Adamah Capital LLC : Short-Term Program

archived programs
Year-to-Date
N / A
Dec Performance
0.00%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
9.03%
Sharpe (RFR=1%)
-0.27
CAROR
-1.81%
Assets
$ 100k
Worst DD
-24.87
S&P Correlation
0.23

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 YTD 1yr 3yr 5yr 10yr Since
12/2010
Short-Term Program 0.00 - - - - -1.02 - -10.54
S&P 500 1.82 - - - - 78.02 - 175.45
+/- S&P 500 -1.82 - - - - -79.05 - -185.98

Strategy Description

Summary

Adamah’s Short-Term program applies short-term quantitative and systematic strategies with a focus on markets where liquidity and volatility can accommodate a shorter-term time horizon (such as the S&P). The Short-Term program offers good diversification benefits for longer-term and... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $12.00
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 2000 RT/YR/$M
Avg. Margin-to-Equity 7%
Targeted Worst DD -29.00%
Worst Peak-to-Trough 5.00%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 2.00%
1-30 Days 65.00%
Intraday 33.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Counter-trend
10.00%
Momentum
20.00%
Pattern Recognition
20.00%
Technical
20.00%
Trend-following
20.00%
Other
10.00%
Strategy Pie Chart

Composition

Stock Indices
90.00%
Precious Metals
3.00%
Energy
3.00%
Currency Futures
2.00%
Interest Rates
2.00%
Composition Pie Chart

Summary

Adamah’s Short-Term program applies short-term quantitative and systematic strategies with a focus on markets where liquidity and volatility can accommodate a shorter-term time horizon (such as the S&P). The Short-Term program offers good diversification benefits for longer-term and diversified futures strategies.

Investment Strategy

The Short-Term program applies machine-learning techniques, technical market action and pattern recognition. The program focuses on short-term and intermediate-term trends -- with long-term approaches to improve diversification and minimize drawdown volatility.

Risk Management

Adamah 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 1.5% range.

   

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
-24.87 49 - 4/1/2011 5/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
15.54 5 12/1/2010 4/1/2011
8.20 1 2/1/2016 2/1/2016
7.95 2 3/1/2013 4/1/2013
6.06 2 3/1/2014 4/1/2014
4.86 2 6/1/2012 7/1/2012
4.44 2 12/1/2012 1/1/2013
4.34 2 6/1/2015 7/1/2015
3.72 2 4/1/2016 5/1/2016
3.30 1 11/1/2015 11/1/2015
2.90 1 12/1/2014 12/1/2014
2.11 2 9/1/2012 10/1/2012
1.70 1 4/1/2012 4/1/2012
1.50 1 9/1/2011 9/1/2011
1.30 1 7/1/2016 7/1/2016
0.80 1 2/1/2015 2/1/2015
0.70 1 4/1/2015 4/1/2015
0.30 1 7/1/2013 7/1/2013
0.20 1 6/1/2014 6/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-16.49 4 5/1/2011 8/1/2011
-11.07 7 8/1/2013 2/1/2014
-7.31 5 8/1/2016 12/1/2016
-6.72 5 7/1/2014 11/1/2014
-4.50 1 5/1/2014 5/1/2014
-4.00 1 1/1/2015 1/1/2015
-3.20 1 3/1/2015 3/1/2015
-2.99 3 8/1/2015 10/1/2015
-2.70 1 3/1/2016 3/1/2016
-2.50 1 2/1/2013 2/1/2013
-2.29 6 10/1/2011 3/1/2012
-2.20 1 6/1/2016 6/1/2016
-2.20 1 5/1/2015 5/1/2015
-1.89 2 5/1/2013 6/1/2013
-1.70 1 5/1/2012 5/1/2012
-1.69 2 12/1/2015 1/1/2016
-1.30 1 11/1/2012 11/1/2012
-0.70 1 8/1/2012 8/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods73.0071.0068.0062.0056.0050.0038.0026.00
Percent Profitable39.7345.0739.7140.3241.0732.002.637.69
Average Period Return-0.12-0.50-1.19-1.90-2.85-4.57-8.80-9.48
Average Gain2.373.344.806.425.773.151.481.06
Average Loss-1.94-3.74-5.13-7.52-8.86-8.20-9.08-10.36
Best Period8.2011.0510.6813.9714.409.511.481.84
Worst Period-5.90-12.83-16.51-15.76-16.83-20.40-14.91-23.18
Standard Deviation2.614.506.087.888.477.363.826.75
Gain Standard Deviation1.932.732.673.474.212.821.10
Loss Standard Deviation1.362.924.134.074.555.873.466.25
Sharpe Ratio (1%)-0.08-0.17-0.28-0.37-0.51-0.89-3.10-2.01
Average Gain / Average Loss1.220.890.940.850.650.380.160.10
Profit / Loss Ratio0.890.750.620.580.450.180.000.01
Downside Deviation (10%)2.004.216.7110.2013.3216.5124.8531.73
Downside Deviation (5%)1.803.605.407.288.669.6912.4215.07
Downside Deviation (0%)1.753.455.096.597.628.279.5811.55
Sortino Ratio (10%)-0.26-0.41-0.55-0.68-0.78-0.90-0.99-0.98
Sortino Ratio (5%)-0.11-0.21-0.31-0.40-0.50-0.68-0.95-0.90
Sortino Ratio (0%)-0.07-0.14-0.23-0.29-0.37-0.55-0.92-0.82

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.