Heyden & Steindl GmbH : TOMAC2 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 0.02% Min Investment $ 5,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 29.48% Sharpe (RFR=1%) 0.66 CAROR 17.80% Assets $ 173.0M Worst DD -42.20 S&P Correlation -0.05 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since3/2003 TOMAC2 0.02 - - - - - 6.22 624.10 S&P 500 -1.74 - - - - - 75.13 403.70 +/- S&P 500 1.76 - - - - - -68.90 220.41 Strategy Description Summary-Investment objective is an absolute return in any market condition. As opposed to a diversified portfolio TOMAC2 is a trading concept focusing on single market chances. Positions are taken on a signal generated by a quantitative model comprising a combination of trend following and... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $4.00 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Anytime Redemption Frequency Monthly Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -25.00% Worst Peak-to-Trough 40.16% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 90.00% 1-30 Days Intraday 5.00% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Trend-following 70.00% Other 30.00% Summary-Investment objective is an absolute return in any market condition. As opposed to a diversified portfolio TOMAC2 is a trading concept focusing on single market chances. Positions are taken on a signal generated by a quantitative model comprising a combination of trend following and pattern recognition. A quality check of the signal adds a discretionary component to the concept. Risk control is applied to every single position with a maximum loss allowed, secured by a stop order placed with the entry order. The position exit is completely systematic on channel breakout.Investment StrategyCombination of trend following and pattern recognition applied on the global futures markets.Risk ManagementRisk per position is limited to a maximum of 2% per position, secured by stop orders. Risk will be reduced according to the algorithm of a risk matrix when consecutive loss trades appear. Once trades are profitable again the risk will be consequently increased again until the 2% barrier is reached again. 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 -42.20 31 - 6/1/2009 1/1/2012 -40.16 6 15 7/1/2004 1/1/2005 -16.38 5 1 2/1/2008 7/1/2008 -14.60 6 3 9/1/2006 3/1/2007 -12.85 3 2 12/1/2008 3/1/2009 -10.69 3 1 5/1/2006 8/1/2006 -9.79 2 1 8/1/2007 10/1/2007 -8.54 2 1 9/1/2003 11/1/2003 -7.90 1 2 8/1/2008 9/1/2008 -5.74 1 1 5/1/2004 6/1/2004 -2.83 1 1 3/1/2004 4/1/2004 -1.99 1 1 5/1/2003 6/1/2003 Show More Consecutive Gains Run-up Length (Mos.) Start End 61.01 4 12/1/2003 3/1/2004 50.91 4 11/1/2007 2/1/2008 50.85 7 2/1/2005 8/1/2005 41.49 3 3/1/2003 5/1/2003 41.31 5 4/1/2007 8/1/2007 39.44 3 7/1/2003 9/1/2003 35.56 1 7/1/2004 7/1/2004 28.83 3 4/1/2009 6/1/2009 24.03 3 3/1/2006 5/1/2006 21.11 3 4/1/2013 6/1/2013 20.81 3 10/1/2008 12/1/2008 20.61 1 