Insignia Managed Capital : Medallion

archived programsClosed to new investments
Year-to-Date
N / A
Feb Performance
0.74%
Min Investment
$ 50k
Mgmt. Fee
1.80%
Perf. Fee
20.00%
Annualized Vol
29.20%
Sharpe (RFR=1%)
0.14
CAROR
0.80%
Assets
$ 415k
Worst DD
-57.36
S&P Correlation
0.20

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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since
2/2009
Medallion 0.74 -10.51 - -34.62 -46.60 -35.95 - 5.77
S&P 500 -0.41 -7.12 - -8.19 27.57 45.56 - 162.81
+/- S&P 500 1.15 -3.39 - -26.44 -74.17 -81.51 - -157.04

Strategy Description

Summary

The Medallion program is designed as an aggressive growth program that identifies both the current trend of a particular market as well as key support and resistance levels. Once identified, the program then employs the strategy best suited to take advantage of it's current situat... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 50k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.80%
Performance Fee
20.00%
Average Commission
$30.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
7-14 Days
Redemption Frequency
15-30 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
4000 RT/YR/$M
Avg. Margin-to-Equity
40%
Targeted Worst DD
-26.90%
Worst Peak-to-Trough
30.77%
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
10.00%
1-3 Months
90.00%
1-30 Days
0%
Intraday
0%

Decision-Making

Discretionary
70.00%
Systematic
30.00%

Strategy

Fundamental
25.00%
Seasonal/cyclical
15.00%
Trend-following
60.00%
Strategy Pie Chart

Composition

Energy
20.00%
Grains
20.00%
Currency Futures
15.00%
Precious Metals
15.00%
Softs
10.00%
Stock Indices
10.00%
Interest Rates
5.00%
Livestock
5.00%
Composition Pie Chart

Summary

The Medallion program is designed as an aggressive growth program that identifies both the current trend of a particular market as well as key support and resistance levels. Once identified, the program then employs the strategy best suited to take advantage of it's current situation.

Investment Strategy

The Medallion Managed Futures Program utilizes futures options to take advantage of trade signals generated by the programs parameters. Long, short and spread strategies will be employed to maximize profits while limiting risk.

Risk Management

Risk will be managed through the Medallion Managed Futures Program by identifying market volatility levels and/or through spread strategies. The risk parameters will be generated from within the exit strategies developed through the program to keep any losses to a minimum.

   

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
-57.36 17 - 8/1/2014 1/1/2016
-30.78 3 3 4/1/2009 7/1/2009
-15.87 2 6 8/1/2010 10/1/2010
-15.46 2 18 4/1/2012 6/1/2012
-13.62 3 3 6/1/2011 9/1/2011
-8.77 1 2 4/1/2010 5/1/2010
-6.38 1 1 4/1/2011 5/1/2011
-3.55 1 1 1/1/0001 2/1/2009
-2.04 2 1 2/1/2014 4/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
112.92 9 8/1/2009 4/1/2010
35.44 7 10/1/2011 4/1/2012
24.83 1 6/1/2009 6/1/2009
16.44 3 6/1/2010 8/1/2010
15.52 3 11/1/2010 1/1/2011
13.84 5 10/1/2013 2/1/2014
13.39 2 3/1/2009 4/1/2009
13.21 4 5/1/2014 8/1/2014
11.98 5 7/1/2012 11/1/2012
11.14 1 9/1/2015 9/1/2015
9.49 1 6/1/2011 6/1/2011
4.31 2 6/1/2013 7/1/2013
4.16 3 1/1/2013 3/1/2013
4.00 1 2/1/2015 2/1/2015
3.90 2 3/1/2011 4/1/2011
2.66 1 7/1/2015 7/1/2015
1.48 1 8/1/2011 8/1/2011
1.17 1 5/1/2015 5/1/2015
0.74 1 2/1/2016 2/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-36.82 5 9/1/2014 1/1/2015
-27.26 1 8/1/2015 8/1/2015
-26.90 1 7/1/2009 7/1/2009
-24.14 1 5/1/2009 5/1/2009
-17.53 4 10/1/2015 1/1/2016
-15.87 2 9/1/2010 10/1/2010
-15.46 2 5/1/2012 6/1/2012
-10.17 1 9/1/2011 9/1/2011
-8.77 1 5/1/2010 5/1/2010
-6.38 1 5/1/2011 5/1/2011
-5.24 1 7/1/2011 7/1/2011
-5.11 2 4/1/2013 5/1/2013
-3.91 2 3/1/2015 4/1/2015
-3.55 1 2/1/2009 2/1/2009
-2.47 1 6/1/2015 6/1/2015
-2.10 2 8/1/2013 9/1/2013
-2.04 2 3/1/2014 4/1/2014
-0.81 1 12/1/2012 12/1/2012
-0.77 1 2/1/2011 2/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods85.0083.0080.0074.0068.0062.0050.0038.0026.00
Percent Profitable62.3557.8360.0072.9773.5375.8172.0063.1657.69
Average Period Return0.431.123.038.0011.7216.5827.0336.3348.37
Average Gain4.929.5014.5720.8226.4631.6348.4969.1997.63
Average Loss-7.01-10.37-14.27-26.62-29.22-30.59-28.15-20.01-18.80
Best Period28.8851.6282.36120.69119.82120.14131.93163.15212.78
Worst Period-27.26-30.78-34.30-53.48-57.04-52.36-46.60-44.52-36.91
Standard Deviation8.4313.4920.6529.8233.3234.7543.9451.9875.41
Gain Standard Deviation5.319.3816.7322.4923.5624.1130.7733.9062.25
Loss Standard Deviation7.339.0612.1516.6519.0414.4413.2815.6113.83
Sharpe Ratio (1%)0.040.060.120.230.310.420.550.620.57
Average Gain / Average Loss0.700.921.020.780.911.031.723.465.19
Profit / Loss Ratio1.161.261.532.112.523.244.435.937.08
Downside Deviation (10%)6.359.5113.0218.4921.2221.2524.2926.8532.12
Downside Deviation (5%)6.219.0112.0216.6518.4517.4417.8317.2317.75
Downside Deviation (0%)6.178.8911.7816.2117.8016.5416.3615.2014.93
Sortino Ratio (10%)0.00-0.010.040.160.190.300.460.550.65
Sortino Ratio (5%)0.060.100.210.420.550.841.351.872.44
Sortino Ratio (0%)0.070.130.260.490.661.001.652.393.24

