Managed Futures Database

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Overview of our Managed Futures CTA database.

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Managed Futures Database

  1. 1. CTA databaseWhite label CTA databasesCustomized performance reportingWebsite developmentCustomer relationship management
  2. 2. Add to watchlist Download program report in PDFACE Investments Strategists, LLCAggressive Stock Index Premium Collection GENERAL INFORMATION COMPANY INFO Min. Investment 100,000 USD (notional funding: 90%) Name ACE Investments Strategists, LLC AUM 3,800,000 USD Principal Yu-Dee Chang Management Fee 2% Phone +1 703 893 8808 Incentive Fee 25% Email info@investwithace.com RT per Million N/A NFA ID 331001 Margin to Equity N/A Number of Accounts 1450 Legal Structure Managed account NAV calculated by N/A Highwater Mark yes Company Documents Inv. Restrictions none Disclosure Document Inv. Style Option writing / indices Video Presentation Contact the CTA MONTHLY PERFORMANCE JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YEAR 2005 -3.36 1.54 3.37 -1.37 0.77 1.46 2.29 2006 0.87 1.78 4.72 -0.01 -3.73 1.75 -0.77 6.76 1.46 2.79 -0.84 2.70 18.48 2007 6.68 -14.76 -13.82 -3.64 9.90 3.90 -8.71 -9.30 10.61 4.82 4.59 13.33 -1.88 2008 -15.93 9.03 6.69 7.32 7.01 3.63 2.09 2.88 -48.40 -28.95 -1.99 11.47 -51.04 2009 0.06 5.13 -3.31 10.96 7.80 6.43 -5.97 4.53 1.95 -0.39 3.66 7.10 43.49 2010 3.17 2.29 2.51 -1.90 -14.71 4.74 -0.72 3.62 1.53 -0.98 STRATEGY DESCRIPTION The objective of this strategy is to achieve returns superior to those of the core SIPC strategy, primarily by exploiting rising volatility levels, when they occur, in a more aggressive way. This strategy uses all the basics of the core SIPC system, selling put and call options on the S&P 500 future to collect premiums. ASIPC will differ from the "core" mainly in that it will, at opportune times, and with suitable moderation, select option strike prices closer to the market in order to collect higher premiums and improve performance. An added risk in this approach is the degree to which the market is more likely to impend on strike prices. Offsetting that risk is the experienced judgment of the Advisor, his ability to make quick decisions and to execute them in the interest of capitalizing on an opportunity by hedging (taking a long or short position in the underlying futures contract) or trading out of the potential trouble. The plan is to trade in a more aggressive way only when volatility and other market conditions are optimum. Adequate market volatility is essential to the success of the strategy. Volatility on the S&P 500 index has been through a long, and steady decline which, in February and July, 2005 reached low levels not seen in more than ten years. Since then market volatility has successfully rested the July lows and is resolving at higher levels much more conducive to this strategy. The Advisor retains the discretion to mix and match elements of other strategies or new elements, as market conditions require. Appropriate participants for this strategy will be experienced investors who will have the staying power (both psychologically and monetarily) to execute this strategy for the long-term. A minimum of 18 months should be allowed to evaluate performance. RETURN STATISTICS RISK STATISTICS RISK/RETURN CHART Last Month 1.53 Sharpe Ratio 0.07 Year To Date -0.98 Sortino Ratio -0.16 Average ROR -3.55 Sterling Ratio -0.11 3 Months ROR 4.45 Calmar Ratio -0.07 12 Months ROR 9.51 Skewness -2.75 36 Months ROR -13.57 Kurtosis 10.88 Total Return -17.28 Drawdown 64.07 Winning Months (%) 66.67 Std.Deviation 9.59 Avg.Winning Month 4.75 Down.Deviation 8.31 Avg.Losing Month -8.69 Powered and provided by ManagedFutures.eu. Copyright2010. Data and information is provided for informational purposes only. Past performance is not indicative of future results.