8/1/2008 8/1/2008 20.37 3 7/1/2014 9/1/2014 20.27 1 9/1/2006 9/1/2006 16.16 2 1/1/2010 2/1/2010 15.09 2 8/1/2012 9/1/2012 14.25 1 5/1/2012 5/1/2012 13.87 1 9/1/2010 9/1/2010 13.87 1 5/1/2010 5/1/2010 10.10 2 12/1/2012 1/1/2013 8.93 2 10/1/2009 11/1/2009 8.52 1 2/1/2012 2/1/2012 6.50 2 12/1/2014 1/1/2015 5.10 1 1/1/2006 1/1/2006 5.02 1 6/1/2008 6/1/2008 4.80 1 9/1/2011 9/1/2011 3.80 1 5/1/2004 5/1/2004 3.47 3 11/1/2013 1/1/2014 3.44 1 5/1/2014 5/1/2014 3.20 2 11/1/2011 12/1/2011 3.02 1 1/1/2011 1/1/2011 2.86 1 11/1/2005 11/1/2005 2.77 1 4/1/2011 4/1/2011 1.76 1 11/1/2006 11/1/2006 0.57 1 9/1/2013 9/1/2013 0.26 1 12/1/2004 12/1/2004 0.11 1 9/1/2004 9/1/2004 0.02 1 3/1/2015 3/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.53 3 6/1/2010 8/1/2010 -17.03 1 1/1/2005 1/1/2005 -16.76 1 8/1/2004 8/1/2004 -16.69 3 7/1/2009 9/1/2009 -16.01 4 5/1/2011 8/1/2011 -15.30 1 10/1/2011 10/1/2011 -14.36 4 12/1/2006 3/1/2007 -13.68 2 10/1/2004 11/1/2004 -12.85 3 1/1/2009 3/1/2009 -12.80 3 3/1/2008 5/1/2008 -10.89 2 6/1/2012 7/1/2012 -10.71 2 3/1/2010 4/1/2010 -10.69 3 6/1/2006 8/1/2006 -10.51 2 2/1/2011 3/1/2011 -9.79 2 9/1/2007 10/1/2007 -9.37 1 12/1/2009 12/1/2009 -8.69 1 7/1/2008 7/1/2008 -8.54 2 10/1/2003 11/1/2003 -8.05 3 10/1/2010 12/1/2010 -8.05 3 2/1/2014 4/1/2014 -7.90 1 9/1/2008 9/1/2008 -7.36 2 2/1/2013 3/1/2013 -6.91 2 3/1/2012 4/1/2012 -6.51 2 9/1/2005 10/1/2005 -5.74 1 6/1/2004 6/1/2004 -5.53 1 10/1/2013 10/1/2013 -5.25 2 10/1/2012 11/1/2012 -4.57 2 10/1/2014 11/1/2014 -4.31 1 1/1/2012 1/1/2012 -3.92 2 7/1/2013 8/1/2013 -3.70 1 2/1/2006 2/1/2006 -3.49 1 6/1/2014 6/1/2014 -2.83 1 4/1/2004 4/1/2004 -2.32 1 12/1/2005 12/1/2005 -2.01 1 10/1/2006 10/1/2006 -1.99 1 6/1/2003 6/1/2003 -1.86 1 2/1/2015 2/1/2015 Show More Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 5 10.22 7/2014 Systematic Trader Index Month 6 10.22 7/2014 Trend Following Strategy Index Month 1 9.97 6/2013 Systematic Trader Index Month 1 9.97 6/2013 IASG CTA Index Month 3 9.97 6/2013 IASG CTA Index Month 4 8.88 12/2012 Trend Following Strategy Index Month 4 8.88 12/2012 Systematic Trader Index Month 4 8.88 12/2012 Trend Following Strategy Index Month 5 4.51 9/2012 Trend Following Strategy Index Month 3 10.12 8/2012 Systematic Trader Index Month 3 10.12 8/2012 IASG CTA Index Month 8 10.12 8/2012 Trend Following Strategy Index Month 8 8.52 2/2012 Systematic Trader Index Month 9 8.52 2/2012 IASG CTA Index Month 10 8.52 2/2012 Trend Following Strategy Index Month 7 13.87 9/2010 Systematic Trader Index Month 7 13.87 9/2010 Trend Following Strategy Index Month 7 13.87 5/2010 Systematic Trader Index Month 7 13.87 5/2010 IASG CTA Index Month 8 13.87 5/2010 IASG CTA Index Month 8 10.73 2/2010 Systematic Trader Index Month 5 10.73 2/2010 Trend Following Strategy Index Month 4 10.73 2/2010 Trend Following Strategy Index Month 4 4.90 1/2010 Systematic Trader Index Month 9 4.90 1/2010 IASG CTA Index 5 Year 10 169.82 2004 - 2009 