Adamah Capital LLC : Short-Term 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 9.03% Sharpe (RFR=1%) -0.27 CAROR -1.81% Assets $ 100k Worst DD -24.87 S&P Correlation 0.23 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 YTD 1yr 3yr 5yr 10yr Since12/2010 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 SummaryAdamah’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% Composition Stock Indices 90.00% Precious Metals 3.00% Energy 3.00% Currency Futures 2.00% Interest Rates 2.00% SummaryAdamah’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 StrategyThe 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 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 1.5% 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 -24.87 49 - 4/1/2011 5/1/2015 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel