Astute Capital Group LLC : Pulse Program

Year-to-Date
32.24%
Aug Performance
7.96%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
20.11%
Sharpe (RFR=1%)
1.71
CAROR
-
Assets
$ 663k
Worst DD
-7.03
S&P Correlation
0.15

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
6/2019
Pulse Program 7.96 23.15 32.24 41.32 - - - 51.36
S&P 500 7.01 14.98 8.34 19.61 - - - 18.99
+/- S&P 500 0.95 8.17 23.89 21.71 - - - 32.38

Strategy Description

Summary

PRO-FORMA PROPRIETARY TRADING FROM JUNE 2019 THROUGH DEC 2019 HAS BEEN ADJUSTED FOR A 2% MANAGEMENT FEE AND A 20% INCENTIVE FEE. CLIENT PERFORMANCE COMMENCED TRADING JAN 2020. CLIENT ACCOUNTS IS TRADED IN LIKE FASHION... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 20%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 100.00%
Intraday 0%

Decision-Making

Discretionary 5.00%
Systematic 95.00%

Strategy

Counter-trend
10.00%
Pattern Recognition
15.00%
Technical
45.00%
Trend-following
30.00%
Strategy Pie Chart

Composition

Stock Indices
80.00%
Currency Futures
20.00%
Composition Pie Chart

Summary

PRO-FORMA PROPRIETARY TRADING FROM JUNE 2019 THROUGH DEC 2019 HAS BEEN ADJUSTED FOR A 2% MANAGEMENT FEE AND A 20% INCENTIVE FEE. CLIENT PERFORMANCE COMMENCED TRADING JAN 2020. CLIENT ACCOUNTS IS TRADED IN LIKE FASHION

Investment Strategy

Every market has a pulse, a heartbeat, and moves through predictable mathematical and time cycles. These recurring cycles influence short term market moves regardless of overall market trend. We generate positive superior risk adjusted returns across varying market conditions, by using an algorithmic and automated trading strategy that takes advantage of these predictable cycles and anticipates and captures short- to medium-term price movement. Astute Capital's proprietary software allows us to select only the most promising trades. Additionally, we consider trades only when expected returns are much higher than their inherent risk. Preserving capital and protecting the fund remains the top priority at all times.

   

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
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
-7.03 1 1 10/1/2019 11/1/2019
-4.16 3 2 1/1/2020 4/1/2020
-2.34 1 1 1/1/0001 6/1/2019
-1.79 1 1 8/1/2019 9/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
26.22 2 12/1/2019 1/1/2020
25.07 4 5/1/2020 8/1/2020
9.68 2 7/1/2019 8/1/2019
2.30 1 10/1/2019 10/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.03 1 11/1/2019 11/1/2019
-4.16 3 2/1/2020 4/1/2020
-2.34 1 6/1/2019 6/1/2019
-1.79 1 9/1/2019 9/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods15.0013.0010.00
Percent Profitable60.0076.92100.00
Average Period Return2.958.7815.70
Average Gain6.6312.7615.70
Average Loss-2.56-4.46
Best Period14.4126.1425.51
Worst Period-7.03-6.590.05
Standard Deviation5.819.927.07
Gain Standard Deviation4.097.377.07
Loss Standard Deviation2.642.01
Sharpe Ratio (1%)0.490.862.15
Average Gain / Average Loss2.592.86
Profit / Loss Ratio3.899.54
Downside Deviation (10%)2.422.840.77
Downside Deviation (5%)2.262.390.14
Downside Deviation (0%)2.222.28
Sortino Ratio (10%)1.052.6617.27
Sortino Ratio (5%)1.273.57106.18
Sortino Ratio (0%)1.333.85

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.