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 1 11.14 9/2015
Diversified Trader Index Month 1 11.14 9/2015
IASG CTA Index Month 2 11.14 9/2015
Discretionary Trader Index Month 2 11.14 9/2015
Trend Following Strategy Index Month 6 4.00 2/2015
Discretionary Trader Index Month 10 4.00 2/2015
IASG CTA Index Month 9 6.35 5/2014
Diversified Trader Index Month 7 6.35 5/2014
Discretionary Trader Index Month 5 6.35 5/2014
Trend Following Strategy Index Month 6 6.35 5/2014
Discretionary Trader Index Month 10 1.46 3/2013
Discretionary Trader Index Month 8 3.40 11/2012
Trend Following Strategy Index Month 7 3.40 11/2012
Trend Following Strategy Index Month 3 2.91 10/2012
Trend Following Strategy Index Month 10 2.83 8/2012
Trend Following Strategy Index Month 6 4.45 3/2012
Diversified Trader Index Month 8 5.22 12/2011
Discretionary Trader Index Month 10 5.22 12/2011
Trend Following Strategy Index Month 3 5.22 12/2011
Diversified Trader Index Month 4 9.67 10/2011
Trend Following Strategy Index Month 1 9.67 10/2011
IASG CTA Index Month 6 9.67 10/2011
Discretionary Trader Index Month 5 9.67 10/2011
Trend Following Strategy Index Month 1 9.49 6/2011
Diversified Trader Index Month 3 9.49 6/2011
Discretionary Trader Index Month 2 9.49 6/2011
IASG CTA Index Month 3 9.49 6/2011
Trend Following Strategy Index Month 6 3.25 3/2011
Diversified Trader Index Month 6 5.86 1/2011
Discretionary Trader Index Month 8 5.86 1/2011
Trend Following Strategy Index Month 2 5.86 1/2011
Trend Following Strategy Index Month 8 1.64 11/2010
Diversified Trader Index Month 9 6.10 7/2010
Discretionary Trader Index Month 6 6.10 7/2010
Trend Following Strategy Index Month 3 6.10 7/2010
Trend Following Strategy Index Month 5 7.08 6/2010
Discretionary Trader Index Month 5 7.08 6/2010
Diversified Trader Index Month 10 7.08 6/2010
Discretionary Trader Index Month 10 3.07 3/2010
IASG CTA Index Month 7 12.61 2/2010
Diversified Trader Index Month 4 12.61 2/2010
Trend Following Strategy Index Month 3 12.61 2/2010
Discretionary Trader Index Month 3 12.61 2/2010
Trend Following Strategy Index Month 6 4.49 1/2010
Diversified Trader Index Month 9 4.49 1/2010
Diversified Trader Index Month 5 5.36 12/2009
Discretionary Trader Index Month 7 5.36 12/2009
Trend Following Strategy Index Month 2