White River Group : Diversified Option Writing Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -1.48% Min Investment $ 20k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.19% Sharpe (RFR=1%) 0.15 CAROR 1.20% Assets $ 527k Worst DD -67.88 S&P Correlation 0.17 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 Since11/2008 Diversified Option Writing Strategy -1.48 - - 0.00 0.15 8.38 -43.10 13.30 S&P 500 -8.41 - - 6.09 23.71 38.95 164.71 334.50 +/- S&P 500 6.93 - - -6.09 -23.56 -30.57 -207.81 -321.20 Strategy Description SummaryThis Program engages primarily on the "selling" or "writing" of options (puts and calls) on futures contracts in a diversified market portfolio. Currently, the targeted markets are: Crude Oil, Corn, Treasury Bonds, Euro Currencies and Gold. However in the future, WhiteRiverGroup (WRG)... Read More Account & Fees Type Managed Account Minimum Investment $ 20k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 9000 RT/YR/$M Avg. Margin-to-Equity 60% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-writing 100.00% Composition Energy 30.00% Precious Metals 25.00% Interest Rates 25.00% Currency Futures 20.00% SummaryThis Program engages primarily on the "selling" or "writing" of options (puts and calls) on futures contracts in a diversified market portfolio. Currently, the targeted markets are: Crude Oil, Corn, Treasury Bonds, Euro Currencies and Gold. However in the future, WhiteRiverGroup (WRG) may also trade a broader portfolio of commodity markets. On some occasions, the Diversified Option Writing Strategy program may also trade commodity futures outright. Many times the futures position will be initiated through the assignment or delivery of the underlying commodity futures of an option. For instance, if WhiteRiverGroup thinks that Gold futures prices are overbought and will decrease in value, WRG may choose to sell a call option on the gold futures contract with a strike price relatively close to the current gold futures price. If the gold option expires in-the-money, the underlying futures contract will be delivered and a short futures position will be held by the WRG client.Investment StrategyThe Advisor’s trading strategy is discretionary. Although technical analysis goes into defining trading strategy, it is not the sole defining factor. Fundamental factors, including inflation view and economic indicators, are also taken into account. Due to the volatile nature of futures contracts, the Advisor intends to adhere to strict money management principles to increase the opportunity for long-term success of each trading program.Risk ManagementPosition exposure and the potential percentage loss that a client’s portfolio may incur in unfavorable market moves are continuously monitored. The Advisor reserves the right to modify the investment process as market conditions require.The Advisor reserves the right to maintain significant amounts in cash, particularly when the Advisor believes a client account should follow a temporary defensive posture, or when the Advisor determines that opportunities for investing are unattractive. 