Hyde Park Associates, LLC : FastTrac Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -1.97% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 13.40% Sharpe (RFR=1%) 0.65 CAROR 9.16% Assets $ 19.5M Worst DD -13.18 S&P Correlation 0.15 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 YTD 1yr 3yr 5yr 10yr Since1/2008 FastTrac -1.97 - - - - - 1.88 30.09 S&P 500 6.53 - - - - - -4.74 151.29 +/- S&P 500 -8.50 - - - - - 6.62 -121.20 Strategy Description SummaryHyde Park Associates FTP (FastTrac Program) utilizes a combination of various opportunistic methodologies designed to capture a small "range" of directional movement. The techniques consist of various momentum, retracement, and volatility driven strategies. These techniques are designed... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $2.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2115 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD -15.00% Worst Peak-to-Trough 10.87% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition SummaryHyde Park Associates FTP (FastTrac Program) utilizes a combination of various opportunistic methodologies designed to capture a small "range" of directional movement. The techniques consist of various momentum, retracement, and volatility driven strategies. These techniques are designed to profit during sideways and "normal" trending markets. All models attempt to identify low relative risk opportunities where the risk reward is better than 2:1. Turnover is low and they have small market exposure relative to time. They operate in as many as 24 liquid, worldwide futures and forward markets. This pure alpha strategy is completely mechanical and is reliant on the existence of electronic markets. 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 -13.18 9 - 11/1/2009 8/1/2010 -10.09 3 5 8/1/2008 11/1/2008 -2.73 1 2 6/1/2009 7/1/2009 -1.79 1 2 5/1/2008 6/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 22.79 5 1/1/2008 5/1/2008 11.86 4 8/1/2009 11/1/2009 10.57 2 7/1/2008 8/1/2008 9.08 3 12/1/2008 2/1/2009 7.00 2 9/1/2010 10/1/2010 6.01 3 4/1/2009 6/1/2009 5.68 2 3/1/2010 4/1/2010 3.72 1 10/1/2008 10/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -12.60 4 5/1/2010 8/1/2010 -7.09 1 9/1/2008 9/1/2008 -6.70 1 11/1/2008 11/1/2008 -6.01 3 12/1/2009 2/1/2010 -4.79 2 11/1/2010 12/1/2010 -2.73 1 7/1/2009 7/1/2009 -2.49 1 3/1/2009 3/1/2009 -1.79 1 6/1/2008 6/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods36.0034.0031.0025.0019.0013.00 Percent Profitable61.1170.5967.7472.0084.2192.31 Average Period Return0.812.493.617.5712.4016.24 Average Gain3.365.798.0612.5415.2117.94 Average Loss-3.21-5.43-5.75-5.20-2.59-4.24 Best Period8.6815.5724.4324.8835.1844.44 Worst Period-7.09-12.24-9.77-9.94-3.77-4.24 Standard Deviation3.876.698.4610.0611.4014.60 Gain Standard Deviation2.224.346.256.7210.1113.83 Loss Standard Deviation1.964.162.843.581.08 Sharpe Ratio (1%)0.190.330.370.650.960.97 Average Gain / Average Loss1.051.071.402.415.874.24 Profit / Loss Ratio1.652.562.946.2031.2950.83 Downside Deviation (10%)2.554.204.915.734.865.11 Downside Deviation (5%)2.373.753.873.721.681.73 Downside Deviation (0%)2.323.643.613.261.091.17 Sortino Ratio (10%)0.160.300.230.450.991.17 Sortino Ratio (5%)0.310.600.801.776.508.21 Sortino Ratio (0%)0.350.681.002.3211.4013.82 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