AIS Capital Management, L.P. : Frontera Global Opportunity Program (futures only) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance -1.54% Min Investment $ 10,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.12% Sharpe (RFR=1%) 0.05 CAROR 1.00% Assets $ 13.3M Worst DD -11.49 S&P Correlation 0.35 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 May Qtr YTD 1yr 3yr 5yr 10yr Since8/2009 Frontera Global Opportunity Program (futures only) -1.54 - - - - - -7.80 6.00 S&P 500 1.05 - - - - - 76.84 260.16 +/- S&P 500 -2.59 - - - - - -84.64 -254.16 Strategy Description SummaryFrontera Global Opportunity seeks to deliver high-quality alpha returns through fundamentally driven, diversified, risk-controlled positions within discretionary and systematic global macro strategies. The systematic strategies quantify over 300 distinct fundamental linkages of... Read More Account & Fees Type Managed Account Minimum Investment $ 10,000k Trading Level Incremental Increase $ 1k CTA Max Funding Factor 3.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $4.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1600 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -12.00% Worst Peak-to-Trough -11.50% Sector Focus Diversified Traders Holding Periods Over 12 Months 5.00% 4-12 Months 10.00% 1-3 Months 70.00% 1-30 Days 10.00% Intraday 5.00% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Fundamental 80.00% Technical 20.00% Composition Interest Rates 25.00% Stock Indices 25.00% Currency Futures 20.00% Industrial Metals 6.00% Precious Metals 6.00% Energy 6.00% Currency FX 5.00% Grains 2.00% Livestock 2.00% Softs 2.00% VIX 1.00% SummaryFrontera Global Opportunity seeks to deliver high-quality alpha returns through fundamentally driven, diversified, risk-controlled positions within discretionary and systematic global macro strategies. The systematic strategies quantify over 300 distinct fundamental linkages of economic momentum, fundamental value and price action on over 200 tradable markets. We track 100-plus economic linkages for each tradable instrument and produce daily buy-sell indicators individually (factor-level) and in aggregate (tradable-level). Examples include: the relationship of yield curves and swap spreads to trade equity indexes; the Chinese Leading Indicator and Baltic Dry Index to trade commodities; and credit spreads and the Fed Model to trade government bonds. The objective is to generate Information Ratios at the individual indicator level of 0.10 to 0.50; at the aggregated tradable level of 0.60 to 1.20; and at the asset class and portfolio level of 1.50 or better. Systematic strategies include directional and relative-value trades in global commodities; currencies; equity indices; global short-, medium-, and long-term interest rates; and volatility. The systematic strategy seeks to profit from the notions that, 1) in the intermediate to long run, macroeconomic and market fundamentals determine asset returns, yet 2) it is critical to assess technical conditions in order to preserve capital when shorter-term market forces lead markets to trade away from the fundamentals. We supplement the 90% systematic trading with 10% discretionary macro strategies in order to enhance portfolio performance and reduce portfolio risk. These strategies seek to capitalize on longer-term macroeconomic views and volatility mispricings; to express positions that fall outside the purview of the systematic model; and to protect capital during periods of market stress and fundamental decoupling. The resulting portfolio is subject to strict predetermined risk limits at the position, sector, asset class, and portfolio level.Risk ManagementNot only does the strategy target a clients desired volalitily, it also impliments a drawdown control overlay that cuts exposure by 20% for every 1% of equity lost until the exposure is 20% or the drawdown is over and equity invested rising again. 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 -11.49 8 32 2/1/2011 10/1/2011 -11.43 11 - 6/1/2014 5/1/2015 -8.35 1 5 4/1/2010 5/1/2010 -4.47 1 2 12/1/2009 1/1/2010 -2.67 2 1 9/1/2009 11/1/2009 -0.04 1 1 1/1/0001 8/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 22.97 7 8/1/2010 2/1/2011 10.68 4 11/1/2011 2/1/2012 8.40 5 9/1/2012 1/1/2013 7.27 5 2/1/2014 6/1/2014 6.45 3 2/1/2010 4/1/2010 5.82 1 1/1/2015 1/1/2015 5.40 4 7/1/2013 10/1/2013 3.08 1 12/1/2009 12/1/2009 2.44 1 6/1/2010 6/1/2010 1.17 1 9/1/2009 9/1/2009 0.68 1 11/1/2014 11/1/2014 0.64 1 9/1/2011 9/1/2011 0.41 1 4/1/2011 4/1/2011 0.14 1 3/1/2015 3/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.54 4 5/1/2011 8/1/2011 -8.35 1 5/1/2010 5/1/2010 -7.75 6 3/1/2012 8/1/2012 -7.36 4 7/1/2014 10/1/2014 -6.34 5 2/1/2013 6/1/2013 -5.56 1 2/1/2015 2/1/2015 -4.47 1 1/1/2010 1/1/2010 -2.87 1 12/1/2014 12/1/2014 -2.67 2 10/1/2009 11/1/2009 -2.31 2 4/1/2015 5/1/2015 -2.29 3 11/1/2013 1/1/2014 -2.23 1 3/1/2011 3/1/2011 -0.97 1 10/1/2011 10/1/2011 -0.88 1 7/1/2010 7/1/2010 -0.04 1 8/1/2009 8/1/2009 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 Profitable51.4354.4152.3162.7175.4772.3477.1473.91 Average Period Return0.120.411.002.664.094.246.158.94 Average Gain2.023.825.686.116.846.809.0213.74 Average Loss-1.90-3.67-4.14-3.13-4.38-2.46-3.51-4.66 Best Period5.8312.6522.2021.2919.7118.8119.3223.54 Worst Period-8.35-7.31-11.19-9.04-9.64-5.13-6.32-8.23 Standard Deviation2.634.716.686.306.755.706.559.88 Gain Standard Deviation1.743.425.545.385.134.474.276.12 Loss Standard Deviation1.772.023.062.002.921.541.543.00 Sharpe Ratio (1%)0.010.030.070.260.380.390.480.49 Average Gain / Average Loss1.061.041.371.951.562.762.572.95 Profit / Loss Ratio1.131.241.503.284.807.238.678.35 Downside Deviation (10%)2.023.585.045.426.838.0911.5615.88 Downside Deviation (5%)1.842.973.822.793.242.513.224.68 Downside Deviation (0%)1.802.823.532.252.581.511.812.76 Sortino Ratio (10%)-0.14-0.23-0.29-0.43-0.51-0.74-0.83-0.79 Sortino Ratio (5%)0.020.050.130.600.800.890.971.04 Sortino Ratio (0%)0.070.140.281.181.592.813.393.24 Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 4 3.68 11/2010 Systematic Trader Index Month 6 3.68 11/2010 IASG CTA Index Month 8 3.68 11/2010 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