Spartan
Year-to-Date
0.00%
Dec -1.05%
|
|
Assets: |
$ 400k |
|
Inception: |
May 2007 |
|
Worst Drawdown: |
47.99 |
Minimum Account: |
$ 100k |
|
Compounded Annual ROR: |
23.29% |
Management Fee: |
3.00% |
|
Sharpe Ratio (Risk-Free Rate=1%): |
0.54 |
Performance Fee: |
25.00% |
Chart-Type:
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD* |
| 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
-#8226; The SPARTAN Program methodology is primarily a medium to long term directional trend following model.& #8226; 100% discretion used for trade selection.& #8226; The principal objective is to make outsized returns by capturing major price moves.& #8226; Attempt to risk about 2% on new trades and keep overall drawdown under 50%.& #8226; 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 |
|
Minimum Account |
$ 100k |
|
Trading Level Incremental Increase |
$ 0k |
|
Management Fee |
3.00% |
|
Performance Fee |
25.00% |
|
Average Commission |
$8.00 |
|
|
Subscriptions
|
|
|
Highwater Mark |
No |
|
Subscription Frequency |
|
|
Redemption Frequency |
|
|
Investor Requirements |
|
|
Lock-up Period |
0 |
|
|
Trading
|
|
|
Trading Frequency |
800
RT/YR/$M |
|
Avg. Margin-to-Equity |
30.00% |
|
Targeted WDD
|
0% |
|
Worst Peak-to-Trough |
0% |
|
Sector Focus: |
Not Specified |
|
|
Holding Periods
|
|
|
Over 12 Months |
0% |
|
4-12 Months |
0% |
|
1-3 Months |
0% |
|
1-30 Days |
|
|
Intraday |
0% |
|
Decision-Making
|
|
|
Discretionary |
0% |
|
Systematic |
0% |
|
|
Strategy
|
|
|
Arbitrage |
0% |
|
Counter-trend |
0% |
|
Fundamental |
0% |
|
Momentum |
0% |
|
Option-purchasing |
0% |
|
Option-spreads |
0% |
|
Option-writing |
0% |
|
Pattern Recognition |
0% |
|
Seasonal/cyclical |
0% |
|
Spreading/hedging |
0% |
|
Technical |
0% |
|
Trend-following |
0% |
|
Other |
0% |
|
|
Composition
|
|
|
Currency Futures |
0% |
|
Currency FX |
0% |
|
Industrial Metals |
0% |
|
Precious Metals |
0% |
|
Energy |
0% |
|
Grains |
0% |
|
Interest Rates |
0% |
|
Livestock |
0% |
|
Softs |
0% |
|
SSF
|
0% |
|
Stock Indices |
0% |
|
VIX |
0% |
|
Other |
0% |
DD* = This Drawdown calculation is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during the year in which the initial net asset value is not equaled or exceeded by a subsequent asset value.
RISK DISCLAIMER: THE RISK OF LOSS IN TRADING COMMODITIES AND FOREIGN EXCHANGE CAN BE SUBSTANTIAL. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.