  3. 3. MONTHLY RETURNS (%) VAMI VS S&P 500 MANAGER BIO Mr. Chang has been continuously registered in the commodity industry for the past 16 years. From August of 1997 to the present, Mr. Chang has operated Chesapeake Investment Services, Inc (Chesapeake), a Virginia based Introducing Broker. Mr. Chang is the President and Chief Executive Officer and is responsible for the day-to-day supervision of approximately $70 million dollars of customer equity. Mr. Chang has been registered as an associated person and approved as a principal with Chesapeake Investment Services, Inc. since August 4, 1997. On March 27, 2009, Mr. Chang was registered as a principal of Vision Brokerage Services, LLC, a guaranteed introducing broker and NFA Member firm and an affiliated firm of Vision Financial Markets LLC. DISTRIBUTION OF MONTHLY RETURNS 12 MONTH ROLLING ROR DRAWDOWN REPORT RETURN REPORTNo. Depth Length (Months) Recovery (Months) Start date End date Period Best Worst Average Median Last 1 64.07 3.00 - 09/2008 11/2008 1 Month 13.33 -48.40 0.25 2.19 3.622 33.07 7.00 9.00 02/2007 08/2007 3 Month 27.31 -64.07 1.13 4.43 7.753 3.74 2.00 3.00 04/2006 05/2006 6 Month 41.33 -60.89 2.04 8.22 -7.584 3.36 1.00 2.00 07/2005 07/2005 1 Year 67.99 -51.04 0.67 4.94 9.965 1.37 1.00 2.00 10/2005 10/2005 2 Years 32.19 -55.74 -17.45 -22.28 -43.95 3 Years 48.13 -48.19 -22.41 -33.09 -5.84 UP CAPTURE VS. S&P 500 DOWN CAPTURE VS. S&P 500 Powered and provided by ManagedFutures.eu. Copyright2010. Data and information is provided for informational purposes only. Past performance is not indicative of future results.
  4. 4. John´s Portfolio PORTFOLIO COMPOSITIONBriarwood, Diversified Trading 20.00%Clarke, Global Basic 40.00%Fall River, Global Strategies HL 20.00%John´s Stock Portfolio at ETRADE 20.00% MONTHLY PERFORMANCE JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YEAR 2002 -1.46 -5.48 5.58 -3.81 5.36 7.23 4.27 1.25 0.09 -10.82 -3.25 26.05 22.81 2003 -4.54 10.85 -9.98 3.64 23.93 -3.23 -0.37 -1.79 1.86 -3.86 -4.04 10.86 20.67 2004 -4.48 13.43 0.70 -2.56 1.84 -5.07 0.71 -1.10 0.09 0.79 5.61 -0.16 8.90 2005 -6.71 -0.31 -1.80 -0.11 10.90 3.04 0.26 1.88 -0.57 1.06 3.72 -0.11 10.85 2006 2.11 -0.21 -1.69 2.92 -0.11 -2.62 -2.00 -0.46 -4.81 -0.38 11.48 -7.04 -3.86 2007 1.44 0.91 -0.76 1.68 -0.35 0.44 -1.18 0.08 9.99 -3.56 6.40 8.97 25.73 2008 6.38 11.23 4.70 -3.73 -0.34 0.06 -1.85 18.08 2.27 1.90 2.67 1.42 49.60 2009 0.33 -2.63 1.64 -1.22 -3.98 -0.20 -0.99 -8.59 2.90 -7.27 7.12 -7.75 -19.79 2010 -1.80 -2.34 -0.59 -3.54 0.45 0.50 -1.49 14.03 -1.45 2.77 RETURN STATISTICS RISK STATISTICS VAMI VS. S&P 500 Last Month -1.45 Sharpe Ratio 0.59 Year To Date 2.77 Sortino Ratio 1.06 Average ROR 11.86 Sterling Ratio 0.50 3 Months ROR 10.69 Calmar Ratio 0.42 12 Months ROR -5.83 Skewness 1.52 36 Months ROR 37.89 Kurtosis 3.91 Total Return 166.67 Drawdown 26.88 Winning Months (%) 49.52 Std.Deviation 6.07 Avg.Winning Month 5.14 Down.Deviation 2.80 Avg.Losing Month -2.84 Correl.S&P 500 -0.10 Correl.DJ/CS MF 0.50 Correl.Newedge 0.53 MONTHLY RETURNS (%) DRAWDOWN (%) Powered and provided by ManagedFutures.eu. Copyright2010. Data and information is provided for informational purposes only. Past performance is not indicative of future results.

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