Adamah Capital LLC : Asset Allocator Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 0.00% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.51% Sharpe (RFR=1%) -0.71 CAROR -6.05% Assets $ 100k Worst DD -33.68 S&P Correlation 0.52 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 Dec Qtr 2019 1yr 3yr 5yr 10yr Since3/2011 Asset Allocator Program 0.00 -2.14 - 1.82 -16.43 -22.46 - -30.53 S&P 500 1.82 3.25 - 9.54 21.13 78.02 - 68.83 +/- S&P 500 -1.82 -5.40 - -7.72 -37.56 -100.48 - -99.36 Strategy Description Investment StrategyAdamah’s Asset Allocator program applies the firm’s core quantitative trading strategies to the major futures markets – with a focus on the more traditional assets, such as fixed income and equity indices. The Asset Allocator program offers good diversification benefits... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $16.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1600 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 20.00% 1-3 Months 40.00% 1-30 Days 35.00% Intraday 5.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 20.00% Trend-following 80.00% Composition Stock Indices 40.00% Interest Rates 35.00% Softs 6.00% Currency Futures 5.00% Grains 4.00% Livestock 4.00% Precious Metals 3.00% Energy 3.00% Investment StrategyAdamah’s Asset Allocator program applies the firm’s core quantitative trading strategies to the major futures markets – with a focus on the more traditional assets, such as fixed income and equity indices. The Asset Allocator program offers good diversification benefits for Adamah’s Diversified and Short-Term Programs.Risk ManagementAdamah believes that risk management is at least as important as trade signal generation. Risk is controlled on a variety of levels, including the trade/market, sector, and portfolio level. Several proprietary measures of risk are used to monitor volatility and “range.” Risk per trade is computed dynamically, but is typically less than the 1%-1.5% range. 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 -33.68 -1 - 1/1/0001 1/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 8.14 2 6/1/2012 7/1/2012 7.25 3 10/1/2011 12/1/2011 5.76 2 2/1/2016 3/1/2016 5.47 2 5/1/2014 6/1/2014 5.07 3 5/1/2016 7/1/2016 4.14 2 3/1/2013 4/1/2013 3.63 2 11/1/2014 12/1/2014 3.50 1 7/1/2015 7/1/2015 2.71 2 6/1/2011 7/1/2011 2.60 2 3/1/2012 4/1/2012 1.90 1 2/1/2015 2/1/2015 1.51 3 11/1/2012 1/1/2013 1.50 1 11/1/2015 11/1/2015 1.40 1 8/1/2014 8/1/2014 1.30 1 11/1/2016 11/1/2016 0.60 1 4/1/2015 4/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.82 12 5/1/2013 4/1/2014 -14.53 2 8/1/2011 9/1/2011 -10.53 3 8/1/2015 10/1/2015 -7.76 2 12/1/2015 1/1/2016 -7.06 3 8/1/2012 10/1/2012 -5.62 3 8/1/2016 10/1/2016 -5.40 1 3/1/2015 3/1/2015 -4.86 3 3/1/2011 5/1/2011 -3.67 2 9/1/2014 10/1/2014 -2.80 1 5/1/2012 5/1/2012 -2.10 1 1/1/2015 1/1/2015 -1.99 2 5/1/2015 6/1/2015 -1.40 1 4/1/2016 4/1/2016 -1.40 1 7/1/2014 7/1/2014 -0.60 1 2/1/2013 2/1/2013 -0.50 2 1/1/2012 2/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods70.0068.0065.0059.0053.0047.0035.0023.00 Percent Profitable41.4339.7127.6918.647.552.130.000.00 Average Period Return-0.48-1.44-2.79-5.40-8.36-11.13-16.84-21.16 Average Gain1.932.663.382.934.772.79 Average Loss-2.36-4.14-5.15-7.31-9.43-11.43-16.84-21.16 Best Period6.407.259.5611.8910.082.79-3.19-13.38 Worst Period-10.50-12.82-16.23-17.59-18.33-19.50-26.88-25.97 Standard Deviation2.754.135.215.835.464.575.693.25 Gain Standard Deviation1.541.762.603.654.16 Loss Standard Deviation2.012.783.834.393.964.125.693.25 Sharpe Ratio (1%)-0.21-0.41-0.63-1.10-1.81-2.87-3.50-7.77 Average Gain / Average Loss0.820.640.660.400.510.24 Profit / Loss Ratio0.620.420.250.090.040.01 Downside Deviation (10%)2.514.697.2511.8616.8421.8633.0842.83 Downside Deviation (5%)2.324.025.798.4611.1713.9020.6525.42 Downside Deviation (0%)2.273.865.447.679.8212.0117.7521.40 Sortino Ratio (10%)-0.35-0.57-0.73-0.88-0.95-0.98-0.99-1.00 Sortino Ratio (5%)-0.24-0.42-0.57-0.76-0.88-0.95-0.96-0.99 Sortino Ratio (0%)-0.21-0.37-0.51-0.70-0.85-0.93-0.95-0.99 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 10 1.30 3/2016 Trend Following Strategy Index Month 5 2.70 6/2012 Systematic Trader Index Month 7 6.40 10/2011 Diversified Trader Index Month 7 6.40 10/2011 Trend Following Strategy Index Month 2 6.40 10/2011 Trend Following Strategy Index Month 6 0.70 6/2011 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