Glider Trading LLP : Glider Trading Strategy (Class C) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance 2.56% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.53% Sharpe (RFR=1%) 0.09 CAROR 1.35% Assets $ 8.7M Worst DD -20.60 S&P Correlation 0.11 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 May Qtr YTD 1yr 3yr 5yr 10yr Since9/2013 Glider Trading Strategy (Class C) 2.56 - - - -5.42 -7.93 - 6.60 S&P 500 2.16 - - - 27.07 64.22 - 118.63 +/- S&P 500 0.40 - - - -32.50 -72.14 - -112.04 Strategy Description SummaryThe Glider Trading Strategy is a fully systematic, directional strategy that is designed to participate in the strongest price movements available in the global futures market.... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 650 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD Worst Peak-to-Trough -9.06% 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 Momentum 70.00% Pattern Recognition 20.00% Trend-following 10.00% Composition SummaryThe Glider Trading Strategy is a fully systematic, directional strategy that is designed to participate in the strongest price movements available in the global futures market.Investment StrategyThe aim of the Glider Trading Strategy is to participate in the strongest price movements among liquid futures and rotate into stronger price moves as opportunities arise. The Strategy processes collected data (Price, total and contract Volume and Open Interest) from over 120 futures by screening opportunities via a liquidity and ranking filter to generate its proprietary trading signals. Risk ManagementGlider Trading uses a pro-trend multi-dimensional risk analysis. New positions are taken only in the direction of an established trend. Risk is managed using both static and dynamic stops which allows profits to run and avoids profit targets. Risk is measured and monitored multi-dimensionally at a Portfolio, Future Group and Instrument level. The Glider Trading’s multi-dimensional risk analysis allows removal of excessive risk concentration. 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 -20.60 29 - 1/1/2015 6/1/2017 -6.97 5 4 1/1/0001 1/1/2014 -2.98 3 1 7/1/2014 10/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 17.99 3 11/1/2014 1/1/2015 10.76 2 12/1/2017 1/1/2018 9.85 4 4/1/2014 7/1/2014 8.86 2 1/1/2016 2/1/2016 6.48 1 10/1/2017 10/1/2017 6.05 2 7/1/2017 8/1/2017 4.14 1 2/1/2014 2/1/2014 4.00 1 6/1/2016 6/1/2016 3.76 2 4/1/2018 5/1/2018 1.83 1 11/1/2013 11/1/2013 1.76 1 11/1/2015 11/1/2015 1.53 1 4/1/2017 4/1/2017 1.08 1 11/1/2016 11/1/2016 0.92 1 2/1/2017 2/1/2017 0.47 1 9/1/2014 9/1/2014 0.45 1 9/1/2015 9/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.81 4 7/1/2016 10/1/2016 -8.85 2 2/1/2018 3/1/2018 -7.41 7 2/1/2015 8/1/2015 -6.68 3 3/1/2016 5/1/2016 -6.50 2 12/1/2013 1/1/2014 -6.36 2 5/1/2017 6/1/2017 -4.18 1 9/1/2017 9/1/2017 -3.58 1 3/1/2017 3/1/2017 -2.86 1 10/1/2014 10/1/2014 -2.74 1 11/1/2017 11/1/2017 -2.57 1 12/1/2015 12/1/2015 -2.28 2 9/1/2013 10/1/2013 -2.00 2 12/1/2016 1/1/2017 -1.38 1 10/1/2015 10/1/2015 -0.59 1 8/1/2014 8/1/2014 -0.04 1 3/1/2014 3/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods57.0055.0052.0046.0040.0034.0022.00 Percent Profitable43.8638.1851.9250.0042.5044.1250.00 Average Period Return0.170.441.211.561.100.12-0.70 Average Gain3.145.846.899.5314.2013.137.18 Average Loss-2.16-2.89-4.93-6.42-8.58-10.16-8.58 Best Period10.3717.9914.9630.9023.6524.4512.39 Worst Period-5.71-7.78-10.34-17.36-16.30-16.19-14.86 Standard Deviation3.335.217.1410.5712.5312.978.85 Gain Standard Deviation2.594.024.848.506.446.924.04 Loss Standard Deviation1.462.142.704.854.204.343.41 Sharpe Ratio (1%)0.020.040.100.05-0.03-0.15-0.42 Average Gain / Average Loss1.462.021.401.491.651.290.84 Profit / Loss Ratio1.141.251.511.491.221.020.84 Downside Deviation (10%)2.203.645.478.8512.6915.7218.60 Downside Deviation (5%)1.992.974.196.238.269.638.56 Downside Deviation (0%)1.942.813.885.647.228.226.49 Sortino Ratio (10%)-0.11-0.22-0.23-0.39-0.51-0.64-0.89 Sortino Ratio (5%)0.040.070.170.09-0.05-0.20-0.44 Sortino Ratio (0%)0.090.160.310.280.150.01-0.11 Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 10 2.56 5/2018 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