Systematic Trader Index Month 7 17.04 5/2009 Trend Following Strategy Index Month 7 17.04 5/2009 IASG CTA Index Month 6 10.05 4/2009 Systematic Trader Index Month 4 10.05 4/2009 Trend Following Strategy Index Month 1 10.05 4/2009 IASG CTA Index 5 Year 4 289.25 2003 - 2008 Trend Following Strategy Index Month 7 9.24 12/2008 Systematic Trader Index Month 10 9.24 12/2008 IASG CTA Index 3 Year 10 148.57 2005 - 2008 IASG CTA Index Month 5 20.61 8/2008 Systematic Trader Index Month 3 20.61 8/2008 Trend Following Strategy Index Month 3 20.61 8/2008 IASG CTA Index 3 Year 7 109.55 2004 - 2007 Trend Following Strategy Index Month 7 8.44 12/2007 Systematic Trader Index Month 8 8.44 12/2007 IASG CTA Index Month 7 11.98 11/2007 Systematic Trader Index Month 6 11.98 11/2007 Trend Following Strategy Index Month 4 11.98 11/2007 Trend Following Strategy Index Month 3 8.51 8/2007 Systematic Trader Index Month 7 8.51 8/2007 IASG CTA Index Month 10 8.51 8/2007 IASG CTA Index Month 7 10.17 7/2007 Trend Following Strategy Index Month 6 10.17 7/2007 Systematic Trader Index Month 6 10.17 7/2007 Systematic Trader Index Month 4 11.42 6/2007 IASG CTA Index Month 5 11.42 6/2007 Trend Following Strategy Index Month 2 11.42 6/2007 IASG CTA Index 3 Year 5 97.61 2003 - 2006 Systematic Trader Index Month 1 20.27 9/2006 Trend Following Strategy Index Month 1 20.27 9/2006 IASG CTA Index Month 1 20.27 9/2006 Trend Following Strategy Index Month 2 13.55 8/2005 IASG CTA Index Month 4 13.55 8/2005 Systematic Trader Index Month 4 13.55 8/2005 IASG CTA Index Month 7 11.63 5/2005 Trend Following Strategy Index Month 7 11.63 5/2005 Systematic Trader Index Month 7 11.63 5/2005 Trend Following Strategy Index Month 7 2.11 4/2005 Trend Following Strategy Index Month 5 6.17 3/2005 IASG CTA Index Month 7 6.17 3/2005 Systematic Trader Index Month 5 6.17 3/2005 Systematic Trader Index Month 1 35.56 7/2004 Trend Following Strategy Index Month 1 35.56 7/2004 IASG CTA Index Month 1 35.56 7/2004 Trend Following Strategy Index Month 10 3.80 5/2004 Trend Following Strategy Index Month 1 25.77 3/2004 IASG CTA Index Month 1 25.77 3/2004 Systematic Trader Index Month 1 25.77 3/2004 Trend Following Strategy Index Month 9 3.95 1/2004 Trend Following Strategy Index Month 9 12.36 12/2003 Systematic Trader Index Month 9 12.36 12/2003 IASG CTA Index Sharpe 4 2.24 2003 Systematic Trader Index Month 4 7.62 9/2003 Trend Following Strategy Index Month 5 7.62 9/2003 IASG CTA Index Month 9 7.62 9/2003 Systematic Trader Index Month 8 4.29 8/2003 Trend Following Strategy Index Month 6 4.29 8/2003 Systematic Trader Index Month 1 24.24 7/2003 IASG CTA Index Month 2 24.24 7/2003 Trend Following Strategy Index Month 1 24.24 7/2003 Systematic Trader Index Month 3 30.05 5/2003 Trend Following Strategy Index Month 3 30.05 5/2003 IASG CTA Index Month 3 30.05 5/2003 Trend Following Strategy Index Month 5 0.00 3/2003 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