Managed Futures Database, Resource & Tools

Program Details

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GLOBIVEST 

The Alpha Program

Manager: Billy Wilson

Address: 5769 Williams Rd, Norcross, GA, 30093, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Apr 1, 2009
AUM:$4,876,665
QEP:No
Incentive Fee:20%
Annual Mgt Fee:0%
Min Investment:$50,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:96.41%196.13%
Annual ROR:13.27%22.19%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:0.62
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:2.53%1376.85%
Average Monthly Loss:-3.30%-3.11%
Winning Months:4947
Losing Months:1618
Current DD:5.230.00
Max DD:9.8017.03
Sharpe Ratio (RF 1%):1.09
Annualized Std Dev:11.24

Methodology

Discretionary:50%
Systematic:50%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Option Spreads:20%
Option Writing:80%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2014-4.311.74-1.041.413.500.28-9.424.63-3.90
20131.951.520.21-2.75-1.900.043.13-6.313.663.541.492.456.74
20121.131.772.788.540.02-2.81-1.443.24-0.642.070.44-0.4715.14
2011-3.780.330.850.610.881.75-2.544.50-6.41-3.626.174.892.86
20102.812.302.45-0.32-4.970.843.411.662.461.342.091.3716.27
20096.984.325.011.891.404.390.925.163.6639.05

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Alpha Program establishes option positions that are designed to take advantage of time and direction of the underlying market. That direction could be up, down, or sideways. Option positions are taken primarily on the E-mini S&P 500 and Crude Oil.

The writing of naked options is another strategy that may be utilized for time to time. Options on futures may be used on both a covered basis and an uncovered basis. Most of the time, positions will not be covered by the underlying futures contract. Both put and call options will be traded. Basically, the program is designed toward premium capture strategies with the flexibility to be converted into directional trades.

The Alpha Program generally takes a systematic approach to trading the markets and relies on a combination of technical and fundamental analysis in making its trading decisions and forecasting market movements.

Risk control is achieved through a variety of means which should in most market conditions, help minimize the impact of draw downs. The first is portfolio diversification such as the use of hedged positions across many different underlying assets. Second is through controlling leverage by managing position size. Third are stops, or position adjustments based on our money management rules. Risk management is an ongoing process and is necessary throughout the life of the position taken on the underlying. Positions may be adjusted by either entering into new positions which hedge the existing position, liquidating existing positions in order to reduce market exposure, or reset a position at different strike prices or contract expirations.

Company Info

GLOBIVEST is an investment firm specializing in managed futures. We offer a trading program that targets sophisticated individual and institutional investors. The company was founded in 2006 and is based near the city of Atlanta, Georgia. GLOBIVEST is a member of the National Futures Association (NFA) and is registered with the Commodity Futures Trading Commission (CFTC) as a Commodity Trading Advisor (CTA).

Manager Info

Billy Wilson is the owner and managing director of GLOBIVEST. He has a Bachelor's Degree in Electronics Engineering Technology and a Master's Degree in Business Administration with a finance concentration. He has ten years of experience in trading the financial markets. Mr. Wilson was an associated person from January 2007 until May 2007. He registered GLOBIVEST with the CFTC and established NFA membership for the company in February 2009 in order to begin managing and investing money for clients.