Ascendant Asset Advisors : JLD Managed Futures Trading Program

archived programs
Year-to-Date
N / A
Dec Performance
3.22%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
50.00%
Annualized Vol
23.89%
Sharpe (RFR=1%)
2.22
CAROR
-
Assets
$ 1.3M
Worst DD
-9.55
S&P Correlation
-0.28

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 Since
6/2008
JLD Managed Futures Trading Program 3.22 - - - - - - 122.57
S&P 500 1.78 - - - - - - 170.64
+/- S&P 500 1.44 - - - - - - -48.06

Strategy Description

Summary

-The JLD MANAGED FUTURES TRADING PROGRAM (Formally called the JLD Global Commodity Program)trades futures on more than 10 different futures markets. This may include interest rates, currencies, stock indices, metals, agriculture, and energies. The goal of this Program is to provide... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 50.00%
Average Commission $6.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Anytime
Redemption Frequency Monthly
Investor Requirements Accredited Investors
Lock-up Period 1

Trading

Trading Frequency 12000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 10.00%
1-30 Days
Intraday 90.00%

Decision-Making

Discretionary 70.00%
Systematic 30.00%

Strategy

Summary

-The JLD MANAGED FUTURES TRADING PROGRAM (Formally called the JLD Global Commodity Program)trades futures on more than 10 different futures markets. This may include interest rates, currencies, stock indices, metals, agriculture, and energies. The goal of this Program is to provide superior risk-adjusted investment returns by employing a technical trading system which uses proprietary indicators to evaluate and then execute trading opportunities. The JLD Managed Futures Trading Programs objective is to exit futures positions before the end of day to minimize any overnight risk. The program may use options on futures positions sparingly to hedge existing futures positions if they are held overnight. The options on futures positions although used minimally are generally held for 3-5 weeks. This program is more suitable for those investors who seek a highly aggressive and highly speculative investment program.

   

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:
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Risk
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-9.55 2 - 6/1/2009 8/1/2009
-3.92 1 1 8/1/2008 9/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
61.89 9 10/1/2008 6/1/2009
47.04 3 6/1/2008 8/1/2008
4.91 2 9/1/2009 10/1/2009
3.22 1 12/1/2009 12/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.55 2 7/1/2009 8/1/2009
-3.92 1 9/1/2008 9/1/2008
-0.64 1 11/1/2009 11/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods19.0017.0014.008.00
Percent Profitable78.9582.3585.71100.00
Average Period Return4.5112.0024.5559.58
Average Gain6.6615.7429.0359.58
Average Loss-3.56-5.47-2.36
Best Period21.1447.0452.67120.12
Worst Period-7.93-7.67-2.6840.69
Standard Deviation6.9014.4020.1029.14
Gain Standard Deviation5.9413.0018.0029.14
Loss Standard Deviation3.212.520.45
Sharpe Ratio (1%)0.640.821.202.01
Average Gain / Average Loss1.872.8812.29
Profit / Loss Ratio7.0113.4373.73
Downside Deviation (10%)2.222.941.92
Downside Deviation (5%)2.102.551.09
Downside Deviation (0%)2.072.450.90
Sortino Ratio (10%)1.843.6611.48
Sortino Ratio (5%)2.104.6022.06
Sortino Ratio (0%)2.174.8927.24

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.