Ascendant Asset Advisors : Short Term Trading Program

archived programs
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

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
5/2009
Short Term Trading Program 2.71 - - - - - - 34.80
S&P 500 1.78 - - - - - - 289.95
+/- S&P 500 0.93 - - - - - - -255.15

Strategy Description

Summary

The 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%
Strategy Pie Chart

Summary

The 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 Strategy

The 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.

   

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
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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
-2.54 1 1 10/1/2009 11/1/2009
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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
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.54 1 11/1/2009 11/1/2009
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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.