Aurapoint Asset Management LLC : Mars

archived programs
Year-to-Date
N / A
Oct Performance
1.16%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
7.14%
Sharpe (RFR=1%)
-1.38
CAROR
-
Assets
$ 400k
Worst DD
-5.11
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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
6/2013
Mars 1.16 - - - - - - -3.72
S&P 500 4.46 - - - - - - 115.70
+/- S&P 500 -3.30 - - - - - - -119.42

Strategy Description

Summary

It is absolutely irrefutable that profound knowledge of the markets and how they function is a starting point when one trades them professionally, it is a given. I believe trading is an art and less of a science therefore recognition of the future market moves has as much to do with... 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 $0
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 14000 RT/YR/$M
Avg. Margin-to-Equity 7%
Targeted Worst DD -5.00%
Worst Peak-to-Trough
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 20.00%
Intraday 80.00%

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Composition

Currency Futures
100.00%
Composition Pie Chart

Summary

It is absolutely irrefutable that profound knowledge of the markets and how they function is a starting point when one trades them professionally, it is a given. I believe trading is an art and less of a science therefore recognition of the future market moves has as much to do with my deep understanding of global macro economic, political and geo-political events taking place continuously around the globe as it has to do with being able to recognize unique, unpredictable to most, irrational behavior of its participants.

   

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:
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Average Gain:
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Risk
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Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
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Loss Frequency:
Average Loss:
Loss Deviation:
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Sharpe Ratio: (RF=1%)
Skewness:
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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
-5.11 2 - 6/1/2013 8/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
1.44 2 9/1/2013 10/1/2013
0.02 1 6/1/2013 6/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.11 2 7/1/2013 8/1/2013
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Time Windows Analysis

 1 Month
Number of Periods5.00
Percent Profitable60.00
Average Period Return-0.74
Average Gain0.49
Average Loss-2.58
Best Period1.16
Worst Period-4.16
Standard Deviation2.06
Gain Standard Deviation0.60
Loss Standard Deviation2.24
Sharpe Ratio (1%)-0.40
Average Gain / Average Loss0.19
Profit / Loss Ratio0.28
Downside Deviation (10%)2.14
Downside Deviation (5%)1.96
Downside Deviation (0%)1.91
Sortino Ratio (10%)-0.53
Sortino Ratio (5%)-0.42
Sortino Ratio (0%)-0.39

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.