Fort Point Capital Partners LLC : Tactical Alpha Program

Year-to-Date
15.72%
Oct Performance
-1.09%
Min Investment
$ 250k
Mgmt. Fee
1.35%
Perf. Fee
10.00%
Annualized Vol
7.83%
Sharpe (RFR=1%)
1.14
CAROR
10.04%
Assets
$ 20.3M
Worst DD
-5.10
S&P Correlation
0.21

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
8/2016
Tactical Alpha Program -1.09 7.04 15.72 12.59 32.86 - - 36.46
S&P 500 2.04 1.92 21.16 12.01 41.41 - - 38.49
+/- S&P 500 -3.13 5.12 -5.44 0.58 -8.55 - - -2.03

Strategy Description

Summary

The Tactical Alpha Program (TAP) systematically trades liquid contracts on the S&P 500 seeking positive uncorrelated returns to equities and bonds over most market cycles. The strategy seeks to profit from investors' complex herding behavior ranging from panic to euphoria reflected... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.35%
Performance Fee
10.00%
Average Commission
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
750 RT/YR/$M
Avg. Margin-to-Equity
5%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Stock Index 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
20.00%
Systematic
80.00%

Strategy

Counter-trend
30.00%
Momentum
30.00%
Option-purchasing
4.00%
Pattern Recognition
30.00%
Technical
3.00%
Trend-following
3.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

The Tactical Alpha Program (TAP) systematically trades liquid contracts on the S&P 500 seeking positive uncorrelated returns to equities and bonds over most market cycles. The strategy seeks to profit from investors' complex herding behavior ranging from panic to euphoria reflected in the dynamics of the S&P 500 price action. The model is built on the team's decades of experience managing risk and working with the mathematical dynamics behind non-normal distributions like the S&P 500 (e.g., internet congestion, earthquake aftershocks, and traffic jams).

   

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
-5.10 4 3 8/1/2018 12/1/2018
-3.94 3 2 9/1/2016 12/1/2016
-2.96 2 2 12/1/2017 2/1/2018
-1.83 1 1 4/1/2019 5/1/2019
-1.09 1 - 9/1/2019 10/1/2019
-1.03 1 1 6/1/2019 7/1/2019
-0.77 2 5 3/1/2017 5/1/2017
-0.38 1 1 1/1/0001 8/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
17.36 6 3/1/2018 8/1/2018
8.22 2 8/1/2019 9/1/2019
7.43 4 1/1/2019 4/1/2019
7.11 3 1/1/2017 3/1/2017
4.07 1 9/1/2016 9/1/2016
3.57 1 6/1/2019 6/1/2019
3.07 5 8/1/2017 12/1/2017
0.18 1 6/1/2017 6/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.10 4 9/1/2018 12/1/2018
-3.94 3 10/1/2016 12/1/2016
-2.96 2 1/1/2018 2/1/2018
-1.83 1 5/1/2019 5/1/2019
-1.09 1 10/1/2019 10/1/2019
-1.03 1 7/1/2019 7/1/2019
-0.77 2 4/1/2017 5/1/2017
-0.38 1 8/1/2016 8/1/2016
-0.16 1 7/1/2017 7/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods39.0037.0034.0028.0022.0016.00
Percent Profitable58.9772.9785.29100.00100.00100.00
Average Period Return0.822.564.899.3416.0121.01
Average Gain2.164.206.059.3416.0121.01
Average Loss-1.09-1.88-1.84
Best Period8.1812.2117.3616.8928.1029.76
Worst Period-2.20-4.03-3.431.884.9716.53
Standard Deviation2.264.094.954.475.724.09
Gain Standard Deviation2.023.474.374.475.724.09
Loss Standard Deviation0.611.441.40
Sharpe Ratio (1%)0.330.560.891.872.544.65
Average Gain / Average Loss1.982.233.30
Profit / Loss Ratio2.856.0219.13
Downside Deviation (10%)1.031.791.750.960.62
Downside Deviation (5%)0.841.321.02
Downside Deviation (0%)0.791.210.85
Sortino Ratio (10%)0.400.741.384.5113.47
Sortino Ratio (5%)0.881.754.33
Sortino Ratio (0%)1.042.115.75

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.