Futures Truth Company, FTC-CTA : Axel

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
5/2014
Axel 0.30 - - - - - - -2.70
S&P 500 0.85 - - - - - - 80.12
+/- S&P 500 -0.55 - - - - - - -82.82

Strategy Description

Summary

AXEL 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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

AXEL 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.

   

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
-19.66 5 - 10/1/2014 3/1/2015
-3.45 2 1 7/1/2014 9/1/2014
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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
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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.