Estlander & Partners : Alpha Trend Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.44% May Performance 0.31% Min Investment $ 30,000k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 14.01% Sharpe (RFR=1%) 0.59 CAROR 8.59% Assets $ 107.0M Worst DD -26.48 S&P Correlation 0.00 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 May Qtr YTD 1yr 3yr 5yr 10yr Since10/1991 Alpha Trend 0.31 0.26 -0.44 -3.79 -14.19 -15.50 -2.13 801.37 S&P 500 2.16 -0.32 1.18 11.04 27.07 64.22 91.20 582.26 +/- S&P 500 -1.85 0.57 -1.62 -14.82 -41.26 -79.72 -93.33 219.12 Strategy Description SummaryAlpha Trend’s investment philosophy is based on the following theses: • All relevant information is reflected in historic price movements. • Quantitative analysis is the most effective way of accessing information about future market price movements. • Historic price... Read More Account & Fees Type Managed Account Minimum Investment $ 30,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 1.50% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 11% Targeted Worst DD -15.00% Worst Peak-to-Trough 12.40% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 8.00% 1-3 Months 46.00% 1-30 Days 45.00% Intraday 1.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Pattern Recognition 25.00% Technical 25.00% Trend-following 50.00% Composition Interest Rates 22.00% Currency Futures 17.00% Stock Indices 12.00% Industrial Metals 10.00% Energy 10.00% Softs 9.00% Grains 8.00% Precious Metals 7.00% Other 5.00% SummaryAlpha Trend’s investment philosophy is based on the following theses: • All relevant information is reflected in historic price movements. • Quantitative analysis is the most effective way of accessing information about future market price movements. • Historic price movements repeat and provide investment opportunities. • Diversification across a broad range of markets maximises the investment opportunity. • Alpha Trend capitalizes on market moves driven by investor behaviour in a systematic and disciplined way. The system tries to exploit profit opportunities based on marketparticipant’s behaviours. There are psychological reasons behind the existence of trends and there are also economical reasons for some participants to reduce volatility. The philosophy of the system is to trade with the trend and take on volatility. That is achieved by selective shortterm trading in line with the longer-term trend and having the risk management focused on drawdowns instead of volatility reduction. The programme takes selective breakouts in the direction of the trend by a unique combination of level identification and trend filtering. The methodology leads to trades in varying holding periods with the average trade lasting 28 days but some positions can be held for 6 months and longer. The strategy is applied on a diversified futures portfolio of 74 markets but being selective in position taking holds full positions only in 29 markets on average. The