Hyde Park Associates : Hyde Park Composite Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 3.16% Min Investment $ 2,000k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 11.12% Sharpe (RFR=1%) 0.75 CAROR 9.10% Assets $ 38.5M Worst DD -9.97 S&P Correlation 0.26 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 Sep Qtr 2020 1yr 3yr 5yr 10yr Since10/2003 Hyde Park Composite 3.16 - - - - - - 54.60 S&P 500 -9.08 - - - - - - 253.78 +/- S&P 500 12.24 - - - - - - -199.18 Strategy Description Summary-Hyde Park Associates (HPA) is a Chicago based CTA that seeks to achieve superior risk-adjusted returns by trading a large diversified global array of exchange traded futures markets. As of February 2006, HPA had Assets Under Management of $115 million USD among all programs. HPA currently... Read More Account & Fees Type Managed Account Minimum Investment $ 2,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 0% Average Commission $0 Available to US Investors Request Information Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-Hyde Park Associates (HPA) is a Chicago based CTA that seeks to achieve superior risk-adjusted returns by trading a large diversified global array of exchange traded futures markets. As of February 2006, HPA had Assets Under Management of $115 million USD among all programs. HPA currently has at its disposal an array of unique, distinctly different trading systems or "models" to initiate directional trades in as many as 50 liquid, exchange-traded, worldwide futures contracts (the "Models"). The Models' objective is to achieve significant absolute returns (performance without regard to the performance of the U.S equities and futures markets). HPA uses proprietary computer driven methodologies, combining statistical and technical analysis, to identify low relative risk trade points to enter positions. Positions are subsequently maintained, and risk dynamically controlled, in an attempt to maximize the performance of the individual asset within its sector and subsequently the portfolio as a whole. The models employ a proprietary weighting module that dynamically optimizes Sharpe by sector. This unique sizing methodology tends to de-lever when projected performance becomes poor and then re-lever when performance is projected to improve. Hyde Park believes that portfolio construction and sector coverage is fundamentally the most important component to achieve steady returns and to maximize Sharpe. The result is a model that provides relatively low downside correlation to other trend following methods. 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 -9.97 5 21 11/1/2004 4/1/2005 -9.24 5 3 3/1/2004 8/1/2004 -6.94 5 2 2/1/2008 7/1/2008 -5.14 2 2 1/1/2007 3/1/2007 -4.25 2 2 6/1/2007 8/1/2007 -2.86 1 2 1/1/0001 10/1/2003 -0.62 2 1 10/1/2007 12/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 22.21 5 11/1/2003 3/1/2004 18.80 3 9/1/2004 11/1/2004 13.01 6 8/1/2006 1/1/2007 10.52 2 8/1/2008 9/1/2008 9.71 3 4/1/2007 6/1/2007 7.23 2 9/1/2007 10/1/2007 6.86 2 1/1/2008 2/1/2008 5.05 3 11/1/2005 1/1/2006 3.50 2 7/1/2005 8/1/2005 2.01 2 3/1/2006 4/1/2006 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 0.26 1 5/1/2004 5/1/2004 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.57 2 12/1/2004 1/1/2005 -6.94 5 3/1/2008 7/1/2008 -6.74 1 4/1/2004 4/1/2004 -5.14 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 -3.30 2 3/1/2005 4/1/2005 -2.93 3 6/1/2004 8/1/2004 -2.86 1 10/1/2003 10/1/2003 -1.13 1 5/1/2006 5/1/2006 -0.62 2 11/1/2007 12/1/2007 -0.24 1 2/1/2006 2/1/2006 -0.15 1 6/1/2005 6/1/2005 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods60.0058.0055.0049.0043.0037.0025.0013.00 Percent Profitable56.6763.7978.1887.7690.7097.30100.00100.00 Average Period Return0.782.304.088.1111.0514.4621.8935.16 Average Gain2.875.456.289.6012.3714.9521.8935.16 Average Loss-1.96-3.24-3.80-2.57-1.78-2.90 Best Period8.5119.9718.7131.6526.5829.3930.3045.71 Worst Period-6.74-7.59-9.24-6.68-4.42-2.905.8526.56 Standard Deviation3.215.766.087.157.547.516.325.89 Gain Standard Deviation2.374.624.736.276.597.016.325.89 Loss Standard Deviation1.772.363.022.231.82 Sharpe Ratio (1%)0.220.360.590.991.271.662.985.28 Average Gain / Average Loss1.471.681.653.746.955.15 Profit / Loss Ratio1.922.975.9226.8067.75185.49 Downside Deviation (10%)1.933.033.272.933.333.362.58 Downside Deviation (5%)1.772.512.421.441.110.81 Downside Deviation (0%)1.722.392.231.150.720.48 Sortino Ratio (10%)0.190.360.491.061.041.252.37 Sortino Ratio (5%)0.390.821.484.948.5815.40 Sortino Ratio (0%)0.450.961.837.0715.2530.33 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