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Cardwell Investment Technologies : Cardwell Investment Technologies 3x Program

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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
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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 YTD 1yr 3yr 5yr 10yr Since
2/2011
Cardwell Investment Technologies 3x Program 2.80 - - - - - 33.52 35.45
S&P 500 0.27 - - - - - 57.56 230.85
+/- S&P 500 2.53 - - - - - -24.04 -195.41

Strategy Description

Summary

This 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%
Composition Pie Chart

Summary

This program is identical to the notional Cardwell 1x Program but simply operates under 3x leverage.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
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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
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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
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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.

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