Golden Point Capital Management, LLC : Global Systematic

archived programs
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

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 Since
7/2012
Global Systematic -14.99 -27.90 - -12.85 60.04 - - 67.58
S&P 500 0.27 6.45 - -0.97 29.28 - - 49.73
+/- S&P 500 -15.26 -34.35 - -11.88 30.76 - - 17.85

Strategy Description

Summary

The 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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

The 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.

   

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
-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
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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
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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
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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 Rolling 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.