 1 18.96 10/2012
Systematic Trader Index Month 2 22.38 7/2012
Diversified Trader Index Month 2 22.38 7/2012
IASG CTA Index Month 5 22.38 7/2012
IASG CTA Index Month 7 14.46 6/2012
Diversified Trader Index Month 3 14.46 6/2012
Systematic Trader Index Month 4 14.46 6/2012
Systematic Trader Index Month 3 16.85 9/2011
Diversified Trader Index Month 4 16.85 9/2011
IASG CTA Index Month 5 16.85 9/2011
Systematic Trader Index Month 6 9.03 7/2010
IASG CTA Index Month 9 9.03 7/2010
Diversified Trader Index Month 7 9.03 7/2010
Diversified Trader Index Month 3 13.00 6/2010
Systematic Trader Index Month 3 13.00 6/2010
IASG CTA Index Month 3 13.00 6/2010
Systematic Trader Index Month 7 4.51 12/2009
Diversified Trader Index Month 6 4.51 12/2009
Systematic Trader Index Month 10 7.72 8/2009
Diversified Trader Index Month 10 6.05 7/2009
Systematic Trader Index Month 8 6.05 7/2009
IASG CTA Index Month 7 9.72 6/2009
Diversified Trader Index Month 5 9.72 6/2009
Systematic Trader Index Month 3 9.72 6/2009

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.