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/ Astor Duet / Global Futures Fund

Astor Duet : Global Futures Fund

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archived programs
Year-to-Date
N / A
Sep Performance
3.25%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
7.49%
Sharpe (RFR=1%)
0.88
CAROR
-
Assets
$ 52.0M
Worst DD
-7.48
S&P Correlation
-0.17
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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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
11/2006
Global Futures Fund 3.25 - - - - - - 14.94
S&P 500 -9.08 - - - - - - 147.33
+/- S&P 500 12.33 - - - - - - -132.39

Strategy Description

Summary

-The Astor Duet Global Futures Fund attempts to capitalize on both short-term and longer-term trading opportunities within specific asset classes based on correlation analyses and marcoeconomic trends.  The management team features decades of experience in managing risk and tactical... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 500k
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
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
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 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-The Astor Duet Global Futures Fund attempts to capitalize on both short-term and longer-term trading opportunities within specific asset classes based on correlation analyses and marcoeconomic trends.  The management team features decades of experience in managing risk and tactical asset allocation.  The Fund offers monthly liquidity with no lock-up period and daily performance updates.  The Fund also has a Euro class for offshore investors.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-7.48 5 - 12/1/2007 5/1/2008
-3.89 2 2 7/1/2007 9/1/2007
-0.46 1 2 12/1/2006 1/1/2007
-0.39 1 1 4/1/2007 5/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
9.12 3 10/1/2007 12/1/2007
7.29 4 6/1/2008 9/1/2008
4.09 3 2/1/2007 4/1/2007
4.07 2 6/1/2007 7/1/2007
2.80 2 11/1/2006 12/1/2006
1.94 2 3/1/2008 4/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.45 2 1/1/2008 2/1/2008
-3.89 2 8/1/2007 9/1/2007
-2.98 1 5/1/2008 5/1/2008
-0.46 1 1/1/2007 1/1/2007
-0.39 1 5/1/2007 5/1/2007
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods23.0021.0018.0012.00
Percent Profitable69.5771.4377.78100.00
Average Period Return0.631.502.665.59
Average Gain1.803.164.325.59
Average Loss-2.04-2.64-3.14
Best Period3.459.127.9112.64
Worst Period-3.33-5.96-5.220.18
Standard Deviation2.163.374.004.47
Gain Standard Deviation1.142.102.524.47
Loss Standard Deviation1.382.082.36
Sharpe Ratio (1%)0.250.370.541.03
Average Gain / Average Loss0.881.201.38
Profit / Loss Ratio2.012.994.82
Downside Deviation (10%)1.532.322.912.49
Downside Deviation (5%)1.371.851.970.25
Downside Deviation (0%)1.331.741.77
Sortino Ratio (10%)0.150.120.070.24
Sortino Ratio (5%)0.400.681.1018.35
Sortino Ratio (0%)0.470.861.51

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.

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