Adventum Inc : Salthill

archived programs
Year-to-Date
N / A
Sep Performance
10.71%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
48.14%
Sharpe (RFR=1%)
1.64
CAROR
96.30%
Assets
$ 300k
Worst DD
-26.44
S&P Correlation
0.14

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
10/2011
Salthill 10.71 - - - - - - 285.34
S&P 500 2.97 - - - - - - 176.43
+/- S&P 500 7.74 - - - - - - 108.91

Strategy Description

Investment Strategy

Daytrading strategy from a trader managing his own money. Extensive banking pedigree, he is now out on his own running his own capital.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 25.00%
Average Commission $20.00
Available to US Investors No

Subscriptions

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

Trading

Trading Frequency 20000 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD -15.00%
Worst Peak-to-Trough 20.00%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 10.00%
Systematic 90.00%

Strategy

Composition

Currency FX
100.00%
Composition Pie Chart

Investment Strategy

Daytrading strategy from a trader managing his own money. Extensive banking pedigree, he is now out on his own running his own capital.

   

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
-26.44 2 8 11/1/2012 1/1/2013
-14.20 2 1 3/1/2012 5/1/2012
-10.37 1 1 7/1/2012 8/1/2012
-2.45 1 1 1/1/0001 10/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
103.90 5 11/1/2011 3/1/2012
64.80 2 6/1/2012 7/1/2012
49.82 3 9/1/2012 11/1/2012
28.30 2 2/1/2013 3/1/2013
15.64 2 8/1/2013 9/1/2013
0.63 1 5/1/2013 5/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-26.44 2 12/1/2012 1/1/2013
-14.20 2 4/1/2012 5/1/2012
-10.37 1 8/1/2012 8/1/2012
-3.89 2 6/1/2013 7/1/2013
-3.32 1 4/1/2013 4/1/2013
-2.45 1 10/1/2011 10/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods24.0022.0019.0013.007.00
Percent Profitable62.5077.2784.21100.00100.00
Average Period Return6.6621.5745.23113.53178.92
Average Gain14.7931.1954.61113.53178.92
Average Loss-6.90-11.16-4.79
Best Period37.4162.01121.29271.68256.40
Worst Period-22.93-23.38-8.1918.4993.73
Standard Deviation13.9026.2740.1686.1670.41
Gain Standard Deviation10.0021.2836.6086.1670.41
Loss Standard Deviation7.038.933.48
Sharpe Ratio (1%)0.470.811.111.312.52
Average Gain / Average Loss2.142.7911.39
Profit / Loss Ratio3.579.5060.76
Downside Deviation (10%)6.047.033.10
Downside Deviation (5%)5.906.642.39
Downside Deviation (0%)5.866.542.21
Sortino Ratio (10%)1.032.8913.80
Sortino Ratio (5%)1.113.2118.74
Sortino Ratio (0%)1.143.3020.42

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.