eManaged Futures products
STAIRS – by White Indian
The White Indian Trading Company Limited Managed Futures STAIRS program employs an Intermediate term counter trend method for it’s trading strategy. This program is structured to trade large, liquid commodity futures. This allows the trading method to not capitalize itself out of the markets that it has utilized to generate the historical returns upon which it is based. The Management employs various financial strategies to manage risk. This includes the placement of time or price stops.
Program Date: 08-Mar-05
CTA Management Fees: 2%
CTA Performance Account: 20%
Minimum Placement: $25,000
Return Since Inception (Net of Fees): 43.8%
Average Annual Return: 23.31%
Worst Drawdown: -17.63
Stock Index Hybrid Approach by Ace Investment Strategists
The objective of the Hybrid strategy is to enhance the consistency of overall returns by taking advantage of various market conditions with a vast array of investment vehicles and techniques. Typically, all financial markets tend to move in three stages; a trending phase, countertrend, and consolidation. Like the seasons in nature, each stage has its own characteristics. Each, therefore, is susceptible to greater exploitation and protection, when the most appropriate vehicles and techniques for the specific market condition are applied. It is central to this strategy that the Advisor make use of flexibility to match the optimum trading style to the specific market situation. In the best sense, these strategies may by thought of as all weather strategies. The focus of this strategy will be on stock indices, and the Advisor may choose to use spreads, be long or short the future or the option, or swing-trade the future, or apply dollar-cost-averaging approaches, or other trading styles, very much directed by, and in sync with, the market situation at the time. The basic vehicles will be stock index futures, and/or options on those futures: The S&P 500 index or its mini version, the blue-chip Dow Jones Industrial futures or its mini version the tech/growth laden Nasdaq 100 index in its various versions or other, more specialized indices either singly or in combinations. Trading futures and options involves substantial risk of loss and is not suitable for all investors. The risk of loss in options writing programs is unlimited.
Program Date: 01-Nov-07
CTA Management Fees: 2%
CTA Performance Account: 20%
Minimum Placement: $100,000
Return Since Inception (Net of Fees): 111%
Average Annual Return: 21.65%
Worst Drawdown: -32.67%
Options Program by Arborvitae Capital Management
The options program uses a systematic approach to trading and relies heavily on a program of selling out of the money options on the S&P futures and other commodities, such as energies and metals. The implementation of the program each month depends on the risk associated with the strike prices of the option positions. Option contracts are written at a sufficient distance out of the money, to allow in most cases, for the options to expire worthless. From time to time, options may be purchased before expiration.
Program Date: 05/01/07
CTA Management Fees: 0%
CTA Performance Account: 25%
Minimum Placement: $50,000
Return Since Inception (Net of Fees): 99%
Average Annual Return: 21.42%
Worst Drawdown: -18.32%
Reminder: There is a substantial risk of loss in futures trading. Past performance is no guarantee of future profits.
