Accela Capital Management LLC : Global Short Term Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since10/2010 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 SummaryThe 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% SummaryThe 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 StrategyThe 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 ManagementRisk 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. 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 -23.27 24 - 2/1/2011 2/1/2013 Show More 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 Show More 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 Show More 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. 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