Cardwell Investment Technologies : Cardwell Investment Technologies 3x Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance 2.80% Min Investment $ 4,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.59% Sharpe (RFR=1%) 0.32 CAROR 5.95% Assets $ 11.0M Worst DD -31.18 S&P Correlation -0.11 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 Apr Qtr 2020 1yr 3yr 5yr 10yr Since2/2011 Cardwell Investment Technologies 3x Program 2.80 - - - - 1.16 - 35.45 S&P 500 0.27 - - - - 51.43 - 180.08 +/- S&P 500 2.53 - - - - -50.27 - -144.63 Strategy Description SummaryThis program is identical to the notional Cardwell 1x Program but simply operates under 3x leverage. ... Read More Account & Fees Type Managed Account Minimum Investment $ 4,000k Trading Level Incremental Increase $ 1,000k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 3 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD -30.00% Worst Peak-to-Trough 19.20% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 30.00% 1-30 Days 55.00% Intraday 15.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Interest Rates 22.00% Currency Futures 21.00% Stock Indices 19.00% Grains 14.00% Energy 10.00% Industrial Metals 7.00% Precious Metals 7.00% SummaryThis program is identical to the notional Cardwell 1x Program but simply operates under 3x leverage. 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 -31.18 11 9 4/1/2013 3/1/2014 -24.30 10 - 3/1/2015 1/1/2016 -14.02 5 3 11/1/2011 4/1/2012 -12.11 3 1 7/1/2012 10/1/2012 -7.73 2 1 8/1/2011 10/1/2011 -6.78 1 1 2/1/2013 3/1/2013 -2.62 2 1 1/1/0001 3/1/2011 -1.48 1 1 4/1/2011 5/1/2011 -1.25 1 1 1/1/2015 2/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 34.52 4 11/1/2012 2/1/2013 33.06 3 11/1/2014 1/1/2015 20.81 1 9/1/2014 9/1/2014 15.52 1 4/1/2013 4/1/2013 12.01 1 5/1/2012 5/1/2012 11.82 1 11/1/2011 11/1/2011 9.34 3 2/1/2016 4/1/2016 6.52 2 4/1/2014 5/1/2014 6.00 1 7/1/2012 7/1/2012 5.80 1 7/1/2014 7/1/2014 5.19 3 6/1/2011 8/1/2011 4.48 1 3/1/2015 3/1/2015 4.23 2 11/1/2015 12/1/2015 3.93 1 7/1/2015 7/1/2015 3.89 1 4/1/2011 4/1/2011 3.54 1 12/1/2013 12/1/2013 2.36 1 3/1/2012 3/1/2012 1.74 1 2/1/2014 2/1/2014 1.11 1 8/1/2013 8/1/2013 1.11 1 9/1/2012 9/1/2012 0.24 1 5/1/2015 5/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -21.54 3 5/1/2013 7/1/2013 -14.52 1 6/1/2015 6/1/2015 -13.83 3 12/1/2011 2/1/2012 -11.49 3 8/1/2015 10/1/2015 -10.74 1 8/1/2012 8/1/2012 -9.24 1 3/1/2014 3/1/2014 -8.02 3 9/1/2013 11/1/2013 -7.73 2 9/1/2011 10/1/2011 -7.48 1 1/1/2016 1/1/2016 -6.78 1 3/1/2013 3/1/2013 -4.43 1 10/1/2014 10/1/2014 -2.62 2 2/1/2011 3/1/2011 -2.62 1 10/1/2012 10/1/2012 -2.54 1 8/1/2014 8/1/2014 -2.52 1 4/1/2012 4/1/2012 -2.40 1 6/1/2014 6/1/2014 -1.48 1 5/1/2011 5/1/2011 -1.36 1 1/1/2014 1/1/2014 -1.25 1 2/1/2015 2/1/2015 -0.46 1 6/1/2012 6/1/2012 -0.41 1 4/1/2015 4/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods63.0061.0058.0052.0046.0040.0028.0016.00 Percent Profitable50.7954.1053.4555.7778.2690.0078.57100.00 Average Period Return0.712.044.369.5715.9217.9123.5742.60 Average Gain5.6410.3217.3626.4422.9220.3030.7242.60 Average Loss-4.39-7.72-10.56-11.70-9.29-3.55-2.63 Best Period20.8133.0651.7069.9159.9739.6675.2268.05 Worst Period-14.54-21.54-25.65-30.70-20.56-5.59-4.5120.99 Standard Deviation6.8111.6718.8925.1819.9712.9325.4015.03 Gain Standard Deviation5.158.7516.2220.7216.4611.3024.0615.03 Loss Standard Deviation3.965.436.828.666.161.661.52 Sharpe Ratio (1%)0.090.150.200.340.721.230.812.56 Average Gain / Average Loss1.291.341.642.262.475.7211.69 Profit / Loss Ratio1.331.571.892.858.8851.5142.85 Downside Deviation (10%)4.337.0610.0012.478.585.2310.050.14 Downside Deviation (5%)4.166.508.8210.155.731.832.73 Downside Deviation (0%)4.126.368.539.605.121.211.38 Sortino Ratio (10%)0.070.110.190.370.971.460.78151.41 Sortino Ratio (5%)0.150.280.440.842.528.707.54 Sortino Ratio (0%)0.170.320.511.003.1114.8017.14 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 4 6.17 3/2016 Diversified Trader Index Month 6 6.17 3/2016 Systematic Trader Index Month 8 6.17 3/2016 Diversified Trader Index Month 9 2.30 12/2015 IASG CTA Index Month 3 14.52 12/2014 Systematic Trader Index Month 3 14.52 12/2014 Diversified Trader Index Month 3 14.52 12/2014 IASG CTA Index Month 5 20.81 9/2014 Systematic Trader Index Month 5 20.81 9/2014 Diversified Trader Index Month 5 20.81 9/2014 Systematic Trader Index Month 9 5.78 5/2014 Diversified Trader Index Month 6 15.52 4/2013 IASG CTA Index Month 6 15.52 4/2013 Systematic Trader Index Month 6 15.52 4/2013 Systematic Trader Index Month 10 5.91 2/2013 Diversified Trader Index Month 10 5.91 2/2013 IASG CTA Index Month 1 14.64 11/2012 Systematic Trader Index Month 1 14.64 11/2012 Diversified Trader Index Month 1 14.64 11/2012 Systematic Trader Index Month 7 11.82 11/2011 Diversified Trader Index Month 6 11.82 11/2011 IASG CTA Index Month 10 11.82 11/2011 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