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Global Vista Advisors, LLC 

Global Vista Indexes ("GVI")

Manager: Alexios Alexiou

Address: Rue du Mont-Blanc 7, Geneva, CH-1201, Switzerland

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2014
AUM:$4,231
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$5,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:19.19%30.69%
Annual ROR:42.06%70.80%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:3.24
Beta:-0.23
Statistics Program S&P 500
Average Monthly Gain:4.04%1.93%
Average Monthly Loss:-2.17%-3.56%
Winning Months:55
Losing Months:11
Current DD:2.170.00
Max DD:2.170.00
Sharpe Ratio (RF 1%):3.82
Annualized Std Dev:10.74

Methodology

Discretionary:50%
Systematic:50%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Option Spreads:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20145.746.312.374.001.80-2.1719.19

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Global Vista Indexes ("GVI") program seeks to maximize risk adjusted investment returns using a long/short equities index strategy trying to minimize market risk (long positions hedged with short positions). GVI program fully exploits neutral to moderate trending markets. The program was designed with the objective of achieving top quartile, risk adjusted absolute returns, which are uncorrelated to CTA, Equity, Bond, and Hedge Fund indices, while providing value-added diversification to portfolios consisting of traditional assets.
GVI generates alpha by selling covered options (skewed iron-condors) and extracting THETA (time value) on the S&P 500 index futures with a typical maturity of 3 months. The strike prices are systematically calculated by a proprietary algorithm that provides the most probable price range for the S&P 500 index. The decision-making process is hybrid systematic/discretionary, where positions are constructed systematically but the exact timing of every new trade is discretionary, depending on market fundamentals and technical analysis. Portfolio rebalancing is always made at least 30 days before the options' expiration to minimize portfolio risk. Portfolio risk is also constrained by the low leverage employed (margin/equity approximately 10%).
GVI attempts to predict the medium-term trading range of the S&P 500 index for a period of 3 months and NOT the exact price levels of the index, and so relies less on timing the market and direction.

Company Info

Global Vista Advisors, LLC is an alternative investment firm incorporated in the United States and operating from Europe.
Our objective is to achieve top quartile, risk adjusted absolute returns amongst all reporting CTA's, in all reasonably likely future market scenarios, and seek to provide added-value as a diversification to portfolios that are comprised of other assets.

Manager Info

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