White Indian Trading Co. : STAIRS (Proprietary)

Year-to-Date
0.98%
Jan Performance
-0.98%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
23.56%
Sharpe (RFR=1%)
0.49
CAROR
10.22%
Assets
$ 50k
Worst DD
-35.33
S&P Correlation
-0.16

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
3/2005
STAIRS (Proprietary) -0.98 -11.70 -0.98 2.27 -7.43 10.26 167.19 218.85
S&P 500 1.79 7.18 1.79 17.45 27.84 73.64 58.42 93.00
+/- S&P 500 -2.77 -18.89 -2.77 -15.18 -35.27 -63.38 108.76 125.86

Strategy Description

Summary

The STAIRS program presented by White Indian Trading Company Limited is an Intermediate Term Counter Trend System.  ... 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
Redemption Frequency
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
1500 RT/YR/$M
Avg. Margin-to-Equity
15%
Targeted Worst DD
-32.00%
Worst Peak-to-Trough
23.00%
Sector Focus
Stock Index 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
0%
Systematic
100.00%

Strategy

Counter-trend
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

The STAIRS program presented by White Indian Trading Company Limited is an Intermediate Term Counter Trend System. 

Investment Strategy

The strategy looks for Trend decay. It is a systematic approached that utilizes the unique STAIRS formula

Risk Management

Several Stop strategies are employed to limit the risk. There are two time based performance stops and two catastrophic stops that help preserve capital.

   

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
-35.33 26 - 4/1/2013 6/1/2015
-17.63 10 6 1/1/0001 12/1/2005
-16.74 4 3 1/1/2009 5/1/2009
-16.36 2 1 7/1/2012 9/1/2012
-14.20 11 3 7/1/2010 6/1/2011
-13.26 8 2 9/1/2009 5/1/2010
-9.86 3 1 8/1/2007 11/1/2007
-8.51 4 1 11/1/2012 3/1/2013
-7.99 1 2 3/1/2012 4/1/2012
-7.02 1 2 10/1/2008 11/1/2008
-4.52 1 1 12/1/2007 1/1/2008
-3.37 1 2 3/1/2007 4/1/2007
-2.87 1 1 6/1/2007 7/1/2007
-1.85 2 1 8/1/2006 10/1/2006
-1.48 1 1 2/1/2008 3/1/2008
-0.71 2 1 5/1/2008 7/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
44.69 3 5/1/2012 7/1/2012
30.15 5 11/1/2006 3/1/2007
29.27 4 7/1/2011 10/1/2011
28.61 4 6/1/2009 9/1/2009
27.54 2 10/1/2012 11/1/2012
24.30 2 7/1/2015 8/1/2015
22.20 2 12/1/2008 1/1/2009
21.46 2 6/1/2010 7/1/2010
19.98 3 6/1/2006 8/1/2006
18.88 1 9/1/2016 9/1/2016
18.59 4 1/1/2006 4/1/2006
16.35 1 4/1/2013 4/1/2013
15.14 2 12/1/2013 1/1/2014
14.57 3 5/1/2014 7/1/2014
13.95 2 4/1/2008 5/1/2008
12.31 1 3/1/2014 3/1/2014
11.67 3 4/1/2016 6/1/2016
11.11 1 8/1/2007 8/1/2007
11.02 1 12/1/2007 12/1/2007
10.36 3 8/1/2008 10/1/2008
10.04 1 2/1/2008 2/1/2008
9.47 3 5/1/2005 7/1/2005
8.61 1 12/1/2015 12/1/2015
7.39 2 5/1/2007 6/1/2007
5.60 1 12/1/2009 12/1/2009
3.65 1 1/1/2015 1/1/2015
3.35 1 2/1/2010 2/1/2010
3.30 1 12/1/2010 12/1/2010
2.55 1 5/1/2015 5/1/2015
1.38 1 2/1/2011 2/1/2011
1.01 1 2/1/2013 2/1/2013
0.63 1 9/1/2014 9/1/2014
0.04 1 9/1/2010 9/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-31.57 7 5/1/2013 11/1/2013
-16.74 4 2/1/2009 5/1/2009
-16.67 3 10/1/2014 12/1/2014
-16.36 2 8/1/2012 9/1/2012
-16.08 5 8/1/2005 12/1/2005
-13.74 4 3/1/2011 6/1/2011
-12.97 4 10/1/2016 1/1/2017
-11.25 3 9/1/2015 11/1/2015
-11.14 1 8/1/2014 8/1/2014
-11.04 3 3/1/2010 5/1/2010
-10.85 3 1/1/2016 3/1/2016
-10.33 2 3/1/2005 4/1/2005
-10.03 3 2/1/2015 4/1/2015
-9.86 3 9/1/2007 11/1/2007
-8.99 2 10/1/2009 11/1/2009
-8.60 2 7/1/2016 8/1/2016
-7.99 6 11/1/2011 4/1/2012
-7.99 2 12/1/2012 1/1/2013
-7.02 1 11/1/2008 11/1/2008
-6.21 1 5/1/2006 5/1/2006
-4.89 1 2/1/2014 2/1/2014
-4.52 1 1/1/2008 1/1/2008
-4.34 1 8/1/2010 8/1/2010
-3.37 1 4/1/2007 4/1/2007
-3.06 1 6/1/2015 6/1/2015
-2.92 1 4/1/2014 4/1/2014
-2.87 1 7/1/2007 7/1/2007
-1.85 2 9/1/2006 10/1/2006
-1.83 1 1/1/2010 1/1/2010
-1.56 1 3/1/2013 3/1/2013
-1.48 1 3/1/2008 3/1/2008
-0.71 2 6/1/2008 7/1/2008
-0.58 2 10/1/2010 11/1/2010
-0.17 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 Periods143.00141.00138.00132.00126.00120.00108.0096.0084.00
Percent Profitable45.4560.2868.1275.7676.9884.1785.1993.75100.00
Average Period Return1.043.226.5213.8122.1430.5549.9870.1993.14
Average Gain6.759.8013.6921.6131.8339.5761.3075.9093.14
Average Loss-3.98-7.16-8.79-10.56-10.26-17.41-15.17-15.45
Best Period23.3044.6945.3064.4380.23102.61174.88188.75211.10
Worst Period-11.79-18.96-30.62-30.36-23.81-34.95-29.47-20.149.30
Standard Deviation6.8010.8113.7419.5325.2032.0244.8052.3159.80
Gain Standard Deviation5.408.159.5315.1120.0926.2438.3848.9159.80
Loss Standard Deviation3.185.107.268.556.258.308.185.08
Sharpe Ratio (1%)0.140.270.440.660.820.891.051.261.47
Average Gain / Average Loss1.691.371.562.053.102.274.044.91
Profit / Loss Ratio1.512.203.336.3910.3812.0823.2473.69
Downside Deviation (10%)3.876.017.558.759.1411.6912.5910.154.24
Downside Deviation (5%)3.685.506.637.046.378.377.655.01
Downside Deviation (0%)3.635.376.416.655.747.646.594.03
Sortino Ratio (10%)0.160.330.541.011.591.742.724.7915.43
Sortino Ratio (5%)0.260.540.911.823.243.416.1413.19
Sortino Ratio (0%)0.280.601.022.083.864.007.5917.41

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.