Beardown Partners : Vertical Equity Trading System

archived programs
Year-to-Date
N / A
May Performance
-0.46%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
6.26%
Sharpe (RFR=1%)
0.92
CAROR
6.75%
Assets
$ 21.9M
Worst DD
-8.31
S&P Correlation
-0.05

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
1/2004
Vertical Equity Trading System -0.46 - - - - - - 42.44
S&P 500 5.31 - - - - - - 194.24
+/- S&P 500 -5.76 - - - - - - -151.80

Strategy Description

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 6000 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

   

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:
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
-8.31 8 5 7/1/2006 3/1/2007
-3.77 2 3 8/1/2004 10/1/2004
-2.95 3 2 4/1/2005 7/1/2005
-2.41 2 1 2/1/2004 4/1/2004
-2.02 1 1 8/1/2007 9/1/2007
-1.57 2 3 10/1/2007 12/1/2007
-0.92 1 1 10/1/2005 11/1/2005
-0.77 3 1 6/1/2008 9/1/2008
-0.67 1 3 12/1/2008 1/1/2009
-0.46 1 - 4/1/2009 5/1/2009
-0.27 1 1 6/1/2004 7/1/2004
-0.24 1 2 3/1/2008 4/1/2008
-0.16 1 1 10/1/2008 11/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
17.41 8 12/1/2005 7/1/2006
13.89 6 11/1/2004 4/1/2005
10.56 3 6/1/2007 8/1/2007
5.32 3 8/1/2005 10/1/2005
5.29 2 5/1/2004 6/1/2004
2.24 1 8/1/2004 8/1/2004
2.19 1 10/1/2007 10/1/2007
2.14 1 4/1/2007 4/1/2007
1.70 3 1/1/2008 3/1/2008
1.13 2 9/1/2006 10/1/2006
1.13 3 2/1/2009 4/1/2009
0.87 2 5/1/2008 6/1/2008
0.82 1 2/1/2004 2/1/2004
0.79 1 10/1/2008 10/1/2008
0.26 1 12/1/2008 12/1/2008
0.23 1 12/1/2006 12/1/2006
0.15 1 8/1/2008 8/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.53 3 1/1/2007 3/1/2007
-3.77 2 9/1/2004 10/1/2004
-2.95 3 5/1/2005 7/1/2005
-2.41 2 3/1/2004 4/1/2004
-2.34 1 8/1/2006 8/1/2006
-2.02 1 9/1/2007 9/1/2007
-1.96 1 11/1/2006 11/1/2006
-1.57 2 11/1/2007 12/1/2007
-1.01 1 5/1/2007 5/1/2007
-0.92 1 11/1/2005 11/1/2005
-0.67 1 1/1/2009 1/1/2009
-0.47 1 7/1/2008 7/1/2008
-0.46 1 5/1/2009 5/1/2009
-0.45 1 9/1/2008 9/1/2008
-0.27 1 7/1/2004 7/1/2004
-0.24 1 4/1/2008 4/1/2008
-0.16 1 11/1/2008 11/1/2008
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods65.0063.0060.0054.0048.0042.0030.0018.00
Percent Profitable61.5461.9078.3394.44100.00100.00100.00100.00
Average Period Return0.561.753.707.9212.1117.0625.6235.02
Average Gain1.603.775.268.5412.1117.0625.6235.02
Average Loss-1.14-1.53-1.93-2.75
Best Period5.2210.5615.1422.5229.5333.7538.9743.36
Worst Period-4.73-5.53-6.43-4.280.442.886.8523.61
Standard Deviation1.813.674.936.417.519.287.516.43
Gain Standard Deviation1.333.174.316.017.519.287.516.43
Loss Standard Deviation1.101.282.161.87
Sharpe Ratio (1%)0.260.410.651.081.411.623.014.81
Average Gain / Average Loss1.402.472.733.11
Profit / Loss Ratio2.344.019.8652.82
Downside Deviation (10%)1.151.892.382.622.452.431.83
Downside Deviation (5%)0.991.341.490.970.16
Downside Deviation (0%)0.951.221.320.74
Sortino Ratio (10%)0.130.280.521.111.842.805.39
Sortino Ratio (5%)0.481.122.157.1564.38
Sortino Ratio (0%)0.591.442.8110.68

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.