model and its parameters are the same for all markets in the portfolio. Our risk management is focused on drawdown control and worst case scenarios. The risk management is an integral part of the model and takes a bottom-up approach when evaluating portfolio risk. The sizing Estlander & Partners Alpha Trend is a diversified short- to mid term trend programme which is active on more than 70 liquid futures markets. It is a fully systematic programme with a highly selective trading process. Positions are held on average for 20-30 days. The historical track record goes back to 1991. Investment StrategyAlpha Trend’s investment philosophy is based on the following theses: • All relevant information is reflected in historic price movements. • Quantitative analysis is the most effective way of accessing information about future market price movements. • Historic price movements repeat and provide investment opportunities. • Diversification across a broad range of markets maximises the investment opportunity. • Alpha Trend capitalizes on market moves driven by investor behaviour in a systematic and disciplined way. The system tries to exploit profit opportunities based on market participant’s behaviours. There are psychological reasons behind the existence of trends and there are also economical reasons for some participants to reduce volatility. The philosophy of the system is to trade with the trend and take on volatility. That is achieved by selective shortterm trading in line with the longer-term trend and having the risk management focused on drawdowns instead of volatility reduction. The programme takes selective breakouts in the direction of the trend by a unique combination of level identification and identification of market structure. The methodology leads to trades in varying holding periods with the average trade lasting 28 days but some positions can be held for 6 months and longer. The strategy is applied on a diversified futures portfolio of 74 markets but being selective in position taking holds full positions only in 29 markets on average. The model and its parameters are the same for all markets in the portfolio. Our risk management is focused on drawdown control and worst case scenarios. The risk management is an integral part of the model and takes a bottom-up approach when evaluating portfolio risk. The sizing of new positions is dynamic and based on the volatility of the markets and the total risk in the portfolio at the time of entry. All position risks are accumulated to achieve a better estimate of a worst case scenario and to avoid an over-reliance on low or negative correlations. The information is provided on strategy level for the investment programme in question. Performance figures and other information on funds applying the investment programme in question are available by contacting Estlander & Partners Ltd. Risk ManagementThe 73 exchange traded futures markets within the portfolio are traded both on the long and short side and the program also applies a prudent risk management that ensures optimal portfolio balance at all times. 