Managed Futures Database, Resource & Tools

Program Details

PDFPermalink

GrowthPoint Investments 

Index

Manager: Lee Gantt

Address: 5805 State Bridge Rd, Suite G309, Duluth, GA, 30097, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 27, 2006
AUM:$352,250
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$25,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:22.24%89.28%
Annual ROR:3.18%10.45%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:-0.88
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:2.53%5577.10%
Average Monthly Loss:-8.69%-3.41%
Winning Months:6364
Losing Months:1413
Current DD:34.3115.43
Max DD:36.0252.56
Sharpe Ratio (RF 1%):0.10
Annualized Std Dev:21.42

Methodology

Discretionary:20%
Systematic:80%

Strategy

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

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20120.962.844.59-9.83-7.26-9.19
20111.611.183.171.663.252.022.35-15.062.731.961.120.675.29
2010-4.561.921.081.29-35.763.213.99-2.040.873.06-2.630.91-31.29
2009-2.143.540.931.081.482.131.682.201.761.942.581.6920.47
20084.052.757.101.824.583.962.154.56-2.300.841.830.7736.87
20072.090.80-1.08-23.074.801.97-10.617.133.193.403.581.93-9.72
20060.013.552.402.00-5.135.230.826.830.812.853.84-0.1725.01

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

This program trades exclusively in Options on S&P Index Futures (CME). The trade consists of a put spread and a call spread. Both are credit spreads. Each trade lasts from 7-15 days. We typically exit the trade prior to expiration. We manage risks by calculating the probability of the index finishing in the money on the call or put side. We mitigate this risk by exiting positions which come under pressure. Our short strike points are typically 70-100 points above (for call spread) and below (for put spread) the futures contract at the time the trade is set. The risk is the index increasing or decreasing in value and moving into the money faster than our positions can be liquidated. We typically only set trades which have an expected annualized rate of return of 30% or greater.

Company Info

We have the tools and experience to take a portion of your portfolio and achieve steady growth to increase your overall portfolio performance. Our focus is entirely on the futures market. We trade options on futures - primarily S&P 500 and Dow. Our techniques are standard textbook, not exotic and are intended to produce steady predictable returns. Our trading technique is oriented to grow your account when the markets are going up, when they are going down and when they are going sideways!

Manager Info

Mr. Gantt holds a Master's degree in Electrical Engineering from Georgia Tech. After starting and managing several companies in the technology sector, Mr. Gantt formed Strategic Support Systems (3Si) which provides custom software solutions to various industries. 3Si has been providing specialized software to Fortune 500 companies for over 10 years. He has been trading Options on Futures for over three years. GrowthPoint Investments was formed in 2005 in order to market Mr. Gantt's CTA services.