Golden Point Capital Management, LLC : Global Systematic Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance -14.99% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 39.23% Sharpe (RFR=1%) 0.50 CAROR 14.42% Assets $ 5.8M Worst DD -31.07 S&P Correlation -0.20 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since7/2012 Global Systematic -14.99 - - - - -26.75 - 67.58 S&P 500 0.27 - - - - 51.43 - 134.74 +/- S&P 500 -15.26 - - - - -78.18 - -67.16 Strategy Description SummaryThe strategy and concept of Golden Point Capital Management was developed over the course of the principal’s highly successful high frequency trading career. During this time the Principal studied intraday markets as well as built long term models to complement a high frequency approach.... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -20.00% Worst Peak-to-Trough 20.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 25.00% 1-3 Months 25.00% 1-30 Days 50.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Currency Futures 16.00% Grains 15.00% Interest Rates 15.00% Softs 14.00% Energy 11.00% Industrial Metals 7.00% Precious Metals 7.00% Stock Indices 7.00% Livestock 5.00% VIX 3.00% SummaryThe strategy and concept of Golden Point Capital Management was developed over the course of the principal’s highly successful high frequency trading career. During this time the Principal studied intraday markets as well as built long term models to complement a high frequency approach. The principal quickly realized that many of the same concepts being applied regularly by short term traders could be applied successfully on a long term basis. In testing these hypotheses, the founder concluded that trading on a long term basis offered a superior risk / reward profile which includes many added benefits such as reduced trading costs, a greater average percentage return per trade, and greatly reduced infrastructure costs. Golden Point’s strategy combines diligent risk management, complete automation, and multiple redundant mathematical models, to create a profitable, long term, trading strategy. 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 -31.07 15 - 1/1/2015 4/1/2016 -22.62 5 11 4/1/2013 9/1/2013 -10.74 4 4 7/1/2012 11/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 139.47 6 8/1/2014 1/1/2015 27.41 1 7/1/2015 7/1/2015 25.19 1 11/1/2015 11/1/2015 16.54 5 12/1/2012 4/1/2013 12.45 2 1/1/2016 2/1/2016 11.29 1 2/1/2014 2/1/2014 9.24 3 4/1/2014 6/1/2014 9.15 3 10/1/2013 12/1/2013 8.41 1 9/1/2015 9/1/2015 8.12 1 3/1/2015 3/1/2015 7.78 1 5/1/2015 5/1/2015 0.67 1 7/1/2012 7/1/2012 0.63 1 6/1/2013 6/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -29.46 2 3/1/2016 4/1/2016 -20.88 1 4/1/2015 4/1/2015 -16.48 1 10/1/2015 10/1/2015 -16.09 3 7/1/2013 9/1/2013 -13.35 1 6/1/2015 6/1/2015 -12.22 1 12/1/2015 12/1/2015 -10.74 4 8/1/2012 11/1/2012 -8.36 1 5/1/2013 5/1/2013 -7.54 1 2/1/2015 2/1/2015 -7.20 1 8/1/2015 8/1/2015 -3.54 1 3/1/2014 3/1/2014 -1.80 1 7/1/2014 7/1/2014 -0.33 1 1/1/2014 1/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods46.0044.0041.0035.0029.0023.00 Percent Profitable58.7056.8260.9862.8686.21100.00 Average Period Return1.736.5416.1840.4878.04108.56 Average Gain8.5719.3432.5070.0591.73108.56 Average Loss-7.98-10.29-9.31-9.56-7.50 Best Period30.4459.06139.47175.76199.91184.06 Worst Period-20.88-27.90-22.39-18.88-12.430.84 Standard Deviation11.3320.1934.7057.4965.7354.20 Gain Standard Deviation8.7616.8635.7053.5560.1854.20 Loss Standard Deviation6.338.265.805.625.31 Sharpe Ratio (1%)0.150.310.450.691.161.97 Average Gain / Average Loss1.071.883.497.3312.22 Profit / Loss Ratio1.532.475.4512.4176.41 Downside Deviation (10%)6.699.238.169.475.922.43 Downside Deviation (5%)6.528.717.067.233.760.24 Downside Deviation (0%)6.488.586.796.693.27 Sortino Ratio (10%)0.200.581.683.7511.9040.45 Sortino Ratio (5%)0.250.722.225.4620.38436.53 Sortino Ratio (0%)0.270.762.386.0523.88 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 6 10.02 1/2016 Trend Following Strategy Index Month 7 10.02 1/2016 Diversified Trader Index Month 7 10.02 1/2016 Systematic Trader Index Month 8 10.02 1/2016 IASG CTA Index 3 Year 4 130.03 2012 - 2015 IASG CTA Index Month 1 25.19 11/2015 Trend Following Strategy Index Month 1 25.19 11/2015 Systematic Trader Index Month 1 25.19 11/2015 Diversified Trader Index Month 1 25.19 11/2015 Trend Following Strategy Index Month 2 26.77 9/2014 Systematic Trader Index Month 2 26.77 9/2014 Diversified Trader Index Month 2 26.77 9/2014 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