White Indian Trading Co. : STAIRS - Futures Program (Client)

Year-to-Date: N / A
Feb Performance: -6.17%

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

Annualized Vol: 33.57%
Sharpe (RFR=1%): 0.32
CAROR: 6.55%

Assets: $ 0k
Worst DD: -45.14
S&P Correlation: -0.16

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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	2019	1yr	3yr	5yr	10yr	Since 10/2008
STAIRS - Futures Program (Client)	-6.17	-2.48	-	35.75	-13.22	30.75	-	70.51
S&P 500	3.72	7.50	-	22.33	27.11	73.07	-	143.95
+/- S&P 500	-9.89	-9.98	-	13.42	-40.34	-42.32	-	-73.44

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
1-30 Days: 100.00%
Intraday: 0%

Summary

Counter Trend Program

Investment Strategy

The unique STAIRS program is a systematic counter trend program that attempts to capture Trend Decay

Risk Management

Time and price stop points are utilized.

Compare to:

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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

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
-45.14	36	-	4/1/2013	4/1/2016
-32.80	6	3	10/1/2011	4/1/2012
-22.15	8	16	9/1/2009	5/1/2010
-18.14	4	3	1/1/2009	5/1/2009
-12.63	2	1	7/1/2012	9/1/2012
-7.26	1	2	10/1/2008	11/1/2008
-6.28	2	3	11/1/2012	1/1/2013

Consecutive Gains

Run-up	Length (Mos.)	Start	End
65.27	3	5/1/2012	7/1/2012
53.41	2	5/1/2016	6/1/2016
51.66	4	7/1/2011	10/1/2011
34.15	4	6/1/2009	9/1/2009
28.26	2	12/1/2008	1/1/2009
26.19	2	12/1/2013	1/1/2014
23.03	2	10/1/2012	11/1/2012
19.45	2	6/1/2010	7/1/2010
19.14	2	1/1/2015	2/1/2015
19.04	1	9/1/2016	9/1/2016
14.73	3	5/1/2014	7/1/2014
14.49	1	4/1/2013	4/1/2013
12.22	3	6/1/2015	8/1/2015
11.37	1	12/1/2015	12/1/2015
10.14	1	3/1/2014	3/1/2014
7.46	1	10/1/2008	10/1/2008
5.97	2	11/1/2010	12/1/2010
4.57	2	4/1/2011	5/1/2011
3.93	1	1/1/2017	1/1/2017
3.26	1	12/1/2009	12/1/2009
2.95	1	2/1/2011	2/1/2011
1.91	1	2/1/2013	2/1/2013
1.29	1	9/1/2014	9/1/2014
1.03	1	2/1/2010	2/1/2010
0.91	1	12/1/2011	12/1/2011
0.77	1	9/1/2010	9/1/2010
0.43	1	4/1/2015	4/1/2015

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-32.69	7	5/1/2013	11/1/2013
-29.35	4	1/1/2016	4/1/2016
-26.07	4	1/1/2012	4/1/2012
-22.57	3	9/1/2015	11/1/2015
-18.17	3	10/1/2016	12/1/2016
-18.14	4	2/1/2009	5/1/2009
-18.00	1	6/1/2011	6/1/2011
-17.95	3	10/1/2014	12/1/2014
-16.83	3	3/1/2010	5/1/2010
-12.63	2	8/1/2012	9/1/2012
-9.92	1	11/1/2011	11/1/2011
-9.15	1	3/1/2015	3/1/2015
-9.05	2	10/1/2009	11/1/2009
-7.98	1	8/1/2014	8/1/2014
-7.26	1	11/1/2008	11/1/2008
-6.28	2	12/1/2012	1/1/2013
-6.17	1	2/1/2017	2/1/2017
-5.71	1	2/1/2014	2/1/2014
-5.22	1	8/1/2010	8/1/2010
-4.62	1	4/1/2014	4/1/2014
-4.25	2	7/1/2016	8/1/2016
-2.20	1	3/1/2011	3/1/2011
-1.35	1	1/1/2010	1/1/2010
-1.05	1	3/1/2013	3/1/2013
-0.22	1	10/1/2010	10/1/2010
-0.09	1	1/1/2011	1/1/2011

