Adobe Asset Management : Financial Futures Discretionary
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definitions page
Year-to-Date
N / A
Oct 0.05%
|
Min. Investment |
$ 10,000k |
Inception |
Jan 2000 |
Assets |
$ 222.5M |
|
Mgmt Fee |
0% |
Sharpe (RFR=1%)
|
0.44 |
Worst DD |
-2.63 |
|
Perf Fee |
25.00% |
CAROR |
1.70% |
S&P Correlation |
0.03 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2011 | -0.01 | -0.02 | -0.06 | -0.08 | 0.07 | -0.09 | -0.03 | 0.08 | -0.03 | 0.05 | | | -0.12 | -0.22 |
| 2010 | 0.06 | 0.00 | 0.10 | 0.01 | 0.08 | 0.04 | 0.05 | 0.02 | 0.06 | 0.06 | -0.04 | -0.02 | 0.42 | -0.06 |
| 2009 | 0.07 | 0.10 | 0.12 | -0.03 | 0.11 | 0.18 | -0.26 | -0.15 | 0.04 | -0.02 | 0.05 | 0.05 | 0.26 | -0.41 |
| 2008 | 0.10 | -0.06 | 0.17 | 0.38 | 0.18 | 0.00 | 0.40 | -0.03 | 0.08 | -0.34 | 0.00 | -0.08 | 0.80 | -0.42 |
| 2007 | -0.02 | 0.61 | 0.26 | -0.10 | -0.07 | -0.15 | 0.23 | 0.02 | -0.21 | 0.20 | 0.01 | -0.19 | 0.59 | -0.32 |
| 2006 | 0.51 | 0.21 | -0.35 | 0.10 | 0.12 | -0.17 | -0.10 | -0.23 | -0.37 | 0.00 | 0.28 | 0.16 | 0.16 | -1.00 |
| 2005 | 0.21 | 0.04 | 0.18 | 0.26 | 0.24 | 0.01 | 0.22 | 0.04 | 0.02 | -0.17 | -0.30 | 0.04 | 0.79 | -0.47 |
| 2004 | -0.40 | 0.29 | 0.25 | 0.14 | -0.17 | 0.23 | -0.04 | 0.01 | -0.72 | 0.55 | 0.38 | -0.19 | 0.32 | -0.75 |
| 2003 | 0.03 | 0.83 | 0.76 | 0.42 | -0.21 | 1.22 | -0.49 | 0.38 | 0.61 | -0.36 | 0.47 | -0.22 | 3.48 | -0.49 |
| 2002 | 1.00 | 0.07 | -0.02 | 0.28 | 0.95 | 0.39 | 0.35 | 1.03 | -0.11 | 0.11 | 0.48 | -0.04 | 4.57 | -0.11 |
| 2001 | 0.88 | 0.74 | -0.94 | 0.67 | 0.22 | 0.73 | -0.03 | -1.02 | -1.26 | -0.34 | 0.27 | 0.13 | 0.02 | -2.63 |
| 2000 | 1.16 | 0.62 | 0.00 | 1.39 | 1.91 | 1.64 | 0.63 | 0.08 | 1.50 | 0.77 | -1.33 | 0.50 | 9.19 | -1.33 |
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
-The Advisor's managed futures trading program attempts to detect and exploit short-term price changes while maintaining an intensive concentration on risk management. This program is operated and directed solely based on the Advisor's experienced view of the markets. His trading methods can be described as discretionary, event driven, technical with a fundamental backdrop, and non-directional. The program trades financial futures including currencies, debts, and stock indices contracts. Trading is active. Average Margin to equity ranges from 0 to 1%.
