Atlas One LP : Investment Program

archived programs
Year-to-Date
N / A
Apr Performance
4.31%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.30%
Sharpe (RFR=1%)
0.37
CAROR
4.62%
Assets
$ 3.5M
Worst DD
-18.55
S&P Correlation
-0.04

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
4/2006
Investment Program 4.31 - - - - - 10.99 31.65
S&P 500 -0.75 - - - - - 29.78 164.31
+/- S&P 500 5.06 - - - - - -18.79 -132.66

Strategy Description

Summary

-Atlas One is a Multi Advisor CTA Fund of Funds. Atlas One seeks modest returns with lower than peer group volatility&through the acquisition of non-correlated commodity strategies. Currently the fund is comprised of exposure to the&following commodity sectors:#8226; Global diversified... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $10.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 3000 RT/YR/$M
Avg. Margin-to-Equity 20%
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

-Atlas One is a Multi Advisor CTA Fund of Funds. Atlas One seeks modest returns with lower than peer group volatility&through the acquisition of non-correlated commodity strategies. Currently the fund is comprised of exposure to the&following commodity sectors:#8226; Global diversified • Grain Spreading#8226; FX • Agriculture ? Grain Specific&The fund may also seek exposure to:#8226; Interest Rates • Metals#8226; Meats • Other Agriculture commodities

   

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
-18.55 19 - 10/1/2008 5/1/2010
-8.88 15 2 4/1/2006 7/1/2007
-3.45 2 2 2/1/2008 4/1/2008
-2.39 2 1 9/1/2007 11/1/2007
-1.71 1 1 6/1/2008 7/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
32.29 3 12/1/2007 2/1/2008
12.43 4 9/1/2010 12/1/2010
11.15 2 8/1/2007 9/1/2007
9.78 4 1/1/2012 4/1/2012
8.31 3 8/1/2008 10/1/2008
6.79 2 5/1/2008 6/1/2008
3.08 2 5/1/2007 6/1/2007
2.69 2 1/1/2007 2/1/2007
2.50 1 5/1/2009 5/1/2009
2.30 1 11/1/2011 11/1/2011
1.81 1 8/1/2011 8/1/2011
1.54 1 2/1/2011 2/1/2011
1.51 2 10/1/2006 11/1/2006
0.87 2 6/1/2010 7/1/2010
0.57 1 4/1/2006 4/1/2006
0.40 1 1/1/2010 1/1/2010
0.33 1 3/1/2010 3/1/2010
0.17 1 11/1/2009 11/1/2009
0.14 1 2/1/2009 2/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.81 5 3/1/2011 7/1/2011
-6.80 2 3/1/2009 4/1/2009
-5.11 5 5/1/2006 9/1/2006
-4.61 5 6/1/2009 10/1/2009
-4.32 1 12/1/2006 12/1/2006
-3.97 3 11/1/2008 1/1/2009
-3.45 2 3/1/2008 4/1/2008
-3.38 1 7/1/2007 7/1/2007
-3.33 2 3/1/2007 4/1/2007
-3.30 1 12/1/2009 12/1/2009
-3.13 2 9/1/2011 10/1/2011
-2.47 1 2/1/2010 2/1/2010
-2.39 2 10/1/2007 11/1/2007
-2.33 2 4/1/2010 5/1/2010
-1.71 1 7/1/2008 7/1/2008
-1.46 1 12/1/2011 12/1/2011
-1.23 1 1/1/2011 1/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods73.0071.0068.0062.0056.0050.0038.0026.00
Percent Profitable47.9539.4442.6551.6166.0752.0068.4292.31
Average Period Return0.431.182.476.0210.9813.6813.9923.47
Average Gain2.717.0112.2618.6320.6632.6225.2625.81
Average Loss-1.72-2.61-4.81-7.43-7.87-6.83-10.41-4.68
Best Period14.6632.2942.6952.4356.9150.7533.2843.88
Worst Period-4.74-6.67-10.38-13.57-16.77-15.57-17.60-6.17
Standard Deviation3.266.3810.9518.2221.7022.6818.8013.63
Gain Standard Deviation3.256.6110.3117.3820.3814.739.6611.27
Loss Standard Deviation1.221.602.403.506.353.965.172.11
Sharpe Ratio (1%)0.110.150.180.280.440.510.581.42
Average Gain / Average Loss1.582.692.552.512.624.772.435.52
Profit / Loss Ratio1.491.751.892.675.115.175.2566.24
Downside Deviation (10%)1.743.235.819.0510.2312.2115.519.14
Downside Deviation (5%)1.542.544.406.346.556.698.072.46
Downside Deviation (0%)1.492.374.065.705.835.446.481.36
Sortino Ratio (10%)0.01-0.010.000.110.330.28-0.110.21
Sortino Ratio (5%)0.220.370.450.791.451.741.367.89
Sortino Ratio (0%)0.290.500.611.061.882.512.1617.24

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.