Aurapoint Asset Management LLC : Joust Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance 0.00% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 6.56% Sharpe (RFR=1%) -0.34 CAROR - Assets $ 400k Worst DD -5.31 S&P Correlation -0.14 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 Oct Qtr 2020 1yr 3yr 5yr 10yr Since2/2013 Joust 0.00 - - - - - - -1.08 S&P 500 4.46 - - - - - - 145.46 +/- S&P 500 -4.46 - - - - - - -146.54 Strategy Description SummaryLong time trader in China. Has a much longer record trading spot FX, this is his foray into trading futures. Trend following system, holding time is generally under a week, though can go longer.... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 5.00 Management Fee 0% Performance Fee 25.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -15.00% Worst Peak-to-Trough 0% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 65.00% Intraday 25.00% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Momentum 33.00% Technical 34.00% Trend-following 33.00% Composition Currency Futures 100.00% SummaryLong time trader in China. Has a much longer record trading spot FX, this is his foray into trading futures. Trend following system, holding time is generally under a week, though can go longer.Investment StrategyLooks at charts and decides what trends are in various pairs, enters stops, targets, and limit orders, and then watches.Risk ManagementStops are placed on all trades. Trades are sometimes taken off before stop is hit if factors are no longer favorable. 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 -5.31 2 - 5/1/2013 7/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 4.46 4 2/1/2013 5/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.31 5 6/1/2013 10/1/2013 Show More Time Windows Analysis 1 Month3 Month Number of Periods9.007.00 Percent Profitable44.4442.86 Average Period Return-0.10-0.76 Average Gain1.103.17 Average Loss-2.68-4.94 Best Period2.444.36 Worst Period-4.32-5.31 Standard Deviation1.894.25 Gain Standard Deviation1.182.03 Loss Standard Deviation2.330.54 Sharpe Ratio (1%)-0.10-0.24 Average Gain / Average Loss0.410.64 Profit / Loss Ratio0.820.64 Downside Deviation (10%)1.674.08 Downside Deviation (5%)1.513.41 Downside Deviation (0%)1.483.25 Sortino Ratio (10%)-0.31-0.49 Sortino Ratio (5%)-0.12-0.30 Sortino Ratio (0%)-0.07-0.23 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