Ace Capital Management : Mini Stock Index Program

archived programs
Year-to-Date
N / A
Performance
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
Worst DD
N/A
S&P Correlation
0.00

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.

Strategy Description

Summary

-Trading is in mini futures contracts in the stock indices. Ace uses a 90% systematic and a 10% discretionary approach. Position size is dynamic and changes based on market volatility. Approximately 20% to 30% will be used for margin and varies on market conditions. Ace performs best... Read More

Account & Fees

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

Subscriptions

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

Trading

Trading Frequency 0 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 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-Trading is in mini futures contracts in the stock indices. Ace uses a 90% systematic and a 10% discretionary approach. Position size is dynamic and changes based on market volatility. Approximately 20% to 30% will be used for margin and varies on market conditions. Ace performs best during times when the market is in a trading range. Generally, higher volatility will produce larger realized gains. In a sharply higher moving market, the system may be neutral. In a steep downward moving market, the system will experience a drawdown. The length of a drawdown usually parallels the length of a stock market correction, which has been running on average from two to six weeks, for the last couple of years. The system is non trend following and Mr. Weinreb does not attempt to forecast market direction. Background: Mr. Weinreb was born in 1944. He received a degree of BS in accounting from Brooklyn College in 1969, and a CPA degree in 1974. Since that time he has been practicing in the field of public accounting with his practice located in the New York City metropolitan area. He provides consulting services to small businesses and individuals.Mr. Weinreb has been trading stock-index futures for over 20 years. He has done extensive statistical studies and analysis of the stock market indices. In 1985 he published a weekly newsletter for traders in commodity futures.

   

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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.