Hyde Park Associates, LLC : FastTrac

archived programs
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

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
1/2008
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

Summary

Hyde 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%
Strategy Pie Chart

Composition

Summary

Hyde 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.

   

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:
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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
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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
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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
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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.