Aurapoint Asset Management LLC : Broadbeach Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Since11/2008 Broadbeach 0.00 - - - - - - 63.94 S&P 500 -0.23 - - - - - - 352.94 +/- S&P 500 0.23 - - - - - - -289.00 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% 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 StrategyWe 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 ManagementWe 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -2.78 1 - 9/1/2009 10/1/2009 Show More 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 Show More Consecutive Losses Run-up Length (Mos.) Start End -2.78 1 10/1/2009 10/1/2009 Show More 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. x {{title}} x {{title}} Add Cancel