Global Domain Partners, LLC : Global Domain Vector Fund - Series A

Year-to-Date: N / A
Apr Performance: 0.06%

Min Investment: $ 500k
Mgmt. Fee: 1.50%
Perf. Fee: 20.00%

Annualized Vol: 7.48%
Sharpe (RFR=1%): 0.20
CAROR: 2.22%

Assets: $ 3.2M
Worst DD: -14.60
S&P Correlation: 0.12

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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	2019	1yr	3yr	5yr	10yr	Since 1/2006
Global Domain Vector Fund - Series A	0.06	-0.73	-	-5.31	-11.46	1.34	-	20.09
S&P 500	0.62	5.69	-	17.93	38.13	115.81	-	47.15
+/- S&P 500	-0.56	-6.41	-	-23.24	-49.59	-114.47	-	-27.06

Strategy Description

Summary

Account & Fees

Type: Fund
Minimum Investment: $ 500k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 1.50%
Performance Fee: 20.00%
Average Commission: $0
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: 900 RT/YR/$M
Avg. Margin-to-Equity: 9%
Targeted Worst DD
Worst Peak-to-Trough: 8.70%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 51.00%
4-12 Months: 49.00%
1-3 Months: 0%
1-30 Days: 0%
Intraday: 0%

Decision-Making

Discretionary: 0%
Systematic: 100.00%

Strategy

Other: 100.00%

Composition

Currency Futures: 24.00%
Stock Indices: 24.00%
Energy: 18.00%
Grains: 9.00%
Livestock: 9.00%
Softs: 7.00%
Industrial Metals: 5.00%
Precious Metals: 4.00%

Summary

The goal of Series A is to construct a diversified portfolio with minimal correlation to equity and fixed income markets, while maximizing returns given a stable volatility. It aims to improve the risk adjusted returns of any diversified asset portfolio. Additionally, Sigma strives to achieve these goals by basing trading decisions exclusively on the output of mathematical algorithms, eliminating any subjectivity from the daily process. To accomplish this, it converts ideas like "diversified portfolio" and "minimal correlation" into quantitative statements and optimization procedures that can be explicitly (back-) tested and simulated. The result is a unique quantitative fund with roughly 0 historical correlation to equity and fixed income benchmarks while producing consistently positive net excess returns (above 3 month t-bills) with stable volatility. In addition, the unique strategy offered by Series A demonstrates a low correlation to the managed futures asset class. The transparent strategy offers both a fund structure as well as separate accounts which can provide up to daily liqudity.

Investment Strategy

The Global Domain Vector Fund Series A is a systematic medium-term signal generating strategy that trades FX, Equity Indices and Commodities market sectors using futures contracts. The Strategy uses a combination of over 1,500 indicators and 500 proprietary indicators from which multiple models are generated each day, with a limited life span, to collectively produce a buy or sell decision for each market traded. This allows the Strategy to adapt and respond to constantly changing market environments.

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Index: Chart Type:

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:

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Sharpe Ratio: (RF=1%)
Skewness:
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Reward
Compound RoR:
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Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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Average Loss:
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Sharpe Ratio: (RF=1%)
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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
-14.60	25	-	8/1/2011	9/1/2013
-8.71	10	3	10/1/2007	8/1/2008
-6.38	2	2	6/1/2007	8/1/2007
-6.12	2	7	4/1/2006	6/1/2006
-4.62	2	5	12/1/2009	2/1/2010
-4.07	5	5	1/1/2009	6/1/2009
-3.00	2	1	4/1/2011	6/1/2011
-1.97	1	1	10/1/2010	11/1/2010
-1.03	2	1	1/1/2007	3/1/2007
-0.31	1	1	12/1/2010	1/1/2011
-0.20	1	1	7/1/2010	8/1/2010
-0.17	1	1	11/1/2008	12/1/2008

