Aurapoint Asset Management LLC : Joust

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
2/2013
Joust 0.00 - - - - - - -1.08
S&P 500 4.46 - - - - - - 128.74
+/- S&P 500 -4.46 - - - - - - -129.82

Strategy Description

Summary

Long 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%
Strategy Pie Chart

Composition

Currency Futures
100.00%
Composition Pie Chart

Summary

Long 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 Strategy

Looks at charts and decides what trends are in various pairs, enters stops, targets, and limit orders, and then watches.

Risk Management

Stops are placed on all trades. Trades are sometimes taken off before stop is hit if factors are no longer favorable.

   

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
-5.31 2 - 5/1/2013 7/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
4.46 4 2/1/2013 5/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.31 5 6/1/2013 10/1/2013
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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.