Hyde Park Associates, LLC : Composite

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
10/2003
Composite 1.60 - - - - - -2.31 46.79
S&P 500 6.53 - - - - - -4.74 229.69
+/- S&P 500 -4.93 - - - - - 2.43 -182.90

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%
Strategy Pie Chart
   

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
-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
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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
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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
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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.