Global Wealth Analytics, Inc. : Class B 2.0 Program

archived programs
Year-to-Date
N / A
Oct Performance
-12.24%
Min Investment
$ 200k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
102.65%
Sharpe (RFR=1%)
0.24
CAROR
-
Assets
$ 191k
Worst DD
-26.71
S&P Correlation
-0.16

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
5/2012
Class B 2.0 Program -12.24 - - - - - - -5.52
S&P 500 -1.98 - - - - - - 173.58
+/- S&P 500 -10.26 - - - - - - -179.10

Strategy Description

Summary

Fully systematic computer model utilizing a core methodology called directional acceleration. Directional acceleration is an original and proprietary method of assessing market trends. Some of the main differences between the Class B 2.0 and original Class B program is longer time... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 200k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 20.00%
Average Commission $20.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 1500 RT/YR/$M
Avg. Margin-to-Equity 20%
Targeted Worst DD
Worst Peak-to-Trough
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

Trend-following
100.00%
Strategy Pie Chart

Composition

Summary

Fully systematic computer model utilizing a core methodology called directional acceleration. Directional acceleration is an original and proprietary method of assessing market trends. Some of the main differences between the Class B 2.0 and original Class B program is longer time frame, more stringent entry criteria, selective portfolio allocation and added 2% management fee. Class B 2.0 is a long term system with positions being held from 3 months to 1 year plus. It has selective risk/reward low volatility entry criteria which result in a different portfolio landscape then the original program. This program has 80-95% exposure to commodity based markets with limited exposure to the financial sector.

Risk Management

Strict risk parameters are used to allocate defined amounts of capital to each market based on current market correlation and volatility. The targeted amount of leverage for this program is to risk 1-2% per market group with exception for agricultural markets. From time to time agricultural markets may have significant non-correlation among individual markets in which individual market exposure can range from 1-2% on average.

   

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
-26.71 1 1 5/1/2012 6/1/2012
-24.08 3 - 7/1/2012 10/1/2012
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
58.32 1 7/1/2012 7/1/2012
7.25 1 5/1/2012 5/1/2012
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-26.71 1 6/1/2012 6/1/2012
-24.08 3 8/1/2012 10/1/2012
Show More

Time Windows Analysis

 1 Month3 Month
Number of Periods6.004.00
Percent Profitable33.3375.00
Average Period Return2.1111.63
Average Gain32.7923.54
Average Loss-13.23-24.08
Best Period58.3236.96
Worst Period-26.71-24.08
Standard Deviation29.6326.37
Gain Standard Deviation36.1113.90
Loss Standard Deviation9.37
Sharpe Ratio (1%)0.070.43
Average Gain / Average Loss2.480.98
Profit / Loss Ratio1.242.93
Downside Deviation (10%)12.9612.65
Downside Deviation (5%)12.7312.17
Downside Deviation (0%)12.6712.04
Sortino Ratio (10%)0.130.82
Sortino Ratio (5%)0.160.94
Sortino Ratio (0%)0.170.97

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.