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	101.00	99.00	96.00	90.00	84.00	78.00	66.00	54.00	42.00
Percent Profitable	46.53	54.55	55.21	54.44	64.29	66.67	78.79	83.33	90.48
Average Period Return	0.97	2.97	5.38	7.39	9.26	13.95	25.75	36.03	39.62
Average Gain	8.66	14.51	18.67	21.57	20.84	27.24	37.49	44.36	44.17
Average Loss	-5.83	-10.87	-11.01	-9.54	-11.58	-12.63	-17.84	-5.62	-3.56
Best Period	35.82	65.27	74.62	92.22	77.93	80.83	89.60	106.57	82.29
Worst Period	-18.32	-27.38	-33.56	-31.63	-37.33	-36.07	-45.14	-13.57	-8.47
Standard Deviation	9.69	17.22	20.98	21.91	21.70	25.98	30.45	30.50	21.28
Gain Standard Deviation	8.09	14.56	17.95	19.27	17.07	20.70	21.57	26.28	16.66
Loss Standard Deviation	4.69	6.77	9.98	9.11	10.79	10.15	14.60	4.84	4.05
Sharpe Ratio (1%)	0.09	0.16	0.23	0.29	0.36	0.46	0.75	1.05	1.62
Average Gain / Average Loss	1.49	1.33	1.70	2.26	1.80	2.16	2.10	7.90	12.40
Profit / Loss Ratio	1.32	1.60	2.09	2.70	3.24	4.31	7.80	39.49	117.80
Downside Deviation (10%)	5.64	9.32	11.18	11.59	13.23	14.63	17.23	12.55	10.54
Downside Deviation (5%)	5.45	8.75	10.14	9.36	10.07	10.22	11.60	4.40	2.88
Downside Deviation (0%)	5.40	8.61	9.89	8.85	9.39	9.29	10.47	2.95	1.54
Sortino Ratio (10%)	0.10	0.19	0.26	0.21	0.13	0.25	0.58	1.15	1.14
Sortino Ratio (5%)	0.16	0.31	0.48	0.68	0.77	1.17	1.96	7.27	11.97
Sortino Ratio (0%)	0.18	0.35	0.54	0.84	0.99	1.50	2.46	12.19	25.70

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Diversified Trader Index	Month	6	6.93	8/2015
IASG CTA Index	Month	8	6.93	8/2015
Systematic Trader Index	Month	8	6.93	8/2015
Diversified Trader Index	Month	10	14.41	1/2015
Diversified Trader Index	Month	7	10.85	7/2014
Systematic Trader Index	Month	5	10.85	7/2014
Systematic Trader Index	Month	3	10.14	3/2014
Diversified Trader Index	Month	4	10.14	3/2014
IASG CTA Index	Month	5	10.14	3/2014
IASG CTA Index	Month	3	9.77	1/2014
Systematic Trader Index	Month	2	9.77	1/2014
Diversified Trader Index	Month	2	9.77	1/2014
IASG CTA Index	Month	2	14.96	12/2013
Systematic Trader Index	Month	1	14.96	12/2013
Diversified Trader Index	Month	1	14.96	12/2013
IASG CTA Index	Month	8	14.49	4/2013
Systematic Trader Index	Month	8	14.49	4/2013
Diversified Trader Index	Month	8	14.49	4/2013
Systematic Trader Index	Month	9	5.25	11/2012
Diversified Trader Index	Month	9	5.25	11/2012
IASG CTA Index	Month	10	5.25	11/2012
IASG CTA Index	Month	2	16.89	10/2012
Diversified Trader Index	Month	2	16.89	10/2012
Systematic Trader Index	Month	2	16.89	10/2012
Diversified Trader Index	Month	1	24.33	7/2012
Systematic Trader Index	Month	1	24.33	7/2012
IASG CTA Index	Month	4	24.33	7/2012
IASG CTA Index	Month	5	18.59	6/2012
Systematic Trader Index	Month	2	18.59	6/2012
Diversified Trader Index	Month	2	18.59	6/2012
Systematic Trader Index	Month	2	32.66	9/2011
Diversified Trader Index	Month	2	32.66	9/2011
IASG CTA Index	Month	3	32.66	9/2011
Systematic Trader Index	Month	3	11.12	7/2010
IASG CTA Index	Month	5	11.12	7/2010
Diversified Trader Index	Month	4	11.12	7/2010
Systematic Trader Index	Month	9	7.50	6/2010
Diversified Trader Index	Month	8	7.50	6/2010
IASG CTA Index	Month	10	6.09	7/2009
Diversified Trader Index	Month	9	6.09	7/2009
Systematic Trader Index	Month	7	6.09	7/2009
IASG CTA Index	Month	6	12.54	6/2009
Diversified Trader Index	Month	4	12.54	6/2009
Systematic Trader Index	Month	2	12.54	6/2009
IASG CTA Index	Month	2	19.02	1/2009
Systematic Trader Index	Month	2	19.02	1/2009
Diversified Trader Index	Month	2	19.02	1/2009

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

^#6

Top Performer

DIVERSIFIED TRADER INDEX

AUGUST
2015

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White Indian Trading Co. : STAIRS - Futures Program (Client)

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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