Cardwell Investment Technologies : Cardwell Investment Technologies 3x Program

archived programs
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

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 9.34 - -16.89 -3.22 33.88 - 35.45
S&P 500 0.27 6.45 - -0.97 29.28 51.43 - 55.59
+/- S&P 500 2.53 2.89 - -15.92 -32.50 -17.54 - -20.14

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.

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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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.