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Hyman Beck & Company 

Hyman Beck Volatility Analytic Portfolio

Manager: Keith Cleary

Address: 210 Park Avenue, Suite #120, Florham Park, NJ, 07932, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Dec 18, 2006
AUM:$89,747,626
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$5,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:12.14%68.69%
Annual ROR:1.67%7.85%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:-0.24
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:0.84%4083.67%
Average Monthly Loss:-0.50%-3.19%
Winning Months:4067
Losing Months:4316
Current DD:10.170.00
Max DD:10.1752.56
Sharpe Ratio (RF 1%):0.19
Annualized Std Dev:3.52

Methodology

Discretionary:30%
Systematic:70%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Volatility:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20130.08-0.070.03-0.370.20-0.23-0.56-0.13-0.03-0.02-1.10
20120.05-0.07-0.04-0.200.39-0.810.89-0.86-0.11-0.030.020.02-0.76
2011-1.28-0.96-0.60-2.050.59-1.070.71-0.74-0.02-0.10-0.02-0.44-5.85
20100.470.400.41-1.823.17-0.72-0.360.380.46-1.95-0.06-0.55-0.26
2009-0.430.01-0.180.29-0.110.160.01-0.030.72-1.25-0.270.65-0.44
20080.79-0.58-0.44-0.730.17-0.330.182.861.501.690.07-0.085.15
20070.091.892.671.06-0.630.051.151.80-0.363.372.411.5316.01
20060.190.19

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The alternative investment strategies managed within Volatility Analytics focus on volatility as an asset class. The portfolio seeks to profit from multiple trading approaches in its design including but not limited to; relative value, volatility arbitrage and quantitative fundamental trading opportunities. Volatility Analytics is dedicated to providing non-correlated alpha and valuable diversification benefits to our client's portfolio. Capital preservation is of paramount importance. The risk management philosophy found in Volatility Analytics includes the use of spread option structures to limit outright exposures within the portfolio.

Company Info

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Manager Info

Renato DiRusso is a principal of HB & Co. responsible for all options related activities including research and trading. Prior to joining HB & Co. in October 2005, Mr. DiRusso was president of NorthBridge Capital Management since February 2001. Mr. DiRusso was responsible for all of trading and research at Northbridge, a firm that had over $400 million in assets, primarily allocated to quantitative strategies in foreign exchange options. From April 2003 through March 2005 Mr. DiRusso also served as a principal at Beechwold Management Company, Inc. Prior to working at Northbridge, Mr. DiRusso was a Managing Director at Lehman Brothers, where he ran the global Foreign Exchange Options Desk since 1996. In that capacity, Mr. DiRusso supervised a profitable group of twenty traders who globally produced significant returns using high-margin structured transactions. In addition, Mr. DiRusso was responsible for a team of technical traders who used computerized trading techniques to produce substantial profits for the firm. Prior to 1996, Mr. DiRusso worked at Goldman Sachs in the J. Aron Division for over ten years where he held several positions of increasing responsibility. During that period, he held numerous positions including structurer/trader for commodity derivatives and co-manager of the Foreign Exchange Options group. Mr. DiRusso also spent time researching computerized trading systems at J. Aron. He received a BS in Electrical Engineering from the Cooper Union in 1980 and a MS in Electrical Engineering from Carnegie Mellon University in 1981.