Best FX Traders : Investment Program

archived programs
Year-to-Date
N / A
Sep Performance
3.18%
Min Investment
$ 25k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
15.18%
Sharpe (RFR=1%)
2.61
CAROR
-
Assets
$ 3.1M
Worst DD
-9.46
S&P Correlation
-0.16

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
7/2007
Investment Program 3.18 - - - - - - 62.73
S&P 500 -9.08 - - - - - - 128.70
+/- S&P 500 12.26 - - - - - - -65.98

Strategy Description

Summary

-007 Trade OverviewSystem mainly trades 3 currency pairs namely EUR/USD, GBP/USD, & USD/JPY. However, AUD/USD, EUR/JPY, and USD/CHF may be traded from time to time. Those are the only 6 pairs ever traded.&System is completely non-discretionary and strict entry and exit rules are adhered... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 25.00%
Average Commission $10.00
Available to US Investors

Subscriptions

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

Trading

Trading Frequency 18000 RT/YR/$M
Avg. Margin-to-Equity 3%
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

Summary

-007 Trade OverviewSystem mainly trades 3 currency pairs namely EUR/USD, GBP/USD, & USD/JPY. However, AUD/USD, EUR/JPY, and USD/CHF may be traded from time to time. Those are the only 6 pairs ever traded.&System is completely non-discretionary and strict entry and exit rules are adhered to. However, to protect against computer or other types of electronic errors, all trades are entered manually and monitored throughout the trading day. &Hard Stops are entered immediately upon the opening of each trade.&All trades are closed by 5pm to 7pm EST each day.&System is designed to follow momentum and trade with the current trend.&System was designed in a manner that the largest potential drawdown should never exceed the largest potential gain (both per day and per month).&Maximum peak to valley draw down of 7%.&Minimum account size at this time is $25,000.&25% performance fee on net new highs charged yearly, plus $10 per lot traded.& No performance fee guarantee:& If the Managed Account Program does not realize a profit of at least 20% for the calendar year (before performance fees are calculated), then no performance fee will be charged for that calendar year. Best FX Trader LLC?s 007 trading program targets 50%-70% yearly gains (before performance fees), however, no guarantees are given or implied and past performance is not indicative of future results.

   

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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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
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Average Gain:
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Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-9.46 3 4 2/1/2008 5/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
59.25 8 7/1/2007 2/1/2008
12.86 4 6/1/2008 9/1/2008
1.72 1 4/1/2008 4/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-8.90 1 5/1/2008 5/1/2008
-2.30 1 3/1/2008 3/1/2008
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods15.0013.0010.00
Percent Profitable86.6776.9290.00
Average Period Return3.399.8418.87
Average Gain4.7714.5021.07
Average Loss-5.60-5.72-0.97
Best Period7.8321.5442.06
Worst Period-8.90-9.46-0.97
Standard Deviation4.3810.3517.68
Gain Standard Deviation2.245.9517.23
Loss Standard Deviation4.673.33
Sharpe Ratio (1%)0.750.931.04
Average Gain / Average Loss0.852.5321.79
Profit / Loss Ratio5.548.45196.14
Downside Deviation (10%)2.503.581.17
Downside Deviation (5%)2.403.150.46
Downside Deviation (0%)2.373.040.31
Sortino Ratio (10%)1.192.4013.98
Sortino Ratio (5%)1.383.0439.63
Sortino Ratio (0%)1.433.2361.71

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.