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 -26.48 83 - 4/1/2011 3/1/2018 -12.44 4 3 7/1/1997 11/1/1997 -12.41 5 2 5/1/1995 10/1/1995 -12.04 6 14 3/1/2004 9/1/2004 -12.04 3 8 11/1/2009 2/1/2010 -10.70 2 2 12/1/1995 2/1/1996 -10.41 4 13 5/1/2006 9/1/2006 -9.88 4 4 9/1/1992 1/1/1993 -9.63 6 2 10/1/2001 4/1/2002 -9.00 3 2 6/1/2008 9/1/2008 -8.08 5 2 3/1/2001 8/1/2001 -7.82 4 1 4/1/1996 8/1/1996 -7.74 3 2 7/1/1993 10/1/1993 -7.74 1 2 9/1/1999 10/1/1999 -7.65 4 1 12/1/2008 4/1/2009 -7.48 1 2 2/1/2003 3/1/2003 -7.08 2 2 8/1/2000 10/1/2000 -6.78 2 4 12/1/1991 2/1/1992 -6.35 2 5 9/1/1998 11/1/1998 -6.02 2 3 12/1/1993 2/1/1994 -5.33 3 2 11/1/1994 2/1/1995 -4.86 4 1 6/1/1994 10/1/1994 -4.83 2 2 9/1/2002 11/1/2002 -4.29 1 3 3/1/1998 4/1/1998 -4.25 1 1 1/1/2006 2/1/2006 -4.09 1 1 11/1/1996 12/1/1996 -4.08 1 2 2/1/2008 3/1/2008 -3.71 1 1 10/1/2003 11/1/2003 -2.90 1 1 9/1/2009 10/1/2009 -2.87 1 2 5/1/2009 6/1/2009 -2.47 1 2 4/1/1999 5/1/1999 -2.16 1 2 5/1/2003 6/1/2003 -1.61 1 1 1/1/2001 2/1/2001 -1.20 1 1 10/1/2010 11/1/2010 -1.02 1 1 12/1/1999 1/1/2000 -1.00 1 1 5/1/1993 6/1/1993 -0.71 1 1 6/1/2000 7/1/2000 -0.59 1 1 10/1/2007 11/1/2007 -0.57 1 1 8/1/2003 9/1/2003 -0.39 1 1 12/1/2010 1/1/2011 -0.36 1 1 4/1/1997 5/1/1997 -0.01 1 1 2/1/2000 3/1/2000 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.84 3 12/1/2007 2/1/2008 24.51 7 3/1/1992 9/1/1992 21.45 5 5/1/2002 9/1/2002 21.37 4 12/1/1997 3/1/1998 18.62 4 10/1/2005 1/1/2006 17.81 3 10/1/2008 12/1/2008 17.78 4 12/1/2003 3/1/2004 17.60 2 3/1/1996 4/1/1996 17.35 3 9/1/1996 11/1/1996 17.13 2 11/1/1995 12/1/1995 16.32 4 11/1/2014 2/1/2015 15.91 2 11/1/1993 12/1/1993 15.14 6 12/1/2012 5/1/2013 14.06 3 11/1/2000 1/1/2001 14.04 4 2/1/1993 5/1/1993 14.02 4 1/1/1997 4/1/1997 13.99 3 12/1/2002 2/1/2003 13.39 3 10/1/1991 12/1/1991 13.39 3 3/1/2006 5/1/2006 12.84 5 5/1/1998 9/1/1998 12.76 2 5/1/1994 6/1/1994 11.80 2 4/1/2003 5/1/2003 11.61 2 9/1/2001 10/1/2001 11.54 2 11/1/1999 12/1/1999 10.91 2 9/1/2007 10/1/2007 10.76 4 6/1/1999 9/1/1999 10.37 1 10/1/2003 10/1/2003 10.32 3 3/1/1995 5/1/1995 10.31 1 5/1/2009 5/1/2009 10.24 2 1/1/2016 2/1/2016 9.23 1 11/1/1994 11/1/1994 9.18 2 5/1/2010 6/1/2010 8.65 3 4/1/2008 6/1/2008 8.21 3 8/1/2010 10/1/2010 7.56 3 10/1/2004 12/1/2004 7.53 1 2/1/2005 2/1/2005 7.47 2 4/1/2012 5/1/2012 7.01 3 4/1/2007 6/1/2007 7.00 2 6/1/1997 7/1/1997 6.73 3 7/1/2015 9/1/2015 6.25 3 7/1/2009 9/1/2009 6.12 3 7/1/2014 9/1/2014 5.97 1 3/1/2001 3/1/2001 5.78 2 8/1/2011 9/1/2011 5.43 3 2/1/2011 4/1/2011 5.19 1 2/1/2000 2/1/2000 5.03 1 12/1/2010 12/1/2010 4.91 1 11/1/1992 11/1/1992 4.67 2 6/1/2016 7/1/2016 4.65 2 10/1/2006 11/1/2006 4.52 1 3/1/1994 3/1/1994 4.42 1 2/1/1999 2/1/1999 4.36 1 7/1/1993 7/1/1993 4.12 2 5/1/2005 6/1/2005 4.10 2 11/1/2016 12/1/2016 3.87 1 7/1/2012 7/1/2012 3.79 1 1/1/2018 1/1/2018 3.79 1 12/1/1998 12/1/1998 