Asia-Pacific Index : Strait Times

Year-to-Date: 20.60%
May Performance: -4.32%

23.03%

Annualized Vol

0.28

Sharpe (RFR=%)

5.37%

CAROR

-65.03

Worst DD

0.61

S&P Correlation

Add Alert Add to Blender Add to Portfolio Add to Watchlist

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.

Strategy Description

Account & Fees

Type	Index
Minimum Investment	$ 10k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee
Performance Fee	0%
Average Commission
Available to US Investors	Request Information

Subscriptions

High Water Mark	No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period	0

Trading

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

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary
Systematic

Strategy

Compare to:

{{result.name}} {{result.description}}

Index: Chart Type:

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:

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
-65.03	31	16	1/1/1996	8/1/1998
-58.09	16	-	10/1/2007	2/1/2009
-48.87	39	35	12/1/1999	3/1/2003
-30.51	6	28	3/1/1990	9/1/1990
-14.61	16	9	12/1/1993	4/1/1995
-12.06	4	4	7/1/1988	11/1/1988
-8.69	1	5	4/1/2006	5/1/2006
-4.84	1	2	5/1/1993	6/1/1993
-4.38	2	1	6/1/2007	8/1/2007
-3.12	1	1	9/1/1989	10/1/1989
-2.21	1	1	1/1/1988	2/1/1988
-1.19	1	1	7/1/1989	8/1/1989
-0.68	1	1	1/1/2007	2/1/2007
-0.30	1	1	10/1/1993	11/1/1993

Consecutive Gains

Run-up	Length (Mos.)	Start	End
66.73	5	3/1/2009	7/1/2009
65.40	3	9/1/1998	11/1/1998
53.53	4	3/1/1999	6/1/1999
40.45	6	12/1/1990	5/1/1991
40.22	8	10/1/1992	5/1/1993
35.96	7	4/1/2003	10/1/2003
35.42	4	10/1/2001	1/1/2002
31.11	8	6/1/2006	1/1/2007
29.31	2	2/1/1998	3/1/1998
28.65	5	3/1/1988	7/1/1988
23.82	5	3/1/1989	7/1/1989
22.63	3	10/1/1999	12/1/1999
19.64	3	6/1/2000	8/1/2000
18.67	5	11/1/1989	3/1/1990
17.77	6	11/1/2005	4/1/2006
16.62	4	7/1/1993	10/1/1993
16.22	3	11/1/1995	1/1/1996
15.72	1	12/1/1993	12/1/1993
14.31	4	3/1/2007	6/1/2007
12.71	2	12/1/1988	1/1/1989
12.43	4	10/1/1991	1/1/1992
12.17	2	9/1/2007	10/1/2007
10.96	4	6/1/2004	9/1/2004
10.70	3	5/1/2005	7/1/2005
10.41	1	1/1/1988	1/1/1988
10.35	1	4/1/1994	4/1/1994
10.19	3	12/1/2003	2/1/2004
9.30	2	11/1/2009	12/1/2009
8.54	2	6/1/2010	7/1/2010
8.35	3	2/1/2010	4/1/2010
8.26	1	9/1/1997	9/1/1997
8.21	1	10/1/2002	10/1/2002
8.12	5	11/1/2004	3/1/2005
7.82	3	8/1/1994	10/1/1994
7.81	2	4/1/1992	5/1/1992
6.59	3	9/1/2010	11/1/2010
6.53	1	5/1/1990	5/1/1990
6.41	2	11/1/1996	12/1/1996
6.16	2	4/1/2008	5/1/2008
5.17	1	5/1/1995	5/1/1995
5.11	1	3/1/2002	3/1/2002
5.03	1	10/1/1990	10/1/1990
4.70	1	11/1/1997	11/1/1997
4.19	1	6/1/2001	6/1/2001
3.35	1	1/1/2001	1/1/2001
3.10	2	8/1/1996	9/1/1996
3.07	1	9/1/2009	9/1/2009
3.05	1	5/1/1997	5/1/1997
3.02	1	7/1/1995	7/1/1995
2.90	1	4/1/2001	4/1/2001
2.54	1	1/1/1999	1/1/1999
2.08	1	2/1/1995	2/1/1995
2.06	2	3/1/2000	4/1/2000
1.82	1	7/1/1990	7/1/1990
1.67	1	12/1/2008	12/1/2008
1.50	1	2/1/2008	2/1/2008
1.42	1	9/1/1989	9/1/1989
1.31	1	9/1/2005	9/1/2005
1.19	1	4/1/1996	4/1/1996
0.42	1	10/1/1988	10/1/1988
0.15	1	2/1/1994	2/1/1994

