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/ White Indian Trading Co. / STAIRS - Futures Program (Proprietary)

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

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Year-to-Date
N / A
May Performance
-0.74%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
30.40%
Sharpe (RFR=1%)
-0.05
CAROR
-4.79%
Assets
$ 60k
Worst DD
-48.69
S&P Correlation
-0.25
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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 May Qtr 2020 1yr 3yr 5yr 10yr Since
4/2012
STAIRS - Futures Program (Proprietary) -0.74 - - - - -30.38 - -18.48
S&P 500 1.53 - - - - 55.85 - 165.96
+/- S&P 500 -2.27 - - - - -86.23 - -184.44

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 $15.00
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 systematic counter trend program that attempts to capture Trend Decay.

Risk Management

Time and Prices points are used for exit 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.

Monthly Annual
Reward
Average RoR:
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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
-48.69 37 - 4/1/2013 5/1/2016
-16.30 2 1 7/1/2012 9/1/2012
-8.52 1 2 1/1/0001 4/1/2012
-5.93 2 3 11/1/2012 1/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
47.01 3 5/1/2012 7/1/2012
28.95 2 10/1/2012 11/1/2012
19.61 2 12/1/2013 1/1/2014
19.39 5 4/1/2015 8/1/2015
15.86 1 4/1/2013 4/1/2013
15.32 2 1/1/2015 2/1/2015
13.77 3 5/1/2014 7/1/2014
11.85 1 12/1/2015 12/1/2015
8.56 1 3/1/2014 3/1/2014
1.33 1 2/1/2013 2/1/2013
1.29 1 9/1/2014 9/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-32.34 7 5/1/2013 11/1/2013
-30.38 5 1/1/2016 5/1/2016
-26.35 3 9/1/2015 11/1/2015
-16.30 2 8/1/2012 9/1/2012
-16.29 3 10/1/2014 12/1/2014
-8.52 1 4/1/2012 4/1/2012
-8.37 1 3/1/2015 3/1/2015
-8.06 1 8/1/2014 8/1/2014
-5.93 2 12/1/2012 1/1/2013
-5.07 1 2/1/2014 2/1/2014
-4.14 1 4/1/2014 4/1/2014
-0.89 1 3/1/2013 3/1/2013
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods50.0048.0045.0039.0033.0027.0015.00
Percent Profitable44.0054.1748.8933.3339.3940.7440.00
Average Period Return-0.040.05-0.70-1.98-5.52-3.96-9.62
Average Gain7.8710.6314.0320.539.9917.1519.52
Average Loss-6.25-12.46-14.78-13.23-15.60-18.48-29.04
Best Period21.6147.0147.3773.6719.8138.8531.01
Worst Period-20.56-28.37-36.94-34.20-37.69-36.92-48.31
Standard Deviation8.7814.7518.9621.6616.5421.3627.39
Gain Standard Deviation6.0410.3812.9020.876.2612.277.31
Loss Standard Deviation4.527.5011.6610.4512.8111.7814.76
Sharpe Ratio (1%)-0.01-0.01-0.06-0.14-0.42-0.28-0.46
Average Gain / Average Loss1.260.850.951.550.640.930.67
Profit / Loss Ratio0.991.010.910.780.420.640.45
Downside Deviation (10%)5.9910.5114.7917.0820.5723.8936.36
Downside Deviation (5%)5.789.9313.6314.3216.4918.0527.08
Downside Deviation (0%)5.739.7913.3513.6615.5616.7224.95
Sortino Ratio (10%)-0.07-0.11-0.21-0.41-0.64-0.59-0.70
Sortino Ratio (5%)-0.02-0.02-0.09-0.21-0.43-0.33-0.47
Sortino Ratio (0%)-0.010.00-0.05-0.14-0.35-0.24-0.39

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.

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