Ascendant Asset Advisors : Short Term Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 2.71% Min Investment $ 50k Mgmt. Fee 2.50% Perf. Fee 25.00% Annualized Vol 19.31% Sharpe (RFR=1%) 2.39 CAROR - Assets $ 625k Worst DD -2.54 S&P Correlation -0.08 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 Since5/2009 Short Term Trading Program 2.71 - - - - - - 34.80 S&P 500 1.78 - - - - - - 276.89 +/- S&P 500 0.93 - - - - - - -242.09 Strategy Description SummaryThe Short Term Trading Program trades primarily 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... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.50% Performance Fee 25.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Anytime Redemption Frequency Anytime Investor Requirements Any Investor Lock-up Period 1 Trading Trading Frequency 12000 RT/YR/$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 5.00% 1-30 Days Intraday 95.00% Decision-Making Discretionary 70.00% Systematic 30.00% Strategy Option-purchasing 10.00% Option-spreads 10.00% Option-writing 10.00% Other 70.00% SummaryThe Short Term Trading Program trades primarily 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 Short Term Trading Program generally exits futures positions before the end of day to minimize any overnight risk. The program may occasionally trade options on futures in the same markets and positions are generally held for 3-5 weeks.Investment StrategyThe Short Term Trading Program trades primarily 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 Short Term Trading Program generally exits futures positions before the end of day to minimize any overnight risk. The program may occasionally trade options on futures in the same markets and positions are generally held for 3-5 weeks. 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 -2.54 1 1 10/1/2009 11/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 34.66 6 5/1/2009 10/1/2009 2.71 1 12/1/2009 12/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -2.54 1 11/1/2009 11/1/2009 Show More Time Windows Analysis 1 Month3 Month Number of Periods8.006.00 Percent Profitable87.5083.33 Average Period Return3.9310.27 Average Gain4.8612.72 Average Loss-2.54-1.94 Best Period13.9932.44 Worst Period-2.54-1.94 Standard Deviation5.5713.83 Gain Standard Deviation5.3213.94 Loss Standard Deviation Sharpe Ratio (1%)0.690.73 Average Gain / Average Loss1.916.54 Profit / Loss Ratio13.3832.70 Downside Deviation (10%)1.041.34 Downside Deviation (5%)0.930.90 Downside Deviation (0%)0.900.79 Sortino Ratio (10%)3.386.73 Sortino Ratio (5%)4.1511.19 Sortino Ratio (0%)4.3812.94 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