Accela Capital Management LLC : Global Short Term Program

archived programs
Year-to-Date
N / A
Feb Performance
-3.56%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.22%
Sharpe (RFR=1%)
-0.48
CAROR
-4.88%
Assets
$ 1.5M
Worst DD
-23.27
S&P Correlation
0.11

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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since
10/2010
Global Short Term Program -3.56 -2.59 - -13.07 - - - -11.38
S&P 500 1.11 6.96 - 10.91 - - - 32.59
+/- S&P 500 -4.67 -9.54 - -23.98 - - - -43.98

Strategy Description

Summary

The Accela Global Short Term Program trades 80 global markets using multiple systems in order to generate attractive risk adjusted returns. The program is completely systematic and has holding periods that average around 10 days.

The systems vary in time frame and strategy... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 1,000k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$8.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
0 RT/YR/$M
Avg. Margin-to-Equity
9%
Targeted Worst DD
N/A
Worst Peak-to-Trough
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
100.00%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Composition

Stock Indices
35.00%
Grains
15.00%
Currency Futures
15.00%
Softs
12.00%
Interest Rates
11.00%
Energy
10.00%
Precious Metals
2.00%
Composition Pie Chart

Summary

The Accela Global Short Term Program trades 80 global markets using multiple systems in order to generate attractive risk adjusted returns. The program is completely systematic and has holding periods that average around 10 days.

The systems vary in time frame and strategy and are selected for their lack of correlation to one another and their ability to succeed in different market conditions. Strategies that perform well in trending markets are combined with ones that perform well in non-trending markets allowing us to generate attractive returns with less volatility.

Investment Strategy

The Accela Global Short Term Program seeks to generate attractive risk-adjusted returns with little correlation to traditional assets and low correlation to industry indices. The program trades 70 markets worldwide using multiple systematic strategies. Holding periods typically range from 2 - 15 days depending on the strategy. Risk is managed at the individual trade, sector, and portfolio levels. By employing broad market diversification, strategy diversification, short holding periods, and a dynamic risk management process, the Program hopes to keep volatility low while producing attractive returns.

Risk Management

Risk is tightly managed at the symbol, sector, and portfolio levels. Each of these forms of risk has a defined limit, which if exceeded, will cause a partial liquidation to occur, thereby bringing risk back within limits.

   

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
-23.27 24 - 2/1/2011 2/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
15.49 5 10/1/2010 2/1/2011
5.63 3 12/1/2011 2/1/2012
4.48 1 7/1/2011 7/1/2011
2.47 1 9/1/2011 9/1/2011
1.91 2 7/1/2012 8/1/2012
1.11 1 11/1/2012 11/1/2012
1.01 1 1/1/2013 1/1/2013
0.14 1 4/1/2011 4/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.61 4 3/1/2012 6/1/2012
-7.17 2 10/1/2011 11/1/2011
-6.42 1 3/1/2011 3/1/2011
-5.95 2 5/1/2011 6/1/2011
-3.59 1 12/1/2012 12/1/2012
-3.56 1 2/1/2013 2/1/2013
-3.20 2 9/1/2012 10/1/2012
-0.96 1 8/1/2011 8/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods29.0027.0024.0018.0012.00
Percent Profitable51.7237.0412.505.568.33
Average Period Return-0.36-1.26-3.67-7.36-10.85
Average Gain2.094.964.147.921.94
Average Loss-3.00-4.91-4.78-8.26-12.02
Best Period6.1010.948.077.921.94
Worst Period-6.42-11.75-8.90-16.26-16.52
Standard Deviation3.245.804.064.815.44
Gain Standard Deviation1.793.803.80
Loss Standard Deviation2.172.862.663.023.83
Sharpe Ratio (1%)-0.14-0.26-1.03-1.74-2.27
Average Gain / Average Loss0.701.010.870.960.16
Profit / Loss Ratio0.750.590.120.060.01
Downside Deviation (10%)2.785.357.2213.2019.17
Downside Deviation (5%)2.594.655.509.4413.41
Downside Deviation (0%)2.544.485.098.5212.02
Sortino Ratio (10%)-0.28-0.46-0.85-0.94-0.96
Sortino Ratio (5%)-0.17-0.32-0.76-0.89-0.92
Sortino Ratio (0%)-0.14-0.28-0.72-0.86-0.90

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.