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ACE Investments Strategists, LLC
Aggressive Stock Index Premium Collection
GENERAL INFORMATION COMPANY INFO
Min. Investment 100,000 USD (notional funding: 90%) Name ACE Investments Strategists, LLC
AUM 3,800,000 USD Principal Yu-Dee Chang
Management Fee 2% Phone +1 703 893 8808
Incentive Fee 25% Email info@investwithace.com
RT per Million N/A NFA ID 331001
Margin to Equity N/A Number of Accounts 1450
Legal Structure Managed account NAV calculated by N/A
Highwater Mark yes Company Documents
Inv. Restrictions none Disclosure Document
Inv. Style Option writing / indices Video Presentation
Contact the CTA
MONTHLY PERFORMANCE
JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YEAR
2005 -3.36 1.54 3.37 -1.37 0.77 1.46 2.29
2006 0.87 1.78 4.72 -0.01 -3.73 1.75 -0.77 6.76 1.46 2.79 -0.84 2.70 18.48
2007 6.68 -14.76 -13.82 -3.64 9.90 3.90 -8.71 -9.30 10.61 4.82 4.59 13.33 -1.88
2008 -15.93 9.03 6.69 7.32 7.01 3.63 2.09 2.88 -48.40 -28.95 -1.99 11.47 -51.04
2009 0.06 5.13 -3.31 10.96 7.80 6.43 -5.97 4.53 1.95 -0.39 3.66 7.10 43.49
2010 3.17 2.29 2.51 -1.90 -14.71 4.74 -0.72 3.62 1.53 -0.98
STRATEGY DESCRIPTION
The objective of this strategy is to achieve returns superior to those of the core SIPC strategy, primarily by exploiting rising volatility levels, when they
occur, in a more aggressive way. This strategy uses all the basics of the core SIPC system, selling put and call options on the S&P 500 future to
collect premiums. ASIPC will differ from the "core" mainly in that it will, at opportune times, and with suitable moderation, select option strike prices
closer to the market in order to collect higher premiums and improve performance. An added risk in this approach is the degree to which the market
is more likely to impend on strike prices. Offsetting that risk is the experienced judgment of the Advisor, his ability to make quick decisions and to
execute them in the interest of capitalizing on an opportunity by hedging (taking a long or short position in the underlying futures contract) or trading
out of the potential trouble. The plan is to trade in a more aggressive way only when volatility and other market conditions are optimum. Adequate
market volatility is essential to the success of the strategy. Volatility on the S&P 500 index has been through a long, and steady decline which, in
February and July, 2005 reached low levels not seen in more than ten years. Since then market volatility has successfully rested the July lows and is
resolving at higher levels much more conducive to this strategy. The Advisor retains the discretion to mix and match elements of other strategies or
new elements, as market conditions require. Appropriate participants for this strategy will be experienced investors who will have the staying power
(both psychologically and monetarily) to execute this strategy for the long-term. A minimum of 18 months should be allowed to evaluate performance.
RETURN STATISTICS RISK STATISTICS RISK/RETURN CHART
Last Month 1.53 Sharpe Ratio 0.07
Year To Date -0.98 Sortino Ratio -0.16
Average ROR -3.55 Sterling Ratio -0.11
3 Months ROR 4.45 Calmar Ratio -0.07
12 Months ROR 9.51 Skewness -2.75
36 Months ROR -13.57 Kurtosis 10.88
Total Return -17.28 Drawdown 64.07
Winning Months (%) 66.67 Std.Deviation 9.59
Avg.Winning Month 4.75 Down.Deviation 8.31
Avg.Losing Month -8.69
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Data and information is provided for informational purposes only. Past performance is not indicative of future results.
5. MONTHLY RETURNS (%) VAMI VS S&P 500
MANAGER BIO
Mr. Chang has been continuously registered in the commodity industry for the past 16 years. From August of 1997 to the present, Mr. Chang has
operated Chesapeake Investment Services, Inc (Chesapeake), a Virginia based Introducing Broker. Mr. Chang is the President and Chief Executive
Officer and is responsible for the day-to-day supervision of approximately $70 million dollars of customer equity. Mr. Chang has been registered as
an associated person and approved as a principal with Chesapeake Investment Services, Inc. since August 4, 1997. On March 27, 2009, Mr. Chang
was registered as a principal of Vision Brokerage Services, LLC, a guaranteed introducing broker and NFA Member firm and an affiliated firm of
Vision Financial Markets LLC.
