Spartan (Managed Account)
|
13.00%
Year-to-Date |
|
Assets: | $ 0.5M | Inception: | May 2007 |
YTD Comparison
Spartan | S&P 500 |
||||||
| Max DD: | 47.99 | Min Acct: | $100k | |||||||||
| Annual ROR: | 28.08% | Mgmt Fee: | 3.00% | |||||||||
| Sharpe Ratio (RF=1%): | 0.74 | Perf. Fee: | 25.00% |
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 | 13.00E | 13.00 | 0.00 | |||||||||||
| 2009 | 2.72 | -8.29 | -2.81 | 0.07 | 17.67 | -9.10 | 0.54 | 2.38 | -3.43 | -6.30E | 4.10E | -1.05 | -5.98 | 15.34 |
| 2008 | 20.87 | 96.06 | -26.06 | -5.19 | -3.59 | 5.55 | -14.05 | -2.69 | -4.55 | 0.05 | 0.00 | 0.00 | 35.03 | 43.05 |
| 2007 | -4.97 | -6.69 | -14.27 | 13.81 | 44.00 | -2.86 | 1.47 | 12.10 | 37.66 | 23.98 |
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Summary
• The SPARTAN Program methodology is primarily a medium to long term directional trend following model. • 100% discretion used for trade selection. • The principal objective is to make outsized returns by capturing major price moves. • Attempt to risk about 2% on new trades and keep overall drawdown under 50%. • Can be used as absolute return investment vehicle or as a diversification tool for a portfolio of traditional investments.
Investments
Risk Management
| Account & Fees | |
| Type | Managed Account |
| Domicile | |
| Minimum Account | $100k |
| Management Fee | 3.00% |
| Performance Fee | 25.00% |
| Average Commission | $8.00 |
| Subscriptions | |
| Highwater Mark | No |
| Hurdle Rate | 0 |
| Subscription Frequency | |
| Redemption Frequency | |
| Redemption Fee | N/A |
| Investor Requirements | |
| Lock-up Period | |
| Trading | |
| Trading Frequency | 800 RT/YR/$M |
| Avg. Margin-to-Equity | 30% |
| Targeted WDD | |
| Worst Peak-to-Trough | |
| 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 | 0 |
| Decision-Making | |
| Discretionary | 0 |
| Systematic | 0 |
| Positions | |
| Long (bullish) | 0 |
| Short (bearish) | 0 |
| Neutral | 0 |
| Holding Periods | |
| Long-term | 0 |
| Medium-term | 0 |
| Short-term | 0 |
| Intraday | 0 |
| Reward | Monthly | Annual | |||||
|---|---|---|---|---|---|---|---|
| Compound RoR: | 2.08% | 28.08% | |||||
| Average RoR: | 3.59% | 52.70% | |||||
| Max Gain: | 96.06% | 37.66% | |||||
| Win Frequency: | 15/31 (48%) | 3/4 (75%) | |||||
| Average Win: | 15.63% | 28.56% | |||||
| Gain StDev: | 25.10% | 13.54% | |||||
| Risk | |||||||
| Average StDev: | 20.22% | 70.05% | |||||
| Max Drawdown: | 47.99 | 47.99 | |||||
| Loss Frequency: | 16/31 (52%) | 1/4 (25%) | |||||
| Average Loss: | -7.24% | -5.98% | |||||
| Loss StDev: | 6.31% | 0 | |||||
| Reward/Risk | |||||||
| Sharpe Ratio: (RF=1%) | 0.17 | 0.74 | |||||
| Sterling Ratio: | 0 | 0 | |||||
| Calmar Ratio: | 0 | 0 | |||||
| Skewness: | 3.01 | -0.39 | |||||
| Kurtosis: | 10.96 | -1.48 | |||||
| Correlation | |||||||
| S&P 500 Index | -0.01 | ||||||
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
