Call 312-913-9600
Live Chat Mon–Fri 9–5PM CST

IASG Managed Futures, Commodity Trading Advisors

Your Free Resource for Alternative Investments

Login|Register|For CTAs

Amplitude : Amplitude Sinfonie Fund A class

Help

Help with terms and abbreviations? See our definitions page

Snapshot
Charts
Statistics & Ratios
Performance Tables

Year-to-Date 7.42%

Jan 7.42%

Min. Investment	$ 1,000k	Inception	Sep 2009	Assets	$ 136.0M
Mgmt Fee	2.30%	Sharpe (RFR=1%)	-0.14	Worst DD	-11.63
Perf Fee	20.00%	CAROR	-1.76%	S&P Correlation	-0.13

Add Alert | Add to Blender | Add to Portfolio | Add to Watchlist | Print|Export

Amplitude : Amplitude Sinfonie Fund A class

Performance

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD
2012	7.42												7.42	N/A
2011	-0.96	0.92	-1.85	4.20	-6.70	-1.94	1.87	8.73	-2.17	-1.81	-4.99	-2.73	-8.04	-11.23
2010	-1.25	-5.46	5.67	2.19	2.33	1.46	-6.75	1.65	1.06	2.56	-3.49	2.89	2.11	-6.75
2009									0.33	-1.81	0.17	-3.76	-5.03	-5.34

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 Amplitude Sinfonie Fund is 30% invested into the Amplitude Dynamic Trading Fund and 70% into the Amplitude Klassik Fund. Sinfonie rebalances monthly and offers the same liquidity terms as the underlying funds and benefits from fee-netting between both funds. The average holding period for Sinfonie is 2-3 trading days. The program seeks to deliver a very good level of downside protection for beta or beta-correlated strategies and a high degree of diversification within the CTA space. The underlying funds are based on a systematic and fully automated directional program which uses extensive quantitative analysis of price data and sophisticated portfolio methodology to detect short term market trends on multiple time frames. The strategies incorporate a mean reversion component. Execution is entirely electronic and utilizes in-house proprietary software to ensure ultra-fast execution. Execution costs and slippage are constantly monitored. The risk management function is monitored real-time and is fully automated. Currently 72 markets are traded in total and each instrument is independently analyzed.

Live Chat

Request Form

Request More Information

First Name
Last Name
Email
Country
Phone Number

Message

: Add to Newsletter

Documents

You must be signed in to view
these materials.

Request Received

Name

Email

Country

Phone Number

Message

OR

More Programs by
Amplitude

Program Name	CAROR
Dynamic Trading Fund C Class	11.10%
Amplitude Klassik Fund A-Class	0.32%
Amplitude Sinfonie Fund A class	-1.76%

FREE performance data for over 600 managed futures programs

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE HIGH DEGREE OF LEVERAGE THAT IS OFTEN OBTAINABLE IN COMMODITY FUTURES, OPTIONS, AND FOREX TRADING CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS. IN SOME CASES, MANAGED COMMODITY ACCOUNTS ARE SUBJECT TO SUBSTANTIAL CHARGES FOR MANAGEMENT AND ADVISORY FEES. IT MAY BE NECESSARY FOR THOSE ACCOUNTS THAT ARE SUBJECT TO THESE CHARGES TO MAKE SUBSTANTIAL TRADING PROFITS TO AVOID DEPLETION OR EXHAUSTION OF THEIR ASSETS. THE DISCLOSURE DOCUMENT CONTAINS A COMPLETE DESCRIPTION OF THE PRINCIPAL RISK FACTORS AND EACH FEE TO BE CHARGED TO YOUR ACCOUNT BY THE COMMODITY TRADING ADVISOR ("CTA"). THE REGULATIONS OF THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") REQUIRE THAT PROSPECTIVE CLIENTS OF A CTA RECEIVE A DISCLOSURE DOCUMENT BEFORE THEY ENTER INTO AN AGREEMENT WHEREBY THE CTA WILL DIRECT OR GUIDE THE CLIENT'S COMMODITY INTEREST TRADING AND THAT FEES AND CERTAIN RISK FACTORS BE HIGHLIGHTED. IASG WILL PROVIDE YOU A COPY OF THE DISCLOSURE DOCUMENT AT NO COST. YOU SHOULD REVIEW THE CTA'S DISCLOSURE DOCUMENT AND STUDY IT CAREFULLY TO DETERMINE WHETHER SUCH TRADING IS APPROPRIATE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN THE TRADING PROGRAMS DESCRIBED ON THIS WEBSITE NOR ON THE ADEQUACY OR ACCURACY OF THE CTA'S DISCLOSURE DOCUMENT. THE INFORMATION CONTAINED ON THIS WEBSITE HAS BEEN PREPARED BY IASG FROM SOURCES DEEMED RELIABLE, BUT IASG DOES NOT GUARANTEE THE ADEQUACY, ACCURACY OR COMPLETENESS OF ANY INFORMATION. NEITHER IASG NOR ANY OF ITS RESPECTIVE AFFILIATES, OFFICERS, DIRECTORS, AGENTS AND EMPLOYEES MAKE ANY WARRANTY, EXPRESS OR IMPLIED, OF ANY KIND WHATSOEVER, AND NONE OF THESE PARTIES SHALL BE LIABLE FOR ANY LOSSES, DAMAGES, OR COSTS, RELATING TO THE ADEQUACY, ACCURACY OR COMPLETENESS OF ANY INFORMATION ON THIS REPORT.

Login to IASG