FirstPoint Advisors : Equity Market Advisor Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance 1.33% Min Investment $ 20k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.35% Sharpe (RFR=1%) 0.22 CAROR 2.89% Assets $ 1.3M Worst DD -16.33 S&P Correlation -0.23 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since2/2007 Equity Market Advisor 1.33 - - - - - - 12.33 S&P 500 3.20 - - - - - - 205.35 +/- S&P 500 -1.87 - - - - - - -193.01 Strategy Description SummaryThe manager uses an overbought/oversold indicator to signal purchases and sales. In the event the contract falls below a long term trendline, a hard sell rule overrides the overbought/oversold indicator until the contract price rises above the long term trendline. Signals are generated... Read More Account & Fees Type Managed Account Minimum Investment $ 20k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $2.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 224 RT/YR/$M Avg. Margin-to-Equity 3% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Stock Indices 100.00% SummaryThe manager uses an overbought/oversold indicator to signal purchases and sales. In the event the contract falls below a long term trendline, a hard sell rule overrides the overbought/oversold indicator until the contract price rises above the long term trendline. Signals are generated for trading at the open or close. Our opening price is based on tests of continuously traded GLOBEX futures. Hence, the time of our open may be different from the exchange. We do not trade intraday. 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 -16.33 9 - 12/1/2009 9/1/2010 -10.75 5 7 7/1/2007 12/1/2007 -5.49 2 2 1/1/0001 3/1/2007 -3.66 1 1 7/1/2009 8/1/2009 -2.60 3 2 12/1/2008 3/1/2009 -0.25 1 1 7/1/2008 8/1/2008 -0.05 1 1 9/1/2008 10/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 16.26 4 4/1/2007 7/1/2007 9.67 2 6/1/2008 7/1/2008 8.61 1 1/1/2008 1/1/2008 7.51 4 9/1/2009 12/1/2009 7.48 1 9/1/2008 9/1/2008 7.42 4 4/1/2009 7/1/2009 2.82 1 11/1/2007 11/1/2007 1.92 3 12/1/2010 2/1/2011 1.78 1 3/1/2008 3/1/2008 1.52 1 8/1/2010 8/1/2010 0.30 1 10/1/2010 10/1/2010 0.29 1 6/1/2010 6/1/2010 0.13 2 11/1/2008 12/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.91 5 1/1/2010 5/1/2010 -8.19 1 12/1/2007 12/1/2007 -5.49 2 2/1/2007 3/1/2007 -5.45 3 8/1/2007 10/1/2007 -4.79 1 9/1/2010 9/1/2010 -4.69 2 4/1/2008 5/1/2008 -3.66 1 8/1/2009 8/1/2009 -3.12 1 7/1/2010 7/1/2010 -2.60 3 1/1/2009 3/1/2009 -0.25 1 8/1/2008 8/1/2008 -0.20 1 2/1/2008 2/1/2008 -0.11 1 11/1/2010 11/1/2010 -0.05 1 10/1/2008 10/1/2008 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