Abel Capital Management, LLC : Conquistador E-Mini (ProprietaryAccount)
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definitions page
Year-to-Date
N / A
Dec 0.00%
|
Min. Investment |
$ 50k |
Inception |
Mar 2008 |
Assets |
$ 10k |
|
Mgmt Fee |
2.00% |
Sharpe (RFR=1%)
|
0.87 |
Worst DD |
-11.63 |
|
Perf Fee |
20.00% |
CAROR |
15.22% |
S&P Correlation |
-0.42
|
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2010 | -0.88 | 0.00 | -0.16 | 0.00 | 1.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.52 | -1.04 |
| 2009 | 4.09 | 5.06 | 2.55 | -0.13 | -0.10 | -0.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 11.83 | -0.28 |
| 2008 | | | 0.00 | -3.10 | 0.72 | -0.22 | 12.09 | 1.23 | 12.71 | 17.55 | -11.63 | 2.72 | 32.89 | -11.63 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
-Mission Statement:
The goal of Abel Capital Management is to make money for our Clients.Our objectives are to build long-term Client relationships through sustained achievements of above-average returns with below-average risk profiles. The focus of our trading is to capitalize on the continuously recurring short-term price movements we have modeled that exhibit statistically-significant probabilities of profitable and expectable outcomes.
Investment Strategy
Intraday and short-term US Stock Index futures E-Mini. Primarily trades with systematically applied discretion, that is based on technical factors, along with pattern-recognition and the Advisors proprietary statistical price models.
Risk Management
The managed futures program manages risk by maintaining a short-term exposure profile. The trading program is frequently entirely out of the market, while waiting for favorable opportunities. Exposure levels will vary, and the trading program preferences more frequent trading for short durations.