Consecutive Gains

Run-up	Length (Mos.)	Start	End
11.38	4	1/1/2006	4/1/2006
9.98	2	9/1/2007	10/1/2007
9.66	3	9/1/2008	11/1/2008
5.86	4	2/1/2008	5/1/2008
5.54	2	7/1/2011	8/1/2011
5.13	4	10/1/2006	1/1/2007
5.08	3	2/1/2011	4/1/2011
4.71	2	9/1/2010	10/1/2010
4.02	3	4/1/2007	6/1/2007
3.74	3	7/1/2009	9/1/2009
3.64	3	3/1/2010	5/1/2010
3.36	2	7/1/2006	8/1/2006
3.17	2	1/1/2012	2/1/2012
3.16	1	12/1/2010	12/1/2010
2.51	1	7/1/2010	7/1/2010
2.22	3	12/1/2012	2/1/2013
2.14	2	1/1/2014	2/1/2014
2.13	2	7/1/2012	8/1/2012
2.08	1	1/1/2009	1/1/2009
1.85	1	11/1/2011	11/1/2011
1.44	1	10/1/2013	10/1/2013
1.34	2	11/1/2009	12/1/2009
1.11	1	4/1/2012	4/1/2012
0.80	1	8/1/2013	8/1/2013
0.67	1	3/1/2009	3/1/2009
0.10	1	5/1/2009	5/1/2009
0.06	1	4/1/2014	4/1/2014

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-7.49	3	6/1/2008	8/1/2008
-6.78	3	11/1/2007	1/1/2008
-6.38	2	7/1/2007	8/1/2007
-6.12	2	5/1/2006	6/1/2006
-6.03	2	9/1/2011	10/1/2011
-5.55	2	5/1/2012	6/1/2012
-4.80	5	3/1/2013	7/1/2013
-4.62	2	1/1/2010	2/1/2010
-3.98	3	9/1/2012	11/1/2012
-3.00	2	5/1/2011	6/1/2011
-2.89	1	9/1/2013	9/1/2013
-2.55	1	12/1/2011	12/1/2011
-1.97	1	11/1/2010	11/1/2010
-1.75	1	6/1/2009	6/1/2009
-1.72	1	4/1/2009	4/1/2009
-1.41	1	2/1/2009	2/1/2009
-1.34	1	3/1/2014	3/1/2014
-1.12	1	9/1/2006	9/1/2006
-1.03	2	2/1/2007	3/1/2007
-0.99	2	11/1/2013	12/1/2013
-0.72	1	6/1/2010	6/1/2010
-0.60	1	10/1/2009	10/1/2009
-0.54	1	3/1/2012	3/1/2012
-0.31	1	1/1/2011	1/1/2011
-0.20	1	8/1/2010	8/1/2010
-0.17	1	12/1/2008	12/1/2008

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	100.00	98.00	95.00	89.00	83.00	77.00	65.00	53.00	41.00
Percent Profitable	56.00	64.29	53.68	64.04	71.08	75.32	84.62	94.34	95.12
Average Period Return	0.21	0.58	0.93	1.94	3.00	4.16	7.91	11.09	13.97
Average Gain	1.70	2.62	3.90	5.31	6.49	7.78	10.42	11.87	14.71
Average Loss	-1.70	-3.09	-2.50	-4.07	-5.59	-6.88	-5.86	-1.98	-0.44
Best Period	6.30	9.66	10.17	13.56	19.54	17.49	27.73	28.24	30.52
Worst Period	-5.50	-7.49	-6.66	-7.18	-10.78	-12.16	-11.46	-2.21	-0.46
Standard Deviation	2.16	3.39	3.87	5.58	6.68	7.53	7.68	7.04	9.25
Gain Standard Deviation	1.34	2.06	2.50	3.88	4.12	4.13	5.16	6.44	8.87
Loss Standard Deviation	1.34	1.85	1.73	1.72	2.85	3.76	3.32	0.21	0.03
Sharpe Ratio (1%)	0.06	0.10	0.11	0.17	0.22	0.29	0.64	1.00	0.96
Average Gain / Average Loss	1.00	0.85	1.56	1.30	1.16	1.13	1.78	6.01	33.16
Profit / Loss Ratio	1.28	1.52	1.81	2.32	2.85	3.45	9.79	100.17	646.63
Downside Deviation (10%)	1.65	2.82	3.63	5.81	7.76	9.52	10.78	12.54	16.43
Downside Deviation (5%)	1.47	2.28	2.35	3.21	4.11	4.79	3.70	1.68	1.84
Downside Deviation (0%)	1.43	2.15	2.06	2.64	3.36	3.87	2.61	0.47	0.10
Sortino Ratio (10%)	-0.12	-0.23	-0.42	-0.53	-0.59	-0.64	-0.73	-0.83	-0.83
Sortino Ratio (5%)	0.08	0.14	0.19	0.29	0.36	0.45	1.32	4.18	4.81
Sortino Ratio (0%)	0.14	0.27	0.45	0.73	0.89	1.07	3.04	23.51	142.46

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.

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Global Domain Partners, LLC : Global Domain Vector Fund - Series A

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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