Absolute Capital Management Inc. : Absolute CM Primary

archived programsClosed to new investments
Year-to-Date
N / A
Oct Performance
2.00%
Min Investment
$ 5k
Mgmt. Fee
0.17%
Perf. Fee
25.00%
Annualized Vol
24.95%
Sharpe (RFR=1%)
0.22
CAROR
-
Assets
$ 14k
Worst DD
-31.92
S&P Correlation
-0.19

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
2/2009
Absolute CM Primary 2.00 - - - - - - 6.26
S&P 500 3.69 - - - - - - 387.59
+/- S&P 500 -1.69 - - - - - - -381.33

Strategy Description

Account & Fees

Type Managed Account
Minimum Investment $ 5k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0.17%
Performance Fee 25.00%
Average Commission $0
Available to US Investors Request Information

Subscriptions

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

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
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 100.00%

Decision-Making

Discretionary 30.00%
Systematic 70.00%

Strategy

Counter-trend
40.00%
Fundamental
20.00%
Trend-following
40.00%
Strategy Pie Chart

Composition

   

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
-31.92 13 - 6/1/2009 7/1/2010
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
49.89 5 2/1/2009 6/1/2009
5.68 2 9/1/2009 10/1/2009
3.90 1 2/1/2010 2/1/2010
2.70 1 6/1/2010 6/1/2010
2.50 1 8/1/2010 8/1/2010
2.00 1 12/1/2009 12/1/2009
2.00 1 10/1/2010 10/1/2010
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-14.73 2 7/1/2009 8/1/2009
-12.91 3 3/1/2010 5/1/2010
-9.40 1 11/1/2009 11/1/2009
-7.00 1 1/1/2010 1/1/2010
-5.40 1 7/1/2010 7/1/2010
-0.40 1 9/1/2010 9/1/2010
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods21.0019.0016.0010.00
Percent Profitable57.1431.5825.0020.00
Average Period Return0.53-0.08-3.70-12.29
Average Gain5.1414.7221.3212.03
Average Loss-5.61-6.90-12.04-18.37
Best Period18.7025.6549.1416.08
Worst Period-14.30-14.06-22.17-31.58
Standard Deviation7.2012.2117.7415.44
Gain Standard Deviation5.1510.3118.655.73
Loss Standard Deviation4.354.425.579.53
Sharpe Ratio (1%)0.06-0.03-0.24-0.86
Average Gain / Average Loss0.922.131.770.66
Profit / Loss Ratio1.220.980.590.16
Downside Deviation (10%)4.777.5913.3922.37
Downside Deviation (5%)4.596.8811.8019.07
Downside Deviation (0%)4.556.7111.4018.26
Sortino Ratio (10%)0.03-0.17-0.46-0.77
Sortino Ratio (5%)0.10-0.05-0.36-0.70
Sortino Ratio (0%)0.12-0.01-0.32-0.67

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.