DISTRIBUTION OF MONTHLY RETURNS 12 MONTH ROLLING ROR
DRAWDOWN REPORT RETURN REPORT
No. Depth Length (Months) Recovery (Months) Start date End date Period Best Worst Average Median Last
1 64.07 3.00 - 09/2008 11/2008 1 Month 13.33 -48.40 0.25 2.19 3.62
2 33.07 7.00 9.00 02/2007 08/2007 3 Month 27.31 -64.07 1.13 4.43 7.75
3 3.74 2.00 3.00 04/2006 05/2006 6 Month 41.33 -60.89 2.04 8.22 -7.58
4 3.36 1.00 2.00 07/2005 07/2005 1 Year 67.99 -51.04 0.67 4.94 9.96
5 1.37 1.00 2.00 10/2005 10/2005 2 Years 32.19 -55.74 -17.45 -22.28 -43.95
3 Years 48.13 -48.19 -22.41 -33.09 -5.84
UP CAPTURE VS. S&P 500 DOWN CAPTURE VS. S&P 500
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Data and information is provided for informational purposes only. Past performance is not indicative of future results.
6. John´s Portfolio
PORTFOLIO COMPOSITION
Briarwood, Diversified Trading 20.00%
Clarke, Global Basic 40.00%
Fall River, Global Strategies HL 20.00%
John´s Stock Portfolio at ETRADE 20.00%
MONTHLY PERFORMANCE
JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YEAR
2002 -1.46 -5.48 5.58 -3.81 5.36 7.23 4.27 1.25 0.09 -10.82 -3.25 26.05 22.81
2003 -4.54 10.85 -9.98 3.64 23.93 -3.23 -0.37 -1.79 1.86 -3.86 -4.04 10.86 20.67
2004 -4.48 13.43 0.70 -2.56 1.84 -5.07 0.71 -1.10 0.09 0.79 5.61 -0.16 8.90
2005 -6.71 -0.31 -1.80 -0.11 10.90 3.04 0.26 1.88 -0.57 1.06 3.72 -0.11 10.85
2006 2.11 -0.21 -1.69 2.92 -0.11 -2.62 -2.00 -0.46 -4.81 -0.38 11.48 -7.04 -3.86
2007 1.44 0.91 -0.76 1.68 -0.35 0.44 -1.18 0.08 9.99 -3.56 6.40 8.97 25.73
2008 6.38 11.23 4.70 -3.73 -0.34 0.06 -1.85 18.08 2.27 1.90 2.67 1.42 49.60
2009 0.33 -2.63 1.64 -1.22 -3.98 -0.20 -0.99 -8.59 2.90 -7.27 7.12 -7.75 -19.79
2010 -1.80 -2.34 -0.59 -3.54 0.45 0.50 -1.49 14.03 -1.45 2.77
RETURN STATISTICS RISK STATISTICS VAMI VS. S&P 500
Last Month -1.45 Sharpe Ratio 0.59
Year To Date 2.77 Sortino Ratio 1.06
Average ROR 11.86 Sterling Ratio 0.50
3 Months ROR 10.69 Calmar Ratio 0.42
12 Months ROR -5.83 Skewness 1.52
36 Months ROR 37.89 Kurtosis 3.91
Total Return 166.67 Drawdown 26.88
Winning Months (%) 49.52 Std.Deviation 6.07
Avg.Winning Month 5.14 Down.Deviation 2.80
Avg.Losing Month -2.84 Correl.S&P 500 -0.10
Correl.DJ/CS MF 0.50
Correl.Newedge 0.53
MONTHLY RETURNS (%) DRAWDOWN (%)
Powered and provided by ManagedFutures.eu. Copyright2010.
Data and information is provided for informational purposes only. Past performance is not indicative of future results.