3.70 1 8/1/2006 8/1/2006 3.28 1 4/1/1999 4/1/1999 3.26 1 11/1/2009 11/1/2009 3.14 1 3/1/2002 3/1/2002 2.84 1 3/1/2010 3/1/2010 2.82 1 10/1/2017 10/1/2017 2.81 1 11/1/2015 11/1/2015 2.49 1 12/1/2013 12/1/2013 2.43 1 5/1/2014 5/1/2014 2.41 1 2/1/2014 2/1/2014 2.28 1 7/1/2017 7/1/2017 2.27 2 7/1/2003 8/1/2003 2.18 2 1/1/2012 2/1/2012 1.85 1 8/1/2000 8/1/2000 1.63 1 8/1/2008 8/1/2008 1.46 3 4/1/2000 6/1/2000 1.26 1 5/1/2001 5/1/2001 1.19 1 9/1/1997 9/1/1997 1.15 1 9/1/1994 9/1/1994 0.91 1 6/1/1996 6/1/1996 0.88 1 8/1/2005 8/1/2005 0.72 1 12/1/2001 12/1/2001 0.69 2 4/1/2018 5/1/2018 0.69 1 10/1/2013 10/1/2013 0.32 1 7/1/2004 7/1/2004 0.26 1 9/1/1993 9/1/1993 0.11 1 4/1/2017 4/1/2017 0.07 1 1/1/2007 1/1/2007 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.42 4 6/1/2013 9/1/2013 -12.41 5 6/1/1995 10/1/1995 -12.18 4 8/1/2012 11/1/2012 -12.06 3 10/1/2011 12/1/2011 -12.04 3 12/1/2009 2/1/2010 -10.70 2 1/1/1996 2/1/1996 -10.26 2 10/1/1997 11/1/1997 -10.23 3 5/1/2011 7/1/2011 -10.13 2 6/1/2006 7/1/2006 -9.61 3 3/1/2016 5/1/2016 -9.32 3 8/1/2016 10/1/2016 -8.36 3 4/1/2004 6/1/2004 -7.74 1 10/1/1999 10/1/1999 -7.65 4 1/1/2009 4/1/2009 -7.48 1 3/1/2003 3/1/2003 -7.39 1 10/1/1992 10/1/1992 -7.25 2 12/1/1992 1/1/1993 -7.08 2 9/1/2000 10/1/2000 -6.98 1 7/1/2008 7/1/2008 -6.96 2 7/1/2007 8/1/2007 -6.78 2 1/1/1992 2/1/1992 -6.74 4 3/1/2015 6/1/2015 -6.72 2 1/1/2002 2/1/2002 -6.35 2 10/1/1998 11/1/1998 -6.18 3 1/1/2017 3/1/2017 -6.03 3 6/1/2001 8/1/2001 -6.02 1 10/1/2015 10/1/2015 -6.02 2 1/1/1994 2/1/1994 -5.33 3 12/1/1994 2/1/1995 -5.32 2 7/1/1996 8/1/1996 -5.21 1 6/1/2012 6/1/2012 -5.13 2 5/1/2017 6/1/2017 -4.86 1 10/1/1993 10/1/1993 -4.83 2 10/1/2002 11/1/2002 -4.73 2 2/1/2018 3/1/2018 -4.66 2 3/1/2005 4/1/2005 -4.32 2 8/1/2004 9/1/2004 -4.29 1 4/1/1998 4/1/1998 -4.25 1 2/1/2006 2/1/2006 -4.20 2 3/1/2014 4/1/2014 -4.09 1 12/1/1996 12/1/1996 -4.08 1 3/1/2008 3/1/2008 -4.03 1 3/1/2012 3/1/2012 -3.87 1 9/1/2006 9/1/2006 -3.74 1 9/1/2008 9/1/2008 -3.72 2 8/1/2017 9/1/2017 -3.71 1 11/1/2003 11/1/2003 -3.57 1 11/1/2001 11/1/2001 -3.57 1 8/1/1997 8/1/1997 -3.52 1 5/1/1996 5/1/1996 -3.40 1 4/1/2001 4/1/2001 -3.29 1 4/1/2002 4/1/2002 -3.28 1 8/1/1993 8/1/1993 -3.02 1 10/1/1994 10/1/1994 -3.02 2 7/1/1994 8/1/1994 -2.98 1 1/1/2014 1/1/2014 -2.92 1 1/1/2005 1/1/2005 -2.90 1 10/1/2009 10/1/2009 -2.87 1 6/1/2009 6/1/2009 -2.47 2 11/1/2017 12/1/2017 -2.47 1 5/1/1999 5/1/1999 -2.16 1 12/1/2015 12/1/2015 -2.16 1 6/1/2003 6/1/2003 -2.05 1 10/1/2014 10/1/2014 -2.04 1 1/1/1999 1/1/1999 -2.03 1 4/1/1994 4/1/1994 -1.72 2 2/1/2007 3/1/2007 -1.61 1 2/1/2001 2/1/2001 -1.45 1 3/1/1999 3/1/1999 -1.21 1 12/1/2006 12/1/2006 -1.20 1 11/1/2010 11/1/2010 -1.13 1 11/1/2013 11/1/2013 -1.02 1 1/1/2000 1/1/2000 -1.00 1 6/1/1993 6/1/1993 -0.89 1 7/1/2010 7/1/2010 -0.82 1 4/1/2010 4/1/2010 -0.71 1 7/1/2000 7/1/2000 -0.63 1 9/1/2005 9/1/2005 -0.59 1 11/1/2007 11/1/2007 -0.57 1 9/1/2003 9/1/2003 -0.39 1 1/1/2011 1/1/2011 -0.36 1 5/1/1997 5/1/1997 -0.32 1 7/1/2005 7/1/2005 -0.01 1 6/1/2014 6/1/2014 -0.01 1 3/1/2000 3/1/2000 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods320.00318.00315.00309.00303.00297.00285.00273.00261.00 Percent Profitable56.2562.8967.6276.3880.5383.5087.7284.2582.76 Average Period Return0.772.294.549.2114.2919.7732.0545.8961.92 Average Gain3.596.339.0714.1319.8825.8038.2155.7376.21 Average Loss-2.86-4.55-4.92-6.69-8.85-10.78-11.92-6.76-6.71 Best Period14.4024.8437.6439.2449.6666.4676.54114.03118.08 Worst Period-9.11-12.06-13.81-16.16-21.95-21.97-26.33-14.54-15.50 Standard Deviation4.046.738.6812.0615.0917.8724.0231.5539.52 Gain Standard Deviation2.804.716.449.0110.7112.4618.4723.7026.35 Loss Standard Deviation1.983.133.664.705.305.437.303.804.05 Sharpe Ratio (1%)0.170.300.470.680.850.991.211.331.44 Average Gain / Average Loss1.261.391.842.112.252.393.218.2511.37 Profit / Loss Ratio1.622.363.856.839.2912.1222.9044.1054.55 Downside Deviation (10%)2.524.004.716.207.728.9510.7412.4915.23 Downside Deviation (5%)2.343.493.724.375.135.645.824.585.20 Downside Deviation (0%)2.303.363.493.964.544.894.883.073.24 Sortino Ratio (10%)0.140.270.440.680.871.061.521.952.25 Sortino Ratio (5%)0.290.591.091.882.493.154.999.1410.93 Sortino Ratio (0%)0.340.681.302.323.154.046.5714.9519.09 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 3 4.21 4/2008 Diversified Trader Index Month 7 4.21 4/2008 Systematic Trader Index Month 10 4.21 4/2008 Diversified Trader Index Month 10 7.53 2/2005 Systematic Trader Index Month 7 7.53 2/2005 Trend Following Strategy Index Month 7 7.53 2/2005 Trend Following Strategy Index Month 8 2.18 7/2003 Trend Following Strategy Index Month 9 5.05 4/2003 Diversified Trader Index Month 10 5.05 4/2003 Systematic Trader Index Month 10 5.05 4/2003 IASG CTA Index Month 10 5.19 2/2000 Diversified Trader Index Month 8 5.19 2/2000 Systematic Trader Index Month 8 5.19 2/2000 Trend Following Strategy Index Month 5 5.19 2/2000 Trend Following Strategy Index Month 9 7.56 12/1999 Trend Following Strategy Index Month 9 2.94 7/1999 Trend Following Strategy Index Month 10 3.79 12/1998 Diversified Trader Index Month 9 1.62 7/1998 Systematic Trader Index Month 8 1.62 7/1998 Trend Following Strategy Index Month 5 1.62 7/1998 Trend Following Strategy Index Month 9 -4.29 4/1998 Diversified Trader Index Month 7 3.75 3/1998 IASG CTA Index Month 8 3.75 3/1998 Trend Following Strategy Index Month 6 3.75 3/1998 Systematic Trader Index Month 6 3.75 3/1998 Trend Following Strategy Index Month 3 4.71 2/1998 Systematic Trader Index Month 4 4.71 2/1998 Diversified Trader Index Month 4 4.71 2/1998 IASG CTA Index Month 5 4.71 2/1998 Trend Following Strategy Index Month 8 6.47 12/1997 Systematic Trader Index Month 9 6.47 12/1997 Trend Following Strategy Index Month 9 -3.57 8/1997 IASG CTA Index Month 7 1.39 4/1997 Systematic Trader Index Month 3 1.39 4/1997 Diversified Trader Index Month 3 1.39 4/1997 Trend Following Strategy Index Month 2 1.39 4/1997 Trend Following Strategy Index