Atlantic-Pacific Trading Group : Enhanced Turtle Trader 25

archived programsClosed to new investments
Year-to-Date
N / A
Dec Performance
43.41%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
75.86%
Sharpe (RFR=1%)
-0.01
CAROR
-
Assets
$ 34k
Worst DD
-60.56
S&P Correlation
-0.12

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
3/2012
Enhanced Turtle Trader 25 43.41 - - - - - - -18.43
S&P 500 0.71 - - - - - - 136.34
+/- S&P 500 42.70 - - - - - - -154.77

Strategy Description

Summary

We established Atlantic-Pacific Trading Group in 2010 based on the idea that a trend following system that managed risk with short option premium and volatility-based stops had a decent chance to make money. Three lengthy, real-time simulations and our initial real returns have produced... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $2.67
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 7200 RT/YR/$M
Avg. Margin-to-Equity 25%
Targeted Worst DD
Worst Peak-to-Trough -10.03%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 50.00%
1-30 Days 50.00%
Intraday 0%

Decision-Making

Discretionary 10.00%
Systematic 90.00%

Strategy

Option-spreads
10.00%
Trend-following
90.00%
Strategy Pie Chart

Composition

Softs
25.00%
Precious Metals
15.00%
Grains
15.00%
Currency Futures
10.00%
Energy
10.00%
Interest Rates
10.00%
Livestock
10.00%
Stock Indices
5.00%
Composition Pie Chart

Summary

We established Atlantic-Pacific Trading Group in 2010 based on the idea that a trend following system that managed risk with short option premium and volatility-based stops had a decent chance to make money. Three lengthy, real-time simulations and our initial real returns have produced similar, positive results – and the verdict is clear to our satisfaction: the combination of riding a trend and time decay are powerful components of our Enhanced Turtle Trader program.

Investment Strategy

The Enhanced Turtle Trader starts with the trend following system as attributed to Richard Dennis and William Eckhardt. The returns generated by the Turtles have been widely reported and we have simply replicated their trading rules as closely as possible. Trend following makes no attempt to predict future market direction. The basic proposition stands conventional market wisdom on its head. We buy new highs and sell new lows, within a qualifying framework of rules. Primary risk management consists of a trailing stop which is based on recent market volatility. We have enhanced the basic Turtle program in several ways. First, we are broadly diversified across eight commodity sectors. We have also made minor adjustments to position sizing and timing of scale ups. Trend following produces positive returns only when markets trend. To help offset the risk of taking positions in anticipation of a trend which may or may not happen, we sell offsetting option premium. Risk is always strictly defined and, in general, we minimize unlimited risk and maintain unlimited potential gain.

Risk Management

We reject notional funding as an artifice that ramps up leverage for no particular purpose. Instead, we seek to deleverage to the extent practicable. Our minimum account size is designed to permit reasonable diversification and margin to equity ratio. We have eliminated the primary incentive to overtrade by not participating in commission revenue. With the exception of a nominal administrative fee, our revenue is entirely dependent on performance. We have no lock-in. We do require execution of a non-disclosure agreement (by the client) as to exact positions, but otherwise encourage any general description of our trading approach. Further information, including our Disclosure Document, can be found at: www.AtlanticPacificTradingGroup.com

   

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
-60.56 6 - 5/1/2012 11/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
44.23 3 3/1/2012 5/1/2012
43.41 1 12/1/2012 12/1/2012
1.26 1 7/1/2012 7/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-56.71 4 8/1/2012 11/1/2012
-10.03 1 6/1/2012 6/1/2012
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Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable50.0025.00
Average Period Return0.02-13.26
Average Gain16.9123.95
Average Loss-16.87-25.66
Best Period43.4144.23
Worst Period-25.86-44.67
Standard Deviation21.9030.38
Gain Standard Deviation17.3128.67
Loss Standard Deviation8.1319.72
Sharpe Ratio (1%)0.00-0.44
Average Gain / Average Loss1.000.93
Profit / Loss Ratio1.000.31
Downside Deviation (10%)13.2628.02
Downside Deviation (5%)13.0527.32
Downside Deviation (0%)12.9927.15
Sortino Ratio (10%)-0.03-0.52
Sortino Ratio (5%)-0.01-0.49
Sortino Ratio (0%)0.00-0.49

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.