Gap Partners LLC : Gap Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 0.00% Min Investment $ 250k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 5.94% Sharpe (RFR=1%) 0.38 CAROR 3.10% Assets $ 2.8M Worst DD -7.32 S&P Correlation -0.39 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since11/2009 Gap 0.00 - - - - - 5.28 15.31 S&P 500 1.91 - - - - - 71.80 270.51 +/- S&P 500 -1.91 - - - - - -66.52 -255.20 Strategy Description SummaryOperating during US markets hours and holding no overnight positions, Gap’s computer-based models closely monitor market activity and automatically execute trades at statistically optimal points. The system’s models are optimized to do well in both trending and trading markets and... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 250k CTA Max Funding Factor Management Fee 0% Performance Fee 20.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 5200 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD 10.00% Worst Peak-to-Trough -3.60% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 25.00% Trend-following 75.00% Composition Interest Rates 60.00% Currency Futures 40.00% SummaryOperating during US markets hours and holding no overnight positions, Gap’s computer-based models closely monitor market activity and automatically execute trades at statistically optimal points. The system’s models are optimized to do well in both trending and trading markets and are designed specifically not to be trend dependent; replicating traders’ behavioral patterns in the market through both long and short positions.Investment StrategyGap’s strategies are highly selective and disciplined, acting on relatively few trades, with the objectives of riding winning trades while quickly exiting losing trades. The program incorporates dynamic money management techniques which include systematic profit-taking and stop losses when pre-set levels are achieved and also automated position sizing.Risk ManagementRisk Management features include: - Each trade has a pre-defined level of risk; position management and trading rules used by the system prescribe that a pre-set percent of equity (e.g. 1%) is risked on any given trade. - Trailing stops are used with the intent to exit losing trades quickly and to capture profitable trades at optimal points. - Amount of capital deployed based on liquidity and volatility. - Gap’s systems currently close all positions by end of session in an effort to reduce risk. 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 -7.32 8 5 8/1/2010 4/1/2011 -6.61 25 - 3/1/2012 4/1/2014 -3.72 2 2 2/1/2010 4/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 12.44 4 11/1/2009 2/1/2010 8.98 4 5/1/2010 8/1/2010 8.57 8 8/1/2011 3/1/2012 5.57 2 5/1/2011 6/1/2011 0.71 1 8/1/2013 8/1/2013 0.07 1 8/1/2012 8/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.32 8 9/1/2010 4/1/2011 -3.72 2 3/1/2010 4/1/2010 -3.05 4 4/1/2012 7/1/2012 -3.04 11 9/1/2012 7/1/2013 -1.48 1 7/1/2011 7/1/2011 -1.42 10 9/1/2013 6/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods56.0054.0051.0045.0039.0033.0021.00 Percent Profitable35.7135.1941.1846.6761.5466.6780.95 Average Period Return0.270.771.141.582.904.226.03 Average Gain1.774.305.426.076.898.217.57 Average Loss-0.60-1.15-1.87-2.34-3.49-3.75-0.52 Best Period6.0711.5812.9812.7314.3618.5419.35 Worst Period-4.22-6.58-7.00-4.32-5.63-6.60-0.98 Standard Deviation1.723.364.305.105.877.235.73 Gain Standard Deviation1.853.083.044.083.585.275.26 Loss Standard Deviation0.891.351.680.881.161.950.46 Sharpe Ratio (1%)0.110.160.150.110.240.310.52 Average Gain / Average Loss2.963.752.912.591.972.1914.59 Profit / Loss Ratio1.742.042.042.273.164.3861.99 Downside Deviation (10%)1.042.203.585.587.309.0111.18 Downside Deviation (5%)0.871.552.212.523.183.501.69 Downside Deviation (0%)0.831.421.911.822.272.420.29 Sortino Ratio (10%)-0.13-0.21-0.37-0.61-0.64-0.67-0.87 Sortino Ratio (5%)0.210.340.290.230.440.631.78 Sortino Ratio (0%)0.320.540.590.871.271.7521.08 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 9 0.17 6/2011 Trend Following Strategy Index Month 3 5.39 5/2011 Trend Following Strategy Index Month 9 6.07 6/2010 Trend Following Strategy Index Month 5 4.54 1/2010 Trend Following Strategy Index Month 7 2.66 12/2009 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