White Indian Trading Co. : STAIRS - Futures Program (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 May Qtr 2020 1yr 3yr 5yr 10yr Since4/2012 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 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 $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1500 RT/YR/$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% Composition Stock Indices 100.00% SummaryCounter Trend programInvestment StrategySTAIRS is a unique systematic counter trend program that attempts to capture Trend Decay.Risk ManagementTime and Prices points are used for exit pricing. 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 -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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel