Absolute Return Capital Management : ARCM Ionic Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.70% Jan Performance -0.70% Min Investment $ 500k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 10.33% Sharpe (RFR=1%) 1.10 CAROR - Assets $ 641k Worst DD -8.69 S&P Correlation 0.40 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since7/2019 ARCM Ionic Strategy -0.70 5.26 -0.70 19.37 - - - 20.48 S&P 500 -1.11 13.59 -1.11 15.15 - - - 32.02 +/- S&P 500 0.41 -8.33 0.41 4.22 - - - -11.55 Strategy Description SummaryARCM Ionic Strategy is managed by Lawrence Abrams who has over 30 years of experience as a Futures and Options trader and broker. He has successfully traded through periods of drought, market crashes, natural and man-made disasters, clearing firm defaults, sweeping regulatory reforms,... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.50 Management Fee 1.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 705 RT/YR/$M Avg. Margin-to-Equity 9% Targeted Worst DD Worst Peak-to-Trough -8.69% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 6.00% 1-3 Months 30.00% 1-30 Days 64.00% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Momentum 15.00% Pattern Recognition 15.00% Seasonal/cyclical 5.00% Technical 50.00% Trend-following 15.00% Composition Stock Indices 44.00% Interest Rates 25.00% Grains 7.00% Currency Futures 6.00% Energy 6.00% Precious Metals 4.00% Livestock 4.00% Softs 4.00% SummaryARCM Ionic Strategy is managed by Lawrence Abrams who has over 30 years of experience as a Futures and Options trader and broker. He has successfully traded through periods of drought, market crashes, natural and man-made disasters, clearing firm defaults, sweeping regulatory reforms, and more than a dozen so-called "Black Swan" events. Abrams' ability to prosper during tumultuous market periods is what ultimately inspired him to create ARCM. Mr. Abrams was a partner of Cooper Neff, one of the nation's leading options market-making and technology innovation groups. The firm created many of the pricing and risk assessment tools that are still used by the derivatives industry decades later. Mr. Abrams was instrumental in significantly expanding the firm's footprint on The Philadelphia Stock Exchange, The Kansas City Board of Trade, Chicago Board of Options Exchange (CBOE), Chicago Mercantile Exchange (CME), and The Chicago Board of Trade (CBOT). After his division of Cooper Neff was acquired by a major Japanese Bank, Mr. Abrams formed his own trading firm, which operated from the CBOT trading floor. In the crucible of pit trading, Mr. Abrams developed many proprietary indicators, unique market analysis tools, and a range of risk management protocols to identify, trade, and manage trading opportunities. Abrams was a prominent "top-step" trader and market maker in the Soybean Options and Futures Pits at the CBOT and was elected to serve terms as a member of the Soybean Options Pit Committee. He was also nominated as a member and Vice-Chairman of the Chicago Board of Trade COM Committee (representing all options traders and options products at the CBOT). Upon retiring from the trading floor in Chicago in 2015, he devoted the next 4 years of his time extensively researching, testing, and refining the managed futures strategies which underpin ARCM�s trading models. Mr. Abrams is a graduate of Boston University holding a Bachelor of Science degree in Business Administration with a concentration in Finance. Additionally, he is actively involved with Open Heart Magic, a Chicago-based non-profit organization, training and providing opportunities for volunteer magicians to bring laughter, hope, and strength to sick children and their families at their hospital bedsides.Investment StrategyThe ARCM Ionic Strategy is a “Whole Portfolio” multi-strategy concept designed to deliver superior returns and lower drawdowns than a traditional investment portfolio. It is composed 3 components: Long Equity Index Futures (such as SP500 and Nasdaq100), Long Fixed Income Futures (such as 30 yr. US Treasury Bonds), and the ARCM Diversified Momentum Component. Ionic’s purpose is to deliver the aggregate return/risk of a diversified Core Holdings Investment Strategy AND an Alternative Managed Futures Strategy within a single futures-based account. The Diversified Momentum Component uses a systematic quantitative approach, to trade and strictly manage risk across a current universe of 29 futures contracts in 8 market sectors (Financial Instruments - Govt. Securities, Foreign Currencies, Stock Indexes, Grains, Metals, Energies, Meats, and Soft Commodities).Risk ManagementRisk Management is the most important factor in our decision-making process. Our algorithms monitor and strictly manage the risk of individual trades, sector risk and overall account position. 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 -8.69 2 5 8/1/2019 10/1/2019 -3.45 2 1 8/1/2020 10/1/2020 -0.70 1 - 12/1/2020 1/1/2021 -0.21 1 1 1/1/0001 7/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 12.64 6 3/1/2020 8/1/2020 10.54 2 11/1/2020 12/1/2020 9.09 3 11/1/2019 1/1/2020 1.55 1 8/1/2019 8/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.69 2 9/1/2019 10/1/2019 -3.45 2 9/1/2020 10/1/2020 -0.70 1 1/1/2021 1/1/2021 -0.21 1 7/1/2019 7/1/2019 -0.01 1 2/1/2020 2/1/2020 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods19.0017.0014.008.00 Percent Profitable63.1676.4785.71100.00 Average Period Return1.033.147.4316.46 Average Gain2.735.658.8716.46 Average Loss-1.90-5.02-1.22 Best Period6.009.8816.3523.84 Worst Period-5.52-7.28-2.039.41 Standard Deviation2.985.425.694.64 Gain Standard Deviation1.903.084.724.64 Loss Standard Deviation2.071.681.15 Sharpe Ratio (1%)0.320.531.223.33 Average Gain / Average Loss1.441.137.30 Profit / Loss Ratio2.473.6643.81 Downside Deviation (10%)1.823.111.48 Downside Deviation (5%)1.672.650.72 Downside Deviation (0%)1.642.530.55 Sortino Ratio (10%)0.340.623.36 Sortino Ratio (5%)0.561.099.67 Sortino Ratio (0%)0.631.2413.44 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