White Indian Trading Co. : STAIRS - Futures Program (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Since10/2008 STAIRS - Futures Program (Client) -6.17 - - - - 35.75 28.59 70.51 S&P 500 3.72 - - - - 73.07 67.99 319.04 +/- S&P 500 -9.89 - - - - -37.33 -39.40 -248.53 Strategy Description SummaryCounter 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% Decision-Making Discretionary 1.00% Systematic 99.00% Strategy Counter-trend 100.00% Composition Stock Indices 100.00% SummaryCounter Trend ProgramInvestment StrategyThe unique STAIRS program is a systematic counter trend program that attempts to capture Trend DecayRisk ManagementTime and price stop points are utilized. 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods101.0099.0096.0090.0084.0078.0066.0054.0042.00 Percent Profitable46.5354.5555.2154.4464.2966.6778.7983.3390.48 Average Period Return0.972.975.387.399.2613.9525.7536.0339.62 Average Gain8.6614.5118.6721.5720.8427.2437.4944.3644.17 Average Loss-5.83-10.87-11.01-9.54-11.58-12.63-17.84-5.62-3.56 Best Period35.8265.2774.6292.2277.9380.8389.60106.5782.29 Worst Period-18.32-27.38-33.56-31.63-37.33-36.07-45.14-13.57-8.47 Standard Deviation9.6917.2220.9821.9121.7025.9830.4530.5021.28 Gain Standard Deviation8.0914.5617.9519.2717.0720.7021.5726.2816.66 Loss Standard Deviation4.696.779.989.1110.7910.1514.604.844.05 Sharpe Ratio (1%)0.090.160.230.290.360.460.751.051.62 Average Gain / Average Loss1.491.331.702.261.802.162.107.9012.40 Profit / Loss Ratio1.321.602.092.703.244.317.8039.49117.80 Downside Deviation (10%)5.649.3211.1811.5913.2314.6317.2312.5510.54 Downside Deviation (5%)5.458.7510.149.3610.0710.2211.604.402.88 Downside Deviation (0%)5.408.619.898.859.399.2910.472.951.54 Sortino Ratio (10%)0.100.190.260.210.130.250.581.151.14 Sortino Ratio (5%)0.160.310.480.680.771.171.967.2711.97 Sortino Ratio (0%)0.180.350.540.840.991.502.4612.1925.70 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. x {{title}} x {{title}} Add Cancel