Abel Capital Management, LLC : Conquistador E-Mini (ProprietaryAccount)

archived programs
Year-to-Date
N / A
Dec Performance
0.00%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
16.68%
Sharpe (RFR=1%)
0.87
CAROR
15.22%
Assets
$ 10k
Worst DD
-11.63
S&P Correlation
-0.42

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Dec Qtr YTD 1yr 3yr 5yr 10yr Since
3/2008
Conquistador E-Mini (ProprietaryAccount) 0.00 - - - - - 0.00 49.40
S&P 500 6.53 - - - - - -4.74 161.90
+/- S&P 500 -6.53 - - - - - 4.74 -112.50

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... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $5.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 7000 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD -30.00%
Worst Peak-to-Trough 37.10%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 10.00%
Intraday 90.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Counter-trend
70.00%
Pattern Recognition
10.00%
Technical
20.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

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.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-11.63 1 4 10/1/2008 11/1/2008
-3.10 1 3 3/1/2008 4/1/2008
-1.32 12 2 3/1/2009 3/1/2010
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
50.34 4 7/1/2008 10/1/2008
15.20 4 12/1/2008 3/1/2009
1.58 1 5/1/2010 5/1/2010
0.72 1 5/1/2008 5/1/2008
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-11.63 1 11/1/2008 11/1/2008
-3.10 2 3/1/2008 4/1/2008
-1.32 13 4/1/2009 4/1/2010
-0.22 1 6/1/2008 6/1/2008
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods34.0032.0029.0023.0017.00
Percent Profitable29.4140.6365.5291.30100.00
Average Period Return1.304.279.4516.5522.51
Average Gain6.0311.5914.6418.2422.51
Average Loss-2.03-1.40-0.62-1.25
Best Period17.5534.1251.0853.6053.37
Worst Period-11.63-5.51-1.04-1.320.24
Standard Deviation4.828.8814.2221.1321.78
Gain Standard Deviation5.9010.1615.2221.3721.78
Loss Standard Deviation4.011.710.440.09
Sharpe Ratio (1%)0.250.450.630.740.96
Average Gain / Average Loss2.968.2923.7514.58
Profit / Loss Ratio3.7110.7864.46153.11
Downside Deviation (10%)2.191.841.843.394.06
Downside Deviation (5%)2.091.300.600.720.59
Downside Deviation (0%)2.071.200.360.37
Sortino Ratio (10%)0.411.653.793.413.67
Sortino Ratio (5%)0.583.1014.8021.5335.44
Sortino Ratio (0%)0.633.5726.0644.80

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.