Attain Portfolio Advisors : Standard Program

archived programs
Year-to-Date
N / A
Jun Performance
-4.91%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.66%
Sharpe (RFR=1%)
0.40
CAROR
5.13%
Assets
$ 1.8M
Worst DD
-24.39
S&P Correlation
-0.19

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
5/2004
Standard Program -4.91 - - - - - -1.23 50.43
S&P 500 3.96 - - - - - 37.59 209.11
+/- S&P 500 -8.87 - - - - - -38.83 -158.68

Strategy Description

Summary

Attain's investment philosophy strives to achieve maximum growth of capital within defined risk limitations. To meet these targets, Attain employs a portfolio of objective, technically-based trading systems and a multidimensional diversification strategy which allots capital to different... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $5.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 2000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Composition

Summary

Attain's investment philosophy strives to achieve maximum growth of capital within defined risk limitations. To meet these targets, Attain employs a portfolio of objective, technically-based trading systems and a multidimensional diversification strategy which allots capital to different markets, trading strategies, and time frames. The selection of component strategies, time frames and markets follows a rigorous quantitative analysis that considers the liquidity and volatility of markets traded, types of strategies employed, trade duration, risk of loss, and probability of achieving performance objectives. These factors, along with measures of correlation between the system components, attempt to ensure synergy at the portfolio level while limiting risk by maintaining diversification across multiple dimensions. We believe our philosophy of diversifying among time frames and strategies as well as markets sets Attain apart from the bulk of advisors who diversify amongst market sectors only. The resulting multi-dimensional approach gives Attain the ability to profit (or suffer losses) in virtually any environment, be it rising or falling markets, quick or long term moves, or trending versus oscillating markets.

   

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
-24.39 19 - 11/1/2008 6/1/2010
-8.71 9 8 12/1/2004 9/1/2005
-6.26 2 3 1/1/2007 3/1/2007
-5.45 3 3 1/1/0001 7/1/2004
-4.64 1 1 12/1/2007 1/1/2008
-4.10 1 5 3/1/2008 4/1/2008
-2.92 4 2 5/1/2006 9/1/2006
-0.32 1 1 6/1/2007 7/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
23.04 4 8/1/2008 11/1/2008
20.65 5 8/1/2007 12/1/2007
14.01 2 2/1/2008 3/1/2008
13.12 5 8/1/2004 12/1/2004
11.89 3 4/1/2007 6/1/2007
10.97 4 10/1/2006 1/1/2007
10.70 4 7/1/2010 10/1/2010
8.93 2 4/1/2006 5/1/2006
8.62 3 12/1/2010 2/1/2011
7.84 2 10/1/2005 11/1/2005
5.43 2 3/1/2005 4/1/2005
4.96 2 6/1/2011 7/1/2011
3.64 2 5/1/2008 6/1/2008
2.40 1 9/1/2011 9/1/2011
1.89 1 11/1/2009 11/1/2009
1.60 1 3/1/2010 3/1/2010
1.53 1 1/1/2006 1/1/2006
1.31 1 4/1/2011 4/1/2011
1.13 1 6/1/2004 6/1/2004
1.02 1 5/1/2012 5/1/2012
0.85 2 11/1/2011 12/1/2011
0.54 1 8/1/2006 8/1/2006
0.49 1 6/1/2005 6/1/2005
0.11 1 2/1/2012 2/1/2012
0.07 1 8/1/2009 8/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-13.52 8 12/1/2008 7/1/2009
-10.95 3 12/1/2009 2/1/2010
-8.26 2 1/1/2005 2/1/2005
-6.74 1 10/1/2011 10/1/2011
-6.26 2 2/1/2007 3/1/2007
-5.15 3 7/1/2005 9/1/2005
-4.91 1 6/1/2012 6/1/2012
-4.78 2 2/1/2006 3/1/2006
-4.64 1 1/1/2008 1/1/2008
-4.24 1 5/1/2011 5/1/2011
-4.10 1 4/1/2008 4/1/2008
-3.63 1 3/1/2011 3/1/2011
-3.55 1 5/1/2004 5/1/2004
-3.23 3 4/1/2010 6/1/2010
-3.07 1 7/1/2004 7/1/2004
-2.85 2 3/1/2012 4/1/2012
-2.30 1 7/1/2008 7/1/2008
-2.07 2 9/1/2009 10/1/2009
-1.76 1 9/1/2006 9/1/2006
-1.71 2 6/1/2006 7/1/2006
-1.44 1 8/1/2011 8/1/2011
-1.33 1 11/1/2010 11/1/2010
-0.98 1 5/1/2005 5/1/2005
-0.79 1 1/1/2012 1/1/2012
-0.76 1 12/1/2005 12/1/2005
-0.32 1 7/1/2007 7/1/2007
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods98.0096.0093.0087.0081.0075.0063.0051.0039.00
Percent Profitable54.0852.0865.5968.9775.3174.6784.1396.08100.00
Average Period Return0.471.643.547.9013.2918.8431.7047.3454.67
Average Gain2.856.498.4915.2720.6527.6940.0649.4854.67
Average Loss-2.38-3.64-5.89-8.46-9.14-7.25-12.60-5.21
Best Period10.9022.7226.3846.3065.6873.2790.4691.7982.31
Worst Period-7.34-10.95-11.39-20.63-23.24-17.42-16.88-6.9020.99
Standard Deviation3.376.389.1614.6920.3624.5229.9125.8813.70
Gain Standard Deviation2.464.837.0610.9417.5722.1124.7924.0413.70
Loss Standard Deviation1.712.413.536.208.164.044.322.39
Sharpe Ratio (1%)0.120.220.330.470.580.690.961.673.62
Average Gain / Average Loss1.201.781.441.802.263.823.189.50
Profit / Loss Ratio1.441.942.754.016.8911.2516.84232.87
Downside Deviation (10%)2.193.765.328.279.369.4411.937.791.06
Downside Deviation (5%)2.003.164.276.276.605.076.441.98
Downside Deviation (0%)1.963.014.015.816.024.155.281.08
Sortino Ratio (10%)0.030.110.200.350.610.911.343.3125.44
Sortino Ratio (5%)0.190.440.711.101.793.324.4521.86
Sortino Ratio (0%)0.240.540.881.362.214.536.0043.68

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.