Cardwell Investment Technologies : Cardwell Investment Technologies 3x Program

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	2020	1yr	3yr	5yr	10yr	Since 2/2011
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

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%

Summary

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

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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.

Compare to:

Index:

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	63.00	61.00	58.00	52.00	46.00	40.00	28.00	16.00
Percent Profitable	50.79	54.10	53.45	55.77	78.26	90.00	78.57	100.00
Average Period Return	0.71	2.04	4.36	9.57	15.92	17.91	23.57	42.60
Average Gain	5.64	10.32	17.36	26.44	22.92	20.30	30.72	42.60
Average Loss	-4.39	-7.72	-10.56	-11.70	-9.29	-3.55	-2.63
Best Period	20.81	33.06	51.70	69.91	59.97	39.66	75.22	68.05
Worst Period	-14.54	-21.54	-25.65	-30.70	-20.56	-5.59	-4.51	20.99
Standard Deviation	6.81	11.67	18.89	25.18	19.97	12.93	25.40	15.03
Gain Standard Deviation	5.15	8.75	16.22	20.72	16.46	11.30	24.06	15.03
Loss Standard Deviation	3.96	5.43	6.82	8.66	6.16	1.66	1.52
Sharpe Ratio (1%)	0.09	0.15	0.20	0.34	0.72	1.23	0.81	2.56
Average Gain / Average Loss	1.29	1.34	1.64	2.26	2.47	5.72	11.69
Profit / Loss Ratio	1.33	1.57	1.89	2.85	8.88	51.51	42.85
Downside Deviation (10%)	4.33	7.06	10.00	12.47	8.58	5.23	10.05	0.14
Downside Deviation (5%)	4.16	6.50	8.82	10.15	5.73	1.83	2.73
Downside Deviation (0%)	4.12	6.36	8.53	9.60	5.12	1.21	1.38
Sortino Ratio (10%)	0.07	0.11	0.19	0.37	0.97	1.46	0.78	151.41
Sortino Ratio (5%)	0.15	0.28	0.44	0.84	2.52	8.70	7.54
Sortino Ratio (0%)	0.17	0.32	0.51	1.00	3.11	14.80	17.14

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.

^#4

Top Performer

IASG CTA INDEX

MARCH
2016

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Cardwell Investment Technologies : Cardwell Investment Technologies 3x Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Cardwell Investment Technologies : Cardwell Investment Technologies 3x Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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