Abel Capital Management, LLC : Conquistador E-Mini, Client

archived programs
Year-to-Date
N / A
Mar Performance
-1.21%
Min Investment
$ 50k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
2.21%
Sharpe (RFR=1%)
-1.49
CAROR
-
Assets
$ 49k
Worst DD
-1.92
S&P Correlation
-0.14

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
6/2009
Conquistador E-Mini, Client -1.21 - - - - - - -1.92
S&P 500 5.88 - - - - - - 276.81
+/- S&P 500 -7.09 - - - - - - -278.74

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 0%
Performance Fee 25.00%
Average Commission $8.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency Anytime
Redemption Frequency Anytime
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 7000 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD -20.00%
Worst Peak-to-Trough 20.00%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 3.00%
1-30 Days
Intraday 97.00%

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Counter-trend
97.00%
Trend-following
3.00%
Strategy 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.AbelCapitalManagement.com

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.Please review our DDoc linked at our website for additional information and Risk Factors.

Risk Management

The trading 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
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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
-1.92 -1 - 1/1/0001 3/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
0.61 1 2/1/2010 2/1/2010
0.61 1 10/1/2009 10/1/2009
0.41 1 12/1/2009 12/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-1.21 1 3/1/2010 3/1/2010
-1.20 4 6/1/2009 9/1/2009
-1.07 1 1/1/2010 1/1/2010
-0.07 1 11/1/2009 11/1/2009
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Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable30.0037.50
Average Period Return-0.19-0.36
Average Gain0.540.47
Average Loss-0.51-0.85
Best Period0.610.95
Worst Period-1.21-1.67
Standard Deviation0.640.84
Gain Standard Deviation0.120.42
Loss Standard Deviation0.470.57
Sharpe Ratio (1%)-0.43-0.72
Average Gain / Average Loss1.070.55
Profit / Loss Ratio0.460.33
Downside Deviation (10%)0.851.77
Downside Deviation (5%)0.610.96
Downside Deviation (0%)0.560.79
Sortino Ratio (10%)-0.71-0.90
Sortino Ratio (5%)-0.45-0.63
Sortino Ratio (0%)-0.34-0.45

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.