Month 9 -4.09 12/1996 Trend Following Strategy Index Month 7 13.46 4/1996 Systematic Trader Index Month 9 13.46 4/1996 IASG CTA Index Month 9 13.46 4/1996 Diversified Trader Index Month 9 13.46 4/1996 Trend Following Strategy Index Month 9 3.65 3/1996 Trend Following Strategy Index Month 10 -6.73 2/1996 Diversified Trader Index Month 8 14.40 12/1995 Systematic Trader Index Month 8 14.40 12/1995 IASG CTA Index Month 8 14.40 12/1995 Trend Following Strategy Index Month 7 14.40 12/1995 Trend Following Strategy Index Month 8 -0.85 10/1995 Trend Following Strategy Index Month 5 -0.03 9/1995 Systematic Trader Index Month 9 -0.03 9/1995 Diversified Trader Index Month 10 -0.03 9/1995 Diversified Trader Index Month 9 5.63 4/1995 Trend Following Strategy Index Month 8 5.63 4/1995 Systematic Trader Index Month 8 5.63 4/1995 IASG CTA Index Month 9 5.63 4/1995 Trend Following Strategy Index Month 6 -1.56 1/1995 Diversified Trader Index Month 10 -1.56 1/1995 Systematic Trader Index Month 10 -1.56 1/1995 IASG CTA Index Sharpe 9 1.02 1993 - 1994 Trend Following Strategy Index Month 10 9.23 11/1994 Trend Following Strategy Index Month 10 -3.02 10/1994 Systematic Trader Index Month 4 -1.74 8/1994 Diversified Trader Index Month 5 -1.74 8/1994 IASG CTA Index Month 7 -1.74 8/1994 Trend Following Strategy Index Month 4 -1.74 8/1994 Trend Following Strategy Index Month 8 -1.30 7/1994 Systematic Trader Index Month 10 -1.30 7/1994 Systematic Trader Index Month 10 9.25 5/1994 Diversified Trader Index Month 10 9.25 5/1994 IASG CTA Index Month 10 9.25 5/1994 Trend Following Strategy Index Month 9 9.25 5/1994 Trend Following Strategy Index Month 10 -4.06 2/1994 IASG CTA Index Month 10 -2.04 1/1994 Systematic Trader Index Month 9 -2.04 1/1994 Diversified Trader Index Month 9 -2.04 1/1994 Trend Following Strategy Index Month 5 -2.04 1/1994 IASG CTA Index Sharpe 8 1.20 1992 - 1993 Trend Following Strategy Index Month 9 7.94 12/1993 Diversified Trader Index Month 5 7.38 11/1993 IASG CTA Index Month 5 7.38 11/1993 Systematic Trader Index Month 4 7.38 11/1993 Trend Following Strategy Index Month 4 7.38 11/1993 Trend Following Strategy Index Month 3 0.26 9/1993 Systematic Trader Index Month 7 0.26 9/1993 Diversified Trader Index Month 8 0.26 9/1993 IASG CTA Index Month 9 0.26 9/1993 Trend Following Strategy Index Month 10 -1.00 6/1993 Diversified Trader Index Month 8 1.71 3/1993 IASG CTA Index Month 8 1.71 3/1993 Trend Following Strategy Index Month 7 1.71 3/1993 Systematic Trader Index Month 8 1.71 3/1993 IASG CTA Index Year Rolling 9 9.29 1991 - 1992 Trend Following Strategy Index Month 9 -3.09 12/1992 IASG CTA Index Sharpe 5 1.11 1991 - 1992 Trend Following Strategy Index Month 4 4.91 11/1992 IASG CTA Index Month 6 4.91 11/1992 Diversified Trader Index Month 5 4.91 11/1992 Systematic Trader Index Month 5 4.91 11/1992 IASG CTA Index Month 4 0.77 9/1992 Trend Following Strategy Index Month 2 0.77 9/1992 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