Wizard Trading Inc. : Systematic Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -4.08% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 15.13% Sharpe (RFR=1%) 0.16 CAROR 2.38% Assets $ 40.5M Worst DD -24.53 S&P Correlation -0.46 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since5/2008 Systematic Program -4.08 - - - - - -16.10 12.94 S&P 500 -1.50 - - - - - 64.80 206.75 +/- S&P 500 -2.58 - - - - - -80.90 -193.81 Strategy Description SummaryThe Wizard Global Systematic Program commenced trading in May 2008 as a Proprietary Account. This program employs computer assisted trading strategies based principally on technical analysis. Technical analysis uses internal market data (e.g., price, volume, open interest, sentiment)... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 2100 RT/YR/$M Avg. Margin-to-Equity 21% 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 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Other 34.00% Interest Rates 25.00% Stock Indices 19.00% Currency FX 9.00% Energy 7.00% Precious Metals 4.00% Grains 1.00% Livestock 1.00% SummaryThe Wizard Global Systematic Program commenced trading in May 2008 as a Proprietary Account. This program employs computer assisted trading strategies based principally on technical analysis. Technical analysis uses internal market data (e.g., price, volume, open interest, sentiment) to determine price trends. No discretionary intervention has been utilized although Advisor does reserve the right to utilize its discretion in extraordinary circumstances. The program uses a wide spectrum of strategies including trend following, countertrend, and pattern recognition approaches developed and streamlined over many years of research. Additionally, this program incorporates a volatility adjusted portfolio allocation method developed initially by Louis Lukac and Jack Schwager. The program attempts to optimize position size on a daily basis based on the relative volatility of multiple market sectors across previous time period. Market sector allocations are based on several criteria, including historical profitability, sector balance, and liquidity. 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 -24.53 21 - 9/1/2011 6/1/2013 -8.79 13 9 12/1/2008 1/1/2010 -8.62 1 3 6/1/2008 7/1/2008 -6.95 2 3 4/1/2011 6/1/2011 -4.65 1 5 10/1/2010 11/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 43.02 5 8/1/2008 12/1/2008 14.84 3 7/1/2011 9/1/2011 7.23 5 2/1/2010 6/1/2010 5.62 3 11/1/2012 1/1/2013 5.54 1 5/1/2012 5/1/2012 4.98 2 5/1/2008 6/1/2008 4.86 3 12/1/2010 2/1/2011 4.70 1 11/1/2009 11/1/2009 4.03 1 8/1/2010 8/1/2010 3.83 1 7/1/2012 7/1/2012 3.37 1 2/1/2012 2/1/2012 3.13 1 5/1/2009 5/1/2009 2.82 1 10/1/2010 10/1/2010 2.44 1 12/1/2011 12/1/2011 2.42 1 9/1/2009 9/1/2009 1.69 1 4/1/2011 4/1/2011 1.34 1 7/1/2009 7/1/2009 0.46 1 3/1/2013 3/1/2013 0.30 1 2/1/2009 2/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.59 2 10/1/2011 11/1/2011 -8.62 1 7/1/2008 7/1/2008 -7.61 3 8/1/2012 10/1/2012 -6.99 3 4/1/2013 6/1/2013 -6.95 2 5/1/2011 6/1/2011 -6.66 2 12/1/2009 1/1/2010 -6.45 2 3/1/2009 4/1/2009 -6.05 1 6/1/2012 6/1/2012 -5.49 2 3/1/2012 4/1/2012 -4.65 1 11/1/2010 11/1/2010 -3.98 1 2/1/2013 2/1/2013 -3.98 1 6/1/2009 6/1/2009 -3.62 1 7/1/2010 7/1/2010 -2.08 1 10/1/2009 10/1/2009 -2.05 1 1/1/2012 1/1/2012 -0.61 1 8/1/2009 8/1/2009 -0.56 1 1/1/2009 1/1/2009 -0.24 1 3/1/2011 3/1/2011 -0.19 1 9/1/2010 9/1/2010 Show More 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