Broadbeach (Managed Account)
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0.60%
Year-to-Date |
|
Assets: | $ 1.8M | Inception: | Feb 2008 |
YTD Comparison
Broadbeach | S&P 500 |
||||||
| Max DD: | 2.78 | Min Acct: | $100k | |||||||||
| Annual ROR: | 48.51% | Mgmt Fee: | 0 | |||||||||
| Sharpe Ratio (RF=1%): | 3.52 | Perf. Fee: | 50.00% |
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2010 | 0.60E | 0.60 | 0.00 | |||||||||||
| 2009 | 6.30 | 11.00 | 0.04 | 4.76 | 0.50 | 10.50 | 2.72 | 7.05 | 1.46 | -2.78 | 0.39 | 1.06 | 51.12 | 2.78 |
| 2008 | 0.50 | 7.30 | 7.84 | 0.00 |
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Summary
We trade Spot Forex around events. We have chosen to specialize in this particular aspect of trading because we feel it offers a better edge than other methodologies we have researched. We have found the trade has gotten more and more competitive over time, as is to be expected. We spend large amounts of capital and effort to keep our systems effective. Note the results before November of 2008 are on proprietary capital, those after are on client funds. Note drawdown in October of 2008 was due to technical errors at an FCM.
Investments
We are in the markets a very small percentage of time. We immediately place stop orders once our trades have been filled. All trading is fully automated.
We can prove our performance with statements.
We are now accepting clients at a few select brokerages, please contact us for more information on investing with our firm. Our program is not scalable so we will cease accepting new funds at some point.
Risk Management
We are in the markets a very small percentage of time. We immediately place stop orders once our trades have been filled. All trading is fully automated.
| Account & Fees | |
| Type | Managed Account |
| Domicile | United States of America |
| Minimum Account | $100k |
| Management Fee | 0 |
| Performance Fee | 50.00% |
| Average Commission | $25.00 |
| Subscriptions | |
| Highwater Mark | Yes |
| Hurdle Rate | 0 |
| Subscription Frequency | Anytime |
| Redemption Frequency | Anytime |
| Redemption Fee | N/A |
| Investor Requirements | Qualified Eligible Persons (QEP) |
| Lock-up Period | |
| Trading | |
| Trading Frequency | 1,200 RT/YR/$M |
| Avg. Margin-to-Equity | 10% |
| Targeted WDD | 20.00% |
| Worst Peak-to-Trough | 20.00% |
| Strategy | |
| Fundamental | 0 |
| Trend-following | 0 |
| Counter-trend | 0 |
| Option-writing | 0 |
| Option-purchasing | 0 |
| Option-spreads | 0 |
| Seasonal/cyclical | 0 |
| Spreading/hedging | 0 |
| Arbitrage | 0 |
| Other | 100.00% |
| Decision-Making | |
| Discretionary | 0 |
| Systematic | 100.00% |
| Positions | |
| Long (bullish) | 50.00% |
| Short (bearish) | 50.00% |
| Neutral | 0 |
| Holding Periods | |
| Long-term | 0 |
| Medium-term | 0 |
| Short-term | 0 |
| Intraday | 100.00% |
| Reward | Monthly | Annual | |||||
|---|---|---|---|---|---|---|---|
| Compound RoR: | 3.35% | 48.51% | |||||
| Average RoR: | 3.43% | 49.83% | |||||
| Max Gain: | 11.00% | 51.12% | |||||
| Win Frequency: | 14/15 (93%) | 3/3 (100%) | |||||
| Average Win: | 3.87% | 19.85% | |||||
| Gain StDev: | 3.91% | 27.32% | |||||
| Risk | |||||||
| Average StDev: | 4.00% | 13.85% | |||||
| Max Drawdown: | 2.78 | 2.78 | |||||
| Loss Frequency: | 1/15 (7%) | 0/3 (0) | |||||
| Average Loss: | -2.78% | 0 | |||||
| Loss StDev: | 0 | 0 | |||||
| Reward/Risk | |||||||
| Sharpe Ratio: (RF=1%) | 0.84 | 3.52 | |||||
| Sterling Ratio: | 0 | 0 | |||||
| Calmar Ratio: | 0 | 0 | |||||
| Skewness: | 0.54 | 0 | |||||
| Kurtosis: | -0.86 | 0 | |||||
| Correlation | |||||||
| S&P 500 Index | 0.00 | ||||||
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