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 -67.88 39 - 3/1/2013 6/1/2016 -15.08 1 3 7/1/2011 8/1/2011 -11.51 3 3 4/1/2012 7/1/2012 -11.23 1 4 4/1/2010 5/1/2010 -10.36 1 2 4/1/2011 5/1/2011 -6.25 2 2 12/1/2010 2/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 85.71 18 11/1/2008 4/1/2010 43.85 8 9/1/2011 4/1/2012 31.31 8 8/1/2012 3/1/2013 30.90 4 9/1/2013 12/1/2013 17.27 4 9/1/2010 12/1/2010 12.48 2 6/1/2011 7/1/2011 11.59 2 6/1/2010 7/1/2010 11.53 3 4/1/2014 6/1/2014 10.19 2 3/1/2011 4/1/2011 9.58 1 2/1/2014 2/1/2014 9.44 4 9/1/2015 12/1/2015 7.70 2 5/1/2013 6/1/2013 7.66 3 4/1/2015 6/1/2015 7.43 11 7/1/2016 5/1/2017 5.47 1 5/1/2016 5/1/2016 5.38 4 12/1/2018 3/1/2019 4.54 8 7/1/2017 2/1/2018 3.77 3 6/1/2019 8/1/2019 2.80 2 2/1/2016 3/1/2016 2.79 1 8/1/2014 8/1/2014 1.52 2 7/1/2018 8/1/2018 1.22 3 11/1/2019 1/1/2020 0.88 1 10/1/2018 10/1/2018 0.84 1 2/1/2015 2/1/2015 0.67 2 4/1/2018 5/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -59.92 5 9/1/2014 1/1/2015 -30.79 1 4/1/2013 4/1/2013 -20.81 2 7/1/2013 8/1/2013 -15.08 1 8/1/2011 8/1/2011 -11.51 3 5/1/2012 7/1/2012 -11.31 2 7/1/2015 8/1/2015 -11.23 1 5/1/2010 5/1/2010 -11.11 1 1/1/2016 1/1/2016 -10.36 1 5/1/2011 5/1/2011 -7.12 2 4/1/2019 5/1/2019 -6.46 1 6/1/2016 6/1/2016 -6.25 2 1/1/2011 2/1/2011 -5.92 1 3/1/2014 3/1/2014 -3.61 1 4/1/2016 4/1/2016 -3.21 1 1/1/2014 1/1/2014 -1.57 1 3/1/2018 3/1/2018 -1.55 1 6/1/2018 6/1/2018 -1.54 1 8/1/2010 8/1/2010 -1.48 1 2/1/2020 2/1/2020 -0.94 1 3/1/2015 3/1/2015 -0.51 1 11/1/2018 11/1/2018 -0.32 1 9/1/2018 9/1/2018 -0.21 2 9/1/2019 10/1/2019 -0.13 1 6/1/2017 6/1/2017 -0.03 1 7/1/2014 7/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods136.00134.00131.00125.00119.00113.00101.0089.0077.00 Percent Profitable73.5365.6762.6066.4057.9860.1854.4638.2019.48 Average Period Return0.351.152.173.022.923.291.51-7.43-22.95 Average Gain2.886.7011.0616.3423.0826.9240.1956.7881.70 Average Loss-6.68-9.48-12.70-23.30-24.90-32.42-44.74-47.13-48.27 Best Period15.1527.6539.7757.0585.7199.01129.54180.31127.71 Worst Period-43.89-56.31-59.59-61.78-62.32-64.63-66.63-65.72-64.54 Standard Deviation6.6212.0517.8425.4332.1239.4354.0863.6056.36 Gain Standard Deviation2.645.789.9815.2421.8427.2640.7858.3244.90 Loss Standard Deviation8.9513.7418.2520.5421.4825.6622.0917.6512.27 Sharpe Ratio (1%)0.040.070.090.080.040.03-0.03-0.18-0.50 Average Gain / Average Loss0.430.710.870.700.930.830.901.201.69 Profit / Loss Ratio1.201.351.461.391.281.251.070.740.41 Downside Deviation (10%)5.8310.1414.4320.2425.2631.5143.6356.0069.15 Downside Deviation (5%)5.729.7913.6818.3521.9826.9935.4542.5349.12 Downside Deviation (0%)5.709.7113.5017.9121.2225.9833.6039.5244.67 Sortino Ratio (10%)-0.01-0.01-0.02-0.10-0.18-0.22-0.33-0.52-0.73 Sortino Ratio (5%)0.050.090.120.110.060.05-0.04-0.27-0.57 Sortino Ratio (0%)0.060.120.160.170.140.130.04-0.19-0.51 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 6 5.46 9/2015 Discretionary Trader Index Month 9 5.46 9/2015 Option Strategy Index Month 8 1.88 6/2015 Option Strategy Index Month 10 1.52 5/2015 Diversified Trader Index Month 9 4.09 4/2015 Discretionary Trader Index Month 6 4.09 4/2015 Option Strategy Index Month 1 4.09 4/2015 Option Strategy Index Month 10 2.79 8/2014 Option Strategy Index Month 7 -0.03 7/2014 Discretionary Trader Index Month 6 5.50 6/2014 Option Strategy Index Month 3 5.50 6/2014 Option Strategy Index Month 3 5.62 5/2014 Discretionary Trader Index Month 9 5.62 5/2014 Discretionary Trader Index Month 4 9.58 2/2014 Option Strategy