Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
The program sells or write option on futures in the various markets.
Investment Strategy
100% discretionary and will be using a conservative approach. Position size is dynamic and will change based on market volatility. Generally, approximately thirty (30%) to sixty percent (60%) of each account traded will be used for margin. Most open positions will be held short to intermediate term but some contracts may be held for a month or longer.
Risk Management
When the market goes against the position, the trader will cut the loss at a certain price level. The exact parameter for determining the cutting losses is proprietary and confidential.
AUM & Cumulative Returns
Distribution
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
Globalprice Inc. GP Dragon Program
Average RoR
-1.77%
Max Gain
3.38%
Gain Frequency
35.29%
Average Gain
1.96%
Gain Deviation
1.16%
Risk
Standard Deviation
4.19%
Worst Loss
-13.00%
Loss Frequency
64.71%
Average Loss
-3.81%
Loss Deviation
3.81%
Reward/Risk
Sharpe (RFR=1%)
-0.44
Skewness
-1.23
Kurtosis
1.87
Reward
Globalprice Inc. GP Dragon Program
Compound RoR
-20.18%
Average RoR
-19.19%
Max Gain
0.56%
Gain Frequency
47.06%
Average Gain
0.84%
Gain Deviation
4.01%
Risk
Standard Deviation
14.52%
Worst Loss
-27.74%
Loss Frequency
52.94%
Average Loss
-36.99%
Loss Deviation
13.20%
Reward/Risk
Sharpe (RFR=1%)
-1.53
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 (Months)
Recovery (Months)
Peak
Valley
-30.20
10
—
11/2012
9/2013
-1.47
2
1
7/2012
9/2012
-0.62
1
1
—
5/2012
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
3.69
2
10/2012
11/2012
3.38
1
1/2013
1/2013
2.54
2
6/2012
7/2012
2.18
1
3/2013
3/2013
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-26.75
6
4/2013
9/2013
-6.62
1
2/2013
2/2013
-3.40
1
12/2012
12/2012
-1.47
2
8/2012
9/2012
-0.62
1
5/2012
5/2012
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.