Aurapoint Asset Management LLC : Broadbeach

archived programs
Year-to-Date
N / A
Nov Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
50.00%
Annualized Vol
12.46%
Sharpe (RFR=1%)
1.90
CAROR
26.78%
Assets
$ 0k
Worst DD
-2.78
S&P Correlation
-0.23

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
11/2008
Broadbeach 0.00 - - - - - 0.00 63.94
S&P 500 -0.23 - - - - - -10.22 286.52
+/- S&P 500 0.23 - - - - - 10.22 -222.58

Strategy Description

Summary

-We trade Spot Forex around events. We have chosen to specialize in this particular aspect of trading because we feel it offers a better edge than other methodologies we have researched. We have found the trade has gotten more and more competitive over time, as is to be expected.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 50.00%
Average Commission $25.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 1200 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD -20.00%
Worst Peak-to-Trough 20.00%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Summary

-We trade Spot Forex around events. We have chosen to specialize in this particular aspect of trading because we feel it offers a better edge than other methodologies we have researched. We have found the trade has gotten more and more competitive over time, as is to be expected. We spend large amounts of capital and effort to keep our systems effective. Note the results before November of 2008 are on proprietary capital, those after are on client funds. Note drawdown in October of 2008 was due to technical errors at an FCM.

Investment Strategy

We are in the markets a very small percentage of time. We immediately place stop orders once our trades have been filled. All trading is fully automated.We can prove our performance with statements. We are now accepting clients at a few select brokerages, please contact us for more information on investing with our firm. Our program is not scalable so we will cease accepting new funds at some point.

Risk Management

We are in the markets a very small percentage of time. We immediately place stop orders once our trades have been filled. All trading is fully automated.

   

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
-2.78 1 - 9/1/2009 10/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
65.22 11 11/1/2008 9/1/2009
2.06 3 11/1/2009 1/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.78 1 10/1/2009 10/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods25.0023.0020.0014.008.00
Percent Profitable56.0056.5270.0092.86100.00
Average Period Return2.066.6112.8724.3040.62
Average Gain3.8711.8718.4426.2340.62
Average Loss-2.78-1.17-0.77-0.77
Best Period11.0026.6137.3360.6263.94
Worst Period-2.78-1.37-0.77-0.7722.33
Standard Deviation3.608.6414.6022.1817.37
Gain Standard Deviation3.918.2214.1421.8317.37
Loss Standard Deviation0.28
Sharpe Ratio (1%)0.550.740.851.052.25
Average Gain / Average Loss1.3910.1423.8033.87
Profit / Loss Ratio19.4965.90333.27440.30
Downside Deviation (10%)0.691.021.562.26
Downside Deviation (5%)0.580.450.380.48
Downside Deviation (0%)0.560.350.170.21
Sortino Ratio (10%)2.385.276.678.52
Sortino Ratio (5%)3.4314.2132.6848.33
Sortino Ratio (0%)3.7018.8874.30117.41

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.