FirstPoint Advisors : Equity Market Advisor

archived programs
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

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 Since
2/2007
Equity Market Advisor 1.33 - - - - - -2.78 12.33
S&P 500 3.20 - - - - - 7.04 146.24
+/- S&P 500 -1.87 - - - - - -9.82 -133.90

Strategy Description

Summary

The 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%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

The 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.

   

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
-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
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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
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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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods49.0047.0044.0038.0032.0026.0014.00
Percent Profitable53.0651.0659.0973.6868.7576.92100.00
Average Period Return0.290.981.674.168.8511.7713.19
Average Gain2.485.156.909.6116.3217.8813.19
Average Loss-2.18-3.37-5.88-11.07-7.59-8.63
Best Period8.6115.3217.5923.7328.2734.0830.70
Worst Period-8.19-6.71-10.94-15.90-12.67-9.253.19
Standard Deviation3.285.447.5210.7212.9113.3310.03
Gain Standard Deviation2.524.194.265.917.357.9310.03
Loss Standard Deviation2.052.193.744.223.400.77
Sharpe Ratio (1%)0.060.140.160.300.570.731.01
Average Gain / Average Loss1.141.531.170.872.152.07
Profit / Loss Ratio1.281.601.702.434.736.91
Downside Deviation (10%)2.253.555.848.588.839.417.74
Downside Deviation (5%)2.072.944.696.535.405.13
Downside Deviation (0%)2.032.794.426.044.614.16
Sortino Ratio (10%)-0.05-0.07-0.14-0.100.140.16-0.33
Sortino Ratio (5%)0.100.250.250.481.361.90
Sortino Ratio (0%)0.140.350.380.691.922.83

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.