Astor Duet : Global Futures Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Sep Qtr 2020 1yr 3yr 5yr 10yr Since11/2006 Global Futures Fund 3.25 - - - - - - 14.94 S&P 500 -9.08 - - - - - - 165.40 +/- S&P 500 12.33 - - - - - - -150.46 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. 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 -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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel