Aurapoint Asset Management LLC : Spencer Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance 0.55% Min Investment $ 50k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 15.19% Sharpe (RFR=1%) 2.48 CAROR - Assets $ 250k Worst DD -4.20 S&P Correlation 0.10 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 Since1/2011 Spencer 0.55 - - - - - - 40.37 S&P 500 -0.51 - - - - - - 169.36 +/- S&P 500 1.06 - - - - - - -128.99 Strategy Description SummaryThe SPENCER PROGRAM employs two trading strategies: (1) Breakout strategy in the EUR/USD. Looks for entries long above an identified range through resistance and short below range through support. This strategy usually gets trades during the London session when we see breakouts. Uses... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 4.00 Management Fee 0% Performance Fee 25.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD -10.00% Worst Peak-to-Trough 10.00% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Composition Currency FX 100.00% SummaryThe SPENCER PROGRAM employs two trading strategies: (1) Breakout strategy in the EUR/USD. Looks for entries long above an identified range through resistance and short below range through support. This strategy usually gets trades during the London session when we see breakouts. Uses a very tight stop loss of between 20-60 pips depending on the daily range. Look to let profits run on this strategy and add new positions if the breakout continues. This allows for easing into the position in case a false breakout occurs and reverses immediately so we don't get hurt badly. This strategy has about a 1:2.5 risk/reward ratio. 2) Trades the GBP/USD and EUR/USD and looks for entries on pullbacks always trading with the overall trend. This is a short term scalping strategy. Profit targets are from 20-30 pips. The trade is closed early if it doesn't develop to reduce exposure to the market. The hard stop loss is 100-120 pips but is rarely hit as trades can be closed at a much smaller loss depending on time exposure.Risk ManagementStops are entered as soon as trades are filled. 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 -4.20 1 1 2/1/2011 3/1/2011 -3.18 1 - 8/1/2011 9/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.88 5 4/1/2011 8/1/2011 9.42 2 1/1/2011 2/1/2011 1.79 2 10/1/2011 11/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -4.20 1 3/1/2011 3/1/2011 -3.18 1 9/1/2011 9/1/2011 Show More Time Windows Analysis 1 Month3 Month Number of Periods11.009.00 Percent Profitable81.8288.89 Average Period Return3.2210.51 Average Gain4.7512.00 Average Loss-3.69-1.45 Best Period10.8124.61 Worst Period-4.20-1.45 Standard Deviation4.389.96 Gain Standard Deviation3.069.50 Loss Standard Deviation0.72 Sharpe Ratio (1%)0.711.03 Average Gain / Average Loss1.298.28 Profit / Loss Ratio5.7966.22 Downside Deviation (10%)1.760.89 Downside Deviation (5%)1.620.57 Downside Deviation (0%)1.590.48 Sortino Ratio (10%)1.6010.39 Sortino Ratio (5%)1.9318.11 Sortino Ratio (0%)2.0221.74 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