Futures Truth Company, FTC-CTA : Axel Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance 0.30% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 17.81% Sharpe (RFR=1%) -0.13 CAROR - Assets $ 400k Worst DD -19.66 S&P Correlation -0.04 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 Apr Qtr 2020 1yr 3yr 5yr 10yr Since5/2014 Axel 0.30 - - - - - - -2.70 S&P 500 0.85 - - - - - - 93.28 +/- S&P 500 -0.55 - - - - - - -95.98 Strategy Description SummaryAXEL is a short term multi system program trading a diversified portfolio of US Futures. Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD 3.26% Worst Peak-to-Trough -3.26% Sector Focus Diversified 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 Counter-trend 20.00% Momentum 20.00% Pattern Recognition 20.00% Technical 40.00% Composition Currency Futures 20.00% Interest Rates 20.00% Stock Indices 20.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% Other 10.00% SummaryAXEL is a short term multi system program trading a diversified portfolio of US Futures. 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 -19.66 5 - 10/1/2014 3/1/2015 -3.45 2 1 7/1/2014 9/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.38 3 5/1/2014 7/1/2014 9.33 1 10/1/2014 10/1/2014 0.30 1 4/1/2015 4/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -19.66 5 11/1/2014 3/1/2015 -3.45 2 8/1/2014 9/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods12.0010.007.00 Percent Profitable41.6760.0042.86 Average Period Return-0.11-1.13-1.49 Average Gain4.696.5913.64 Average Loss-3.53-12.71-12.83 Best Period9.3314.3820.74 Worst Period-7.18-16.27-19.42 Standard Deviation5.1410.7115.15 Gain Standard Deviation3.624.297.42 Loss Standard Deviation2.623.854.71 Sharpe Ratio (1%)-0.04-0.13-0.13 Average Gain / Average Loss1.330.521.06 Profit / Loss Ratio0.950.780.80 Downside Deviation (10%)3.549.0711.97 Downside Deviation (5%)3.338.4610.54 Downside Deviation (0%)3.278.3110.18 Sortino Ratio (10%)-0.15-0.26-0.33 Sortino Ratio (5%)-0.06-0.16-0.19 Sortino Ratio (0%)-0.03-0.14-0.15 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