Adobe Asset Management : AADP

archived programs
Year-to-Date
N / A
Jan Performance
0.00%
Min Investment
$ 2,000k
Mgmt. Fee
1.80%
Perf. Fee
20.00%
Annualized Vol
33.83%
Sharpe (RFR=1%)
0.98
CAROR
32.86%
Assets
$ 2.5M
Worst DD
-47.58
S&P Correlation
0.03

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
1/2000
AADP 0.00 - - - - - -3.52 2,997.44
S&P 500 4.36 - - - - - 16.10 132.07
+/- S&P 500 -4.36 - - - - - -19.62 2,865.37

Strategy Description

Summary

AADP trades twenty times the quantity traded in Financial Futures Discretionary Program (FFDP) with the same amount of equity. Proforma performance based on the actual FFDP performance is presented up to June 2009. Actual performance begins July 2009. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 2,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.80%
Performance Fee 20.00%
Average Commission $5.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 10000 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD -30.00%
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 100.00%
Systematic 0%

Strategy

Composition

Currency Futures
34.00%
Interest Rates
33.00%
Stock Indices
33.00%
Composition Pie Chart

Summary

AADP trades twenty times the quantity traded in Financial Futures Discretionary Program (FFDP) with the same amount of equity. Proforma performance based on the actual FFDP performance is presented up to June 2009. Actual performance begins July 2009.

   

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
-47.58 4 9 6/1/2001 10/1/2001
-28.49 1 3 10/1/2000 11/1/2000
-20.72 8 5 2/1/2006 10/1/2006
-20.17 1 3 2/1/2001 3/1/2001
-16.22 3 2 6/1/2004 9/1/2004
-13.04 2 5 11/1/2003 1/1/2004
-10.57 1 2 6/1/2003 7/1/2003
-10.03 2 2 9/1/2005 11/1/2005
-9.17 3 6 9/1/2008 12/1/2008
-8.15 2 11 6/1/2009 8/1/2009
-7.80 1 1 9/1/2003 10/1/2003
-7.02 3 10 3/1/2007 6/1/2007
-6.16 9 - 10/1/2010 7/1/2011
-4.60 1 1 4/1/2003 5/1/2003
-4.17 1 1 11/1/2004 12/1/2004
-2.47 1 2 8/1/2002 9/1/2002
-0.97 1 2 11/1/2002 12/1/2002
-0.76 1 1 7/1/2008 8/1/2008
-0.12 1 1 2/1/2000 3/1/2000
-0.12 1 1 5/1/2008 6/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
333.83 7 4/1/2000 10/1/2000
80.00 5 4/1/2002 8/1/2002
51.72 3 12/1/2000 2/1/2001
49.35 4 1/1/2003 4/1/2003
40.97 2 1/1/2000 2/1/2000
37.83 3 4/1/2001 6/1/2001
33.24 4 11/1/2001 2/1/2002
27.65 9 1/1/2005 9/1/2005
25.91 1 6/1/2003 6/1/2003
21.91 2 8/1/2003 9/1/2003
20.53 2 10/1/2004 11/1/2004
19.02 2 2/1/2007 3/1/2007
16.43 3 12/1/2005 2/1/2006
15.94 3 3/1/2008 5/1/2008
14.80 3 2/1/2004 4/1/2004
12.58 2 10/1/2002 11/1/2002
11.28 12 11/1/2009 10/1/2010
9.91 1 11/1/2003 11/1/2003
9.33 2 11/1/2006 12/1/2006
8.41 1 7/1/2008 7/1/2008
6.03 2 5/1/2009 6/1/2009
5.93 3 1/1/2009 3/1/2009
5.11 2 7/1/2007 8/1/2007
4.79 1 6/1/2004 6/1/2004
4.50 2 4/1/2006 5/1/2006
4.24 2 10/1/2007 11/1/2007
2.01 1 1/1/2008 1/1/2008
1.59 1 9/1/2008 9/1/2008
1.50 1 8/1/2011 8/1/2011
1.30 1 5/1/2011 5/1/2011
0.94 1 10/1/2011 10/1/2011
0.85 1 9/1/2009 9/1/2009
0.09 1 8/1/2004 8/1/2004
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Consecutive Losses

Run-up Length (Mos.) Start End
-47.58 4 7/1/2001 10/1/2001
-28.49 1 11/1/2000 11/1/2000
-20.17 1 3/1/2001 3/1/2001
-17.90 5 6/1/2006 10/1/2006
-15.48 1 9/1/2004 9/1/2004
-13.04 2 12/1/2003 1/1/2004
-10.57 1 7/1/2003 7/1/2003
-10.03 2 10/1/2005 11/1/2005
-9.17 3 10/1/2008 12/1/2008
-8.15 2 7/1/2009 8/1/2009
-7.80 1 10/1/2003 10/1/2003
-7.59 1 3/1/2006 3/1/2006
-7.02 3 4/1/2007 6/1/2007
-4.91 6 11/1/2010 4/1/2011
-4.60 1 9/1/2007 9/1/2007
-4.60 1 5/1/2003 5/1/2003
-4.17 1 12/1/2007 12/1/2007
-4.17 1 12/1/2004 12/1/2004
-3.75 1 5/1/2004 5/1/2004
-2.58 2 6/1/2011 7/1/2011
-2.47 1 9/1/2002 9/1/2002
-1.40 1 2/1/2008 2/1/2008
-0.97 1 7/1/2004 7/1/2004
-0.97 1 12/1/2002 12/1/2002
-0.76 1 8/1/2008 8/1/2008
-0.60 1 4/1/2009 4/1/2009
-0.56 1 9/1/2011 9/1/2011
-0.55 1 1/1/2007 1/1/2007
-0.55 1 3/1/2002 3/1/2002
-0.47 1 10/1/2009 10/1/2009
-0.12 1 6/1/2008 6/1/2008
-0.12 1 3/1/2000 3/1/2000
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods145.00143.00140.00134.00128.00122.00110.0098.0086.00
Percent Profitable62.0767.1367.8676.1289.0698.3698.18100.00100.00
Average Period Return2.858.9619.6036.2852.6669.02130.84191.45240.75
Average Gain7.4016.7132.8550.1659.6270.22133.29191.45240.75
Average Loss-4.87-7.03-8.38-7.98-3.98-3.45-1.52
Best Period40.63145.68272.99382.89629.21386.56891.371770.391814.27
Worst Period-28.49-47.18-43.15-37.42-12.22-3.88-1.5717.7823.88
Standard Deviation9.7722.6447.3172.6696.1792.99184.46300.07342.16
Gain Standard Deviation8.5723.1352.0578.2199.7493.29185.27300.07342.16
Loss Standard Deviation6.589.8110.208.053.580.600.08
Sharpe Ratio (1%)0.280.380.400.490.530.720.690.620.69
Average Gain / Average Loss1.522.383.926.2914.9720.3487.79
Profit / Loss Ratio2.634.968.2820.04121.881220.234740.75
Downside Deviation (10%)5.027.238.417.514.363.123.510.640.43
Downside Deviation (5%)4.906.887.625.852.150.720.65
Downside Deviation (0%)4.876.807.435.491.740.450.20
Sortino Ratio (10%)0.491.072.044.1710.3418.8332.79263.51494.14
Sortino Ratio (5%)0.561.272.516.0323.8092.83195.60
Sortino Ratio (0%)0.581.322.646.6030.21154.93638.68

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.