Crystal Tower Advisors, LLC : Futures Program - Proprietary Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.36% Jan Performance -1.36% Min Investment $ 1,000k Mgmt. Fee 0.50% Perf. Fee 25.00% Annualized Vol 8.75% Sharpe (RFR=1%) 0.58 CAROR 5.81% Assets $ 10.0M Worst DD -10.90 S&P Correlation -0.03 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since5/2013 Futures Program - Proprietary -1.36 - -1.36 -4.11 26.45 23.36 - 46.83 S&P 500 -1.11 - -1.11 15.15 31.52 89.48 - 163.46 +/- S&P 500 -0.25 - -0.25 -19.26 -5.07 -66.13 - -116.63 Strategy Description SummaryCrystal Tower Futures is an adaptive, short term futures program designed to produce superior risk-adjusted returns in a wide variety of market environments. The extensive portfolio of short term pattern recognition models works cooperatively to accurately predict the most probable... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 4.00 Management Fee 0.50% Performance Fee 25.00% Average Commission $2.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 9000 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD 13.00% Worst Peak-to-Trough -6.13% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 38.00% Momentum 60.00% Seasonal/cyclical 2.00% Composition Stock Indices 25.00% Currency Futures 20.00% Interest Rates 20.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% Industrial Metals 5.00% SummaryCrystal Tower Futures is an adaptive, short term futures program designed to produce superior risk-adjusted returns in a wide variety of market environments. The extensive portfolio of short term pattern recognition models works cooperatively to accurately predict the most probable path of asset re-pricing cycles. The integrated risk management framework works with participating models to optimally position the portfolio on a risk/reward basis and to keep risk within predefined limits. The program trades a diversified portfolio of liquid futures markets across multiple sectors and geographic regions and exhibits low to negative correlation to broad CTA indices, the S&P 500 and other financial benchmarks. The program’s average holding period is under 2 days and average margin usage is under 10%.Investment StrategyCRYSTAL TOWER FUTURES (CTF) is an adaptive, short term futures program designed to produce superior risk-adjusted returns in a wide variety of market environments. The extensive portfolio of short term pattern recognition models works cooperatively to accurately predict the most probable path of asset re-pricing cycles. The integrated risk management framework works with participating models to optimally position the portfolio on a risk/reward basis and to keep risk within predefined limits. The program trades a diversified portfolio of liquid futures markets across multiple sectors and geographic regions and exhibits low to negative correlation to broad CTA indices, the S&P 500 and other financial benchmarks. The program's average holding period is under 2 days and average margin usage is under 10%. Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion. 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 -10.90 10 5 11/1/2014 9/1/2015 -9.02 5 12 5/1/2016 10/1/2016 -6.32 12 - 1/1/2020 1/1/2021 -6.00 2 3 3/1/2014 5/1/2014 -5.87 2 7 3/1/2018 5/1/2018 -3.62 1 2 10/1/2017 11/1/2017 -2.96 3 1 8/1/2013 11/1/2013 -2.06 1 2 12/1/2018 1/1/2019 -2.05 1 1 6/1/2019 7/1/2019 -1.76 1 1 6/1/2013 7/1/2013 -1.25 1 1 1/1/2018 2/1/2018 -0.39 1 1 8/1/2019 9/1/2019 -0.35 1 1 1/1/2014 2/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 18.92 8 10/1/2015 5/1/2016 16.97 6 6/1/2014 11/1/2014 16.81 4 10/1/2019 1/1/2020 10.62 5 6/1/2017 10/1/2017 7.59 5 2/1/2019 6/1/2019 5.25 3 8/1/2020 10/1/2020 5.08 1 8/1/2019 8/1/2019 5.08 2 11/1/2016 12/1/2016 4.22 2 12/1/2017 1/1/2018 4.18 1 3/1/2014 3/1/2014 4.15 3 3/1/2020 5/1/2020 4.04 2 12/1/2013 1/1/2014 3.62 1 3/1/2018 3/1/2018 3.18 3 6/1/2018 8/1/2018 3.15 1 12/1/2018 12/1/2018 2.98 1 10/1/2018 10/1/2018 2.89 1 8/1/2013 8/1/2013 2.20 2 3/1/2017 4/1/2017 2.11 2 2/1/2015 3/1/2015 2.09 1 9/1/2016 9/1/2016 1.99 1 7/1/2016 7/1/2016 1.77 2 5/1/2013 6/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.80 6 4/1/2015 9/1/2015 -6.20 1 2/1/2020 2/1/2020 -6.00 2 4/1/2014 5/1/2014 -5.96 1 8/1/2016 8/1/2016 -5.89 3 11/1/2020 1/1/2021 -5.87 2 4/1/2018 5/1/2018 -4.66 2 1/1/2017 2/1/2017 -3.96 1 6/1/2016 6/1/2016 -3.62 1 11/1/2017 11/1/2017 -3.25 1 10/1/2016 10/1/2016 -3.19 2 6/1/2020 7/1/2020 -2.96 3 9/1/2013 11/1/2013 -2.18 2 12/1/2014 1/1/2015 -2.15 1 5/1/2017 5/1/2017 -2.06 1 1/1/2019 1/1/2019 -2.05 1 7/1/2019 7/1/2019 -1.76 1 7/1/2013 7/1/2013 -1.34 1 9/1/2018 9/1/2018 -1.25 1 2/1/2018 2/1/2018 -1.08 1 11/1/2018 11/1/2018 -0.39 1 9/1/2019 9/1/2019 -0.35 1 2/1/2014 2/1/2014 Show More 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. x {{title}} x {{title}} Add Cancel