Hyde Park Associates, LLC : Composite Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 1.60% Min Investment $ 1,000k Mgmt. Fee 1.50% Perf. Fee 15.00% Annualized Vol 11.69% Sharpe (RFR=1%) 0.43 CAROR 5.44% Assets $ 22.0M Worst DD -17.56 S&P Correlation 0.03 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since10/2003 Composite 1.60 - - - - - 0.00 46.79 S&P 500 6.53 - - - - - -4.74 253.78 +/- S&P 500 -4.93 - - - - - 4.74 -206.99 Strategy Description Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.50% Performance Fee 15.00% Average Commission $2.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Monthly Redemption Frequency Monthly Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 2100 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -15.00% Worst Peak-to-Trough 13.86% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 10.00% 1-3 Months 40.00% 1-30 Days Intraday 50.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 25.00% Trend-following 25.00% Other 50.00% 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 -17.56 23 - 12/1/2008 11/1/2010 -9.97 5 21 11/1/2004 4/1/2005 -9.22 5 3 3/1/2004 8/1/2004 -7.68 5 2 2/1/2008 7/1/2008 -5.06 2 2 1/1/2007 3/1/2007 -4.25 2 2 6/1/2007 8/1/2007 -2.76 1 2 1/1/0001 10/1/2003 -0.62 2 1 10/1/2007 12/1/2007 -0.26 1 1 10/1/2008 11/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.63 5 11/1/2003 3/1/2004 19.29 3 9/1/2004 11/1/2004 18.95 3 8/1/2008 10/1/2008 13.00 6 8/1/2006 1/1/2007 9.71 3 4/1/2007 6/1/2007 6.98 2 9/1/2007 10/1/2007 6.86 2 1/1/2008 2/1/2008 5.46 1 11/1/2009 11/1/2009 4.79 3 3/1/2010 5/1/2010 4.79 2 8/1/2009 9/1/2009 3.86 1 10/1/2010 10/1/2010 3.50 2 7/1/2005 8/1/2005 3.46 3 11/1/2005 1/1/2006 2.43 2 3/1/2006 4/1/2006 1.91 1 12/1/2008 12/1/2008 1.60 1 12/1/2010 12/1/2010 0.83 1 6/1/2006 6/1/2006 0.81 1 5/1/2005 5/1/2005 0.72 1 2/1/2005 2/1/2005 0.59 1 5/1/2009 5/1/2009 0.36 1 2/1/2009 2/1/2009 0.29 1 5/1/2004 5/1/2004 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.50 4 6/1/2010 9/1/2010 -7.68 5 3/1/2008 7/1/2008 -7.57 2 12/1/2004 1/1/2005 -6.34 1 4/1/2004 4/1/2004 -6.24 3 12/1/2009 2/1/2010 -6.04 2 3/1/2009 4/1/2009 -5.90 2 6/1/2009 7/1/2009 -5.86 1 11/1/2010 11/1/2010 -5.06 2 2/1/2007 3/1/2007 -4.97 1 7/1/2006 7/1/2006 -4.25 2 7/1/2007 8/1/2007 -3.60 2 9/1/2005 10/1/2005 -3.35 3 6/1/2004 8/1/2004 -3.30 2 3/1/2005 4/1/2005 -2.78 1 1/1/2009 1/1/2009 -2.76 1 10/1/2003 10/1/2003 -1.14 1 5/1/2006 5/1/2006 -0.62 2 11/1/2007 12/1/2007 -0.27 1 2/1/2006 2/1/2006 -0.26 1 11/1/2008 11/1/2008 -0.15 1 6/1/2005 6/1/2005 -0.02 1 10/1/2009 10/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods87.0085.0082.0076.0070.0064.0052.0040.0028.00 Percent Profitable52.8754.1265.8575.0078.5790.6396.15100.00100.00 Average Period Return0.501.672.905.828.4512.2121.1229.6235.37 Average Gain2.896.147.019.3412.3314.4822.0129.6235.37 Average Loss-2.19-3.61-5.02-4.77-5.76-9.71-0.97 Best Period11.9125.8425.0839.1926.3833.4140.7752.0477.31 Worst Period-6.34-8.98-12.49-14.01-12.12-16.24-1.8610.2215.88 Standard Deviation3.376.607.759.1610.1511.019.828.8317.02 Gain Standard Deviation2.575.595.907.557.548.688.928.8317.02 Loss Standard Deviation1.752.563.613.753.635.681.25 Sharpe Ratio (1%)0.120.210.310.530.680.931.842.891.78 Average Gain / Average Loss1.321.701.401.962.141.4922.60 Profit / Loss Ratio1.482.012.695.887.8514.41565.08 Downside Deviation (10%)2.143.704.875.396.707.034.882.534.40 Downside Deviation (5%)1.963.123.833.423.733.930.80 Downside Deviation (0%)1.922.993.593.003.123.370.26 Sortino Ratio (10%)0.040.120.090.150.130.281.103.191.76 Sortino Ratio (5%)0.210.450.631.411.862.5922.50 Sortino Ratio (0%)0.260.560.811.942.713.6281.86 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. x {{title}} x {{title}} Add Cancel