Abel Capital Management, LLC : Conquistador E-Mini (ProprietaryAccount) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Since3/2008 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% Composition Stock Indices 100.00% 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 StrategyIntraday 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 ManagementThe 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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. x {{title}} x {{title}} Add Cancel