Index Month 1 9.58 2/2014 Option Strategy Index Month 3 5.59 11/2013 Discretionary Trader Index Month 7 5.59 11/2013 Discretionary Trader Index Month 7 4.99 10/2013 Option Strategy Index Month 3 4.99 10/2013 Option Strategy Index Month 1 15.15 9/2013 Discretionary Trader Index Month 2 15.15 9/2013 Diversified Trader Index Month 2 15.15 9/2013 IASG CTA Index Month 3 15.15 9/2013 Option Strategy Index Month 5 4.94 6/2013 Discretionary Trader Index Month 9 4.94 6/2013 Option Strategy Index Month 3 2.63 5/2013 Option Strategy Index Month 5 2.14 2/2013 Option Strategy Index Month 3 2.56 1/2013 Option Strategy Index Month 1 2.67 12/2012 Discretionary Trader Index Month 5 2.67 12/2012 Discretionary Trader Index Month 5 5.08 11/2012 Option Strategy Index Month 4 5.08 11/2012 Option Strategy Index Month 7 3.54 10/2012 Discretionary Trader Index Month 4 4.12 9/2012 Option Strategy Index Month 3 4.12 9/2012 Diversified Trader Index Month 10 4.12 9/2012 IASG CTA Index Month 10 7.52 8/2012 Diversified Trader Index Month 4 7.52 8/2012 Option Strategy Index Month 2 7.52 8/2012 Discretionary Trader Index Month 7 7.52 8/2012 Option Strategy Index Month 10 2.25 3/2012 Option Strategy Index Month 5 4.11 2/2012 Option Strategy Index Month 3 5.77 1/2012 Discretionary Trader Index Month 6 7.80 11/2011 Option Strategy Index Month 4 7.80 11/2011 Diversified Trader Index Month 7 7.80 11/2011 Option Strategy Index Month 6 5.86 10/2011 Diversified Trader Index Month 10 5.86 10/2011 Option Strategy Index Month 4 8.02 9/2011 Discretionary Trader Index Month 6 8.02 9/2011 Option Strategy Index Month 6 2.05 7/2011 Diversified Trader Index Month 2 10.22 6/2011 Discretionary Trader Index Month 1 10.22 6/2011 IASG CTA Index Month 2 10.22 6/2011 Option Strategy Index Month 1 10.22 6/2011 Option Strategy Index Month 3 4.06 4/2011 Option Strategy Index Month 1 5.89 3/2011 Diversified Trader Index Month 8 5.89 3/2011 Discretionary Trader Index Month 8 5.89 3/2011 Option Strategy Index Month 3 3.82 12/2010 IASG CTA Index Sharpe 8 2.95 2010 Discretionary Trader Index Month 6 2.81 11/2010 Option Strategy Index Month 3 2.81 11/2010 Diversified Trader Index Month 8 2.81 11/2010 Option Strategy Index Month 4 4.21 10/2010 Option Strategy Index Month 3 5.43 9/2010 Option Strategy Index Month 4 4.31 7/2010 Discretionary Trader Index Month 7 6.98 6/2010 Option Strategy Index Month 4 6.98 6/2010 Option Strategy Index Month 2 3.50 4/2010 Option Strategy Index Month 3 3.01 3/2010 IASG CTA Index Sharpe 3 8.26 2009 Option Strategy Index Month 8 5.88 11/2009 Option Strategy Index Month 7 2.38 10/2009 Option Strategy Index Month 8 3.21 9/2009 Option Strategy Index Month 5 2.49 7/2009 Option Strategy Index Month 7 4.02 6/2009 Option Strategy Index Month 8 2.63 5/2009 Option Strategy Index Month 7 3.86 4/2009 IASG CTA Index Month 6 6.48 3/2009 Discretionary Trader Index Month 5 6.48 3/2009 Option Strategy Index Month 1 6.48 3/2009 Diversified Trader Index Month 4 6.48 3/2009 Option Strategy Index Month 3 6.92 2/2009 Diversified Trader Index Month 3 6.92 2/2009 Discretionary Trader Index Month 5 6.92 2/2009 IASG CTA Index Month 6 6.92 2/2009 Option Strategy Index Month 7 2.60 1/2009 Option Strategy Index Month 6 3.07 12/2008 IASG CTA Index Sharpe 2 19.87 2008 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