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-47.43	5	4/1/1998	8/1/1998
-45.73	6	6/1/2008	11/1/2008
-29.33	2	8/1/1990	9/1/1990
-25.01	6	4/1/2002	9/1/2002
-24.13	2	12/1/1997	1/1/1998
-23.57	3	7/1/2001	9/1/2001
-21.65	3	11/1/2007	1/1/2008
-18.86	1	10/1/1997	10/1/1997
-17.05	1	5/1/2000	5/1/2000
-15.92	2	2/1/2001	3/1/2001
-14.48	2	1/1/2000	2/1/2000
-13.36	5	11/1/2002	3/1/2003
-12.58	3	6/1/1997	8/1/1997
-12.58	3	5/1/1996	7/1/1996
-12.46	4	6/1/1991	9/1/1991
-12.43	3	11/1/1994	1/1/1995
-11.39	4	6/1/1992	9/1/1992
-11.18	1	3/1/1994	3/1/1994
-10.29	4	9/1/2000	12/1/2000
-9.59	4	1/1/1997	4/1/1997
-9.48	2	8/1/1988	9/1/1988
-9.46	2	1/1/2009	2/1/2009
-8.69	1	5/1/2006	5/1/2006
-7.76	1	4/1/1990	4/1/1990
-7.54	2	2/1/1992	3/1/1992
-7.46	1	5/1/2010	5/1/2010
-6.72	3	7/1/1999	9/1/1999
-5.29	3	3/1/2004	5/1/2004
-5.26	1	1/1/2010	1/1/2010
-4.84	1	6/1/1993	6/1/1993
-4.38	2	7/1/2007	8/1/2007
-4.32	1	10/1/1996	10/1/1996
-4.11	1	11/1/1990	11/1/1990
-3.99	1	2/1/2002	2/1/2002
-3.91	1	6/1/1995	6/1/1995
-3.91	3	5/1/1994	7/1/1994
-3.83	1	10/1/2005	10/1/2005
-3.81	1	5/1/2001	5/1/2001
-3.57	1	1/1/1994	1/1/1994
-3.28	1	8/1/2005	8/1/2005
-3.25	1	11/1/1988	11/1/1988
-3.12	1	10/1/1989	10/1/1989
-2.60	2	3/1/1995	4/1/1995
-2.53	2	2/1/1996	3/1/1996
-2.49	1	8/1/2009	8/1/2009
-2.27	3	8/1/1995	10/1/1995
-2.21	1	2/1/1988	2/1/1988
-2.21	1	2/1/1989	2/1/1989
-1.71	1	6/1/1990	6/1/1990
-1.68	1	12/1/1998	12/1/1998
-1.25	1	8/1/2010	8/1/2010
-1.19	1	8/1/1989	8/1/1989
-1.14	1	2/1/1999	2/1/1999
-0.80	1	10/1/2009	10/1/2009
-0.76	1	4/1/2005	4/1/2005
-0.68	1	2/1/2007	2/1/2007
-0.63	1	3/1/2008	3/1/2008
-0.56	1	11/1/2003	11/1/2003
-0.30	1	11/1/1993	11/1/1993
-0.20	1	10/1/2004	10/1/2004

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	275.00	273.00	270.00	264.00	258.00	252.00	240.00	228.00	216.00
Percent Profitable	57.09	56.78	62.22	58.33	60.47	63.49	65.00	65.35	65.74
Average Period Return	0.73	2.28	4.53	8.86	12.45	13.79	18.59	25.81	31.87
Average Gain	4.89	10.62	15.82	27.11	33.62	34.65	40.30	49.60	57.98
Average Loss	-4.82	-8.67	-14.07	-16.69	-19.94	-22.48	-21.73	-19.07	-18.22
Best Period	28.22	65.40	64.86	147.21	147.60	150.78	110.05	162.33	174.07
Worst Period	-23.94	-38.76	-46.98	-52.85	-61.00	-60.23	-60.10	-62.97	-57.36
Standard Deviation	6.89	13.34	19.40	28.96	34.10	35.14	37.90	44.03	48.88
Gain Standard Deviation	4.83	9.96	13.96	22.39	25.25	24.79	27.26	34.91	39.31
Loss Standard Deviation	5.08	8.37	10.90	13.80	15.14	15.41	14.77	14.44	13.52
Sharpe Ratio (1%)	0.09	0.15	0.21	0.27	0.32	0.34	0.41	0.49	0.55
Average Gain / Average Loss	1.02	1.22	1.12	1.62	1.69	1.54	1.85	2.60	3.18
Profit / Loss Ratio	1.35	1.61	1.85	2.27	2.58	2.68	3.44	4.91	6.11
Downside Deviation (10%)	4.76	8.51	12.16	16.59	19.80	21.93	24.14	25.74	28.70
Downside Deviation (5%)	4.61	8.03	11.16	14.46	16.48	17.46	17.03	16.02	15.76
Downside Deviation (0%)	4.58	7.91	10.92	13.95	15.71	16.44	15.51	14.05	13.25
Sortino Ratio (10%)	0.07	0.12	0.17	0.23	0.25	0.16	0.12	0.17	0.15
Sortino Ratio (5%)	0.14	0.25	0.36	0.54	0.66	0.67	0.91	1.36	1.70
Sortino Ratio (0%)	0.16	0.29	0.41	0.64	0.79	0.84	1.20	1.84	2.41

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.

More Programs by Asia-Pacific Index

Program Name	CAROR
BSE 30	9.75%
Hang Seng	8.52%
All Ordinaries	6.98%
NZSE 50	6.55%
Seoul Composite	6.46%
Strait Times	5.37%
KLSE Composite	1.67%
Nikkei 225	1.18%

IASG Activity

Blends 0
Portfolios 0
Watchlists 0

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Asia-Pacific Index : Strait Times

Growth of 1,000 - VAMI

Monthly Performance

Strategy Description

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: