Glider Trading LLP : Glider Trading Strategy (Class C) GROSS Returns

Year-to-Date
8.24%
Feb Performance
6.32%
Min Investment
$ 500k
Mgmt. Fee
1.00%
Perf. Fee
10.00%
Annualized Vol
11.43%
Sharpe (RFR=1%)
0.56
CAROR
6.98%
Assets
$ 1.0M
Worst DD
-17.66
S&P Correlation
0.20

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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since
9/2013
Glider Trading Strategy (Class C) GROSS Returns 6.32 6.32 8.24 35.65 39.19 31.50 - 65.90
S&P 500 5.94 8.65 4.76 33.19 44.98 101.57 - 154.11
+/- S&P 500 0.38 -2.33 3.49 2.46 -5.79 -70.07 - -88.20

Strategy Description

Summary

The 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 1.00%
Performance Fee 10.00%
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%
Strategy Pie Chart

Composition

Summary

The 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 Strategy

The 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 Management

Glider 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.

   

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
-17.66 16 37 2/1/2016 6/1/2017
-8.15 2 2 8/1/2020 10/1/2020
-6.83 9 2 3/1/2015 12/1/2015
-6.26 5 4 1/1/0001 1/1/2014
-2.70 1 1 9/1/2014 10/1/2014
-0.42 1 1 7/1/2014 8/1/2014
-0.01 1 1 1/1/2015 2/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
24.73 4 5/1/2020 8/1/2020
19.66 3 11/1/2014 1/1/2015
18.41 4 11/1/2020 2/1/2021
17.22 6 2/1/2014 7/1/2014
11.13 2 12/1/2017 1/1/2018
9.22 2 1/1/2016 2/1/2016
6.65 1 10/1/2017 10/1/2017
6.40 2 7/1/2017 8/1/2017
4.17 1 6/1/2016 6/1/2016
4.11 2 4/1/2018 5/1/2018
3.10 2 2/1/2019 3/1/2019
2.50 2 10/1/2019 11/1/2019
2.00 1 11/1/2013 11/1/2013
2.00 2 5/1/2019 6/1/2019
1.94 1 8/1/2019 8/1/2019
1.93 1 11/1/2015 11/1/2015
1.79 2 8/1/2018 9/1/2018
1.70 1 4/1/2017 4/1/2017
1.53 1 3/1/2015 3/1/2015
1.24 1 11/1/2016 11/1/2016
1.09 1 2/1/2017 2/1/2017
1.05 2 2/1/2020 3/1/2020
1.00 2 11/1/2018 12/1/2018
0.64 1 9/1/2014 9/1/2014
0.62 1 9/1/2015 9/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.22 4 7/1/2016 10/1/2016
-8.54 2 2/1/2018 3/1/2018
-8.15 2 9/1/2020 10/1/2020
-6.67 2 6/1/2018 7/1/2018
-6.22 3 3/1/2016 5/1/2016
-6.19 2 12/1/2013 1/1/2014
-6.05 2 5/1/2017 6/1/2017
-5.78 5 4/1/2015 8/1/2015
-4.02 1 9/1/2017 9/1/2017
-3.42 1 3/1/2017 3/1/2017
-2.70 1 10/1/2014 10/1/2014
-2.63 2 12/1/2019 1/1/2020
-2.59 1 11/1/2017 11/1/2017
-2.40 1 12/1/2015 12/1/2015
-2.04 1 4/1/2020 4/1/2020
-2.03 2 9/1/2013 10/1/2013
-1.69 2 12/1/2016 1/1/2017
-1.21 1 10/1/2015 10/1/2015
-0.67 1 7/1/2019 7/1/2019
-0.45 1 10/1/2018 10/1/2018
-0.42 1 1/1/2019 1/1/2019
-0.42 1 8/1/2014 8/1/2014
-0.12 1 4/1/2019 4/1/2019
-0.07 1 9/1/2019 9/1/2019
-0.01 1 2/1/2015 2/1/2015
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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.