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Newport Private Capital, LLC 

Optimum Income Program

Manager: Jon Hansen

Address: 610 Newport Center Drive, Suite 600, Newport Beach, CA, 92660, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 31, 2008
AUM:$23,086,591
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-7.35%75.23%
Annual ROR:-1.34%10.41%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:0.16
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:0.78%2972.44%
Average Monthly Loss:-1.36%-3.19%
Winning Months:5852
Losing Months:1016
Current DD:37.370.25
Max DD:37.5347.51
Sharpe Ratio (RF 1%):-0.63
Annualized Std Dev:3.72

Methodology

Discretionary:50%
Systematic:50%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Option Writing:50%
Technical Analysis:50%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20130.190.79-0.53-0.61-5.840.57-1.821.94-1.64-36.75
20120.650.650.280.470.690.28-0.230.74-1.420.920.770.674.54
20110.690.330.55-0.270.360.940.62-0.880.37-0.341.350.734.52
20100.780.910.150.640.770.600.370.750.460.580.800.507.56
20090.630.920.070.780.661.080.351.601.750.800.611.2511.01
20081.830.751.130.642.280.621.751.750.490.190.2512.29

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The investment objective of the Optimum Income Program is to conservatively generate a consistent monthly return of .5% to .75% per month.
Our strategy to accomplish this objective is achieved by selling short-term call and put spreads on the S&P 500 Index futures contract ("S&P") at strike prices that are significantly out-of-the-money that have a high probability of expiring worthless.
Our investment philosophy is that capital preservation and consistent returns are the most significant factors in successful asset management. Therefore, loss of opportunity is preferable to loss of capital.
We believe that exogenous, "black swan" type events must be expected and planned for in an option strategy and that proper risk management tools must be employed AT ALL TIMES that an account is exposed to this type of risk.
We believe in taking calculated risks and that opportunity presents itself, and profits can be made, in rising or declining market environments.
We believe that accurately predicting long term market direction is difficult to determine with accuracy or precision, which, in the case of a long or short stock position, is required for profit. Accordingly, our investment protocol is designed to be free from directional bias and exhibits market neutral characteristics.

Company Info

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Manager Info

Jon M. Hansen is the President and founder of Newport Private Capital LLC. He founded the firm in 2004. Mr. Hansen is responsible for all trading decisions of the firm and has over 15 years experience trading S&P options. Mr. Hansen has been in the investment management industry since 1992. He has managed or co-managed several successful investment partnerships starting in 1998. From September 2000 to October 2006, he was the president of Springboard Securities Inc., a registered broker dealer. From October 2001 to August 2005, Mr. Hansen was president of Springboard Capital Management, LLC (formerly Springboard Planning & Advisory Group, Inc.), an investment adviser that at the time was registered with the Securities and Exchange Commission and managed approximately $100M in assets, primarily in mutual funds and variable insurance product sub-accounts, Mr. Hansen's primary expertise is in understanding and applying technical analysis with market generated information to make management decisions for his clients' accounts and private investment funds. He has been trading derivatives on the S&P 500 since 1997 personally as well as for his clients. He has designed and managed several trading programs over the last 10 years including the Optimum Income program.