Appleton Capital Management : Global Opportunity Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -1.86% Min Investment $ 3,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 12.39% Sharpe (RFR=1%) 0.25 CAROR 3.38% Assets $ 10.9M Worst DD -16.35 S&P Correlation 0.00 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 Since5/2003 Global Opportunity Program -1.86 - - - - - - 29.07 S&P 500 6.53 - - - - - - 321.28 +/- S&P 500 -8.39 - - - - - - -292.22 Strategy Description Summary-Appleton Global Opportunity Program - Proprietary mathematical forecasting and optimisation techniques are applied to a select basket of futures contracts. All trading is taken with a medium-term view. Markets are chosen according to their tendency to display inefficiencies over protracted... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 700 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Summary-Appleton Global Opportunity Program - Proprietary mathematical forecasting and optimisation techniques are applied to a select basket of futures contracts. All trading is taken with a medium-term view. Markets are chosen according to their tendency to display inefficiencies over protracted periods of time. This manifests itself as persistent direction which responds to a price based forecast.Investment StrategyThe program is based on qualitative trading decisions and is a substantially different trading approach to that of the Appleton currency programs. It is a systematic approach to the major financial and commodity futures markets without being limited to currency contracts and is also a substantially different trading approach to that of the Appleton currency programs. The Appleton Global Opportunity Program is traded using a 100% systematic approach to the major futures markets. The particular contracts that are traded are the result of a series of filters that analyze the tendency of a data series to display memory or trend. Additionally, contracts are scanned for their liquidity and political stability characteristics. In fundamental investment terms, the Program can be broadly compared to the basic tenets of Modern Portfolio Theory. Given a fixed number of investment opportunities, in this case futures contracts, the investment manager must endeavour to attain an optimal level of return for a fixed level of risk. This mean variance optimisation process is derived from three key components – expected return, expected risk and correlation between subholdings. The CTA also accepts notional funding. 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 -16.35 14 - 12/1/2008 2/1/2010 -12.78 3 8 6/1/2007 9/1/2007 -11.56 2 3 1/1/2007 3/1/2007 -11.21 7 5 12/1/2005 7/1/2006 -9.76 13 5 5/1/2003 6/1/2004 -9.43 5 3 11/1/2004 4/1/2005 -7.79 2 2 6/1/2008 8/1/2008 -1.49 1 1 7/1/2005 8/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.06 2 5/1/2008 6/1/2008 13.84 5 7/1/2004 11/1/2004 13.80 3 11/1/2006 1/1/2007 13.80 3 4/1/2007 6/1/2007 12.64 4 9/1/2005 12/1/2005 10.95 4 5/1/2010 8/1/2010 10.42 3 5/1/2005 7/1/2005 9.08 4 9/1/2008 12/1/2008 8.62 3 10/1/2007 12/1/2007 7.65 2 8/1/2006 9/1/2006 6.48 2 2/1/2008 3/1/2008 6.05 1 11/1/2009 11/1/2009 5.87 3 10/1/2003 12/1/2003 4.42 1 5/1/2003 5/1/2003 3.49 1 2/1/2004 2/1/2004 3.32 1 3/1/2005 3/1/2005 2.97 1 2/1/2009 2/1/2009 2.68 1 3/1/2010 3/1/2010 1.52 1 5/1/2004 5/1/2004 1.27 1 5/1/2009 5/1/2009 1.08 1 3/1/2006 3/1/2006 1.07 1 10/1/2010 10/1/2010 0.99 2 8/1/2009 9/1/2009 0.57 1 6/1/2006 6/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -12.78 3 7/1/2007 9/1/2007 -11.56 2 2/1/2007 3/1/2007 -9.52 3 12/1/2009 2/1/2010 -8.52 2 4/1/2006 5/1/2006 -7.79 2 7/1/2008 8/1/2008 -7.74 4 6/1/2003 9/1/2003 -7.59 2 3/1/2004 4/1/2004 -6.74 2 3/1/2009 4/1/2009 -6.73 3 12/1/2004 2/1/2005 -6.01 1 4/1/2005 4/1/2005 -5.94 1 10/1/2009 10/1/2009 -5.79 2 11/1/2010 12/1/2010 -3.60 1 1/1/2009 1/1/2009 -3.51 2 1/1/2006 2/1/2006 -3.08 1 1/1/2008 1/1/2008 -2.54 1 1/1/2004 1/1/2004 -2.36 1 6/1/2004 6/1/2004 -2.10 2 6/1/2009 7/1/2009 -1.49 1 8/1/2005 8/1/2005 -1.05 1 7/1/2006 7/1/2006 -0.96 1 4/1/2010 4/1/2010 -0.92 1 9/1/2010 9/1/2010 -0.49 1 10/1/2006 10/1/2006 -0.34 1 4/1/2008 4/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods92.0090.0087.0081.0075.0069.0057.0045.0033.00 Percent Profitable55.4355.5657.4766.6778.6782.6194.74100.00100.00 Average Period Return0.341.042.284.197.1810.5217.4524.2931.08 Average Gain2.995.587.709.1311.0113.8418.5724.2931.08 Average Loss-2.96-4.63-5.04-5.70-6.91-5.22-2.68 Best Period8.0613.8021.9021.8826.3234.9237.6152.9349.63 Worst Period-8.79-12.78-11.03-15.73-14.90-12.05-5.152.878.43 Standard Deviation3.586.127.709.0310.0010.409.7311.9410.75 Gain Standard Deviation1.953.855.216.217.218.008.7011.9410.75 Loss Standard Deviation2.052.733.004.454.813.962.29 Sharpe Ratio (1%)0.070.130.230.350.570.821.481.692.42 Average Gain / Average Loss1.011.211.531.601.592.656.94 Profit / Loss Ratio1.261.512.063.205.8712.60124.91 Downside Deviation (10%)2.624.305.296.807.467.256.306.365.65 Downside Deviation (5%)2.443.724.104.624.453.411.410.18 Downside Deviation (0%)2.393.573.814.153.852.690.75 Sortino Ratio (10%)-0.03-0.04-0.04-0.12-0.050.040.270.430.61 Sortino Ratio (5%)0.110.210.430.691.282.5010.25114.28 Sortino Ratio (0%)0.140.290.601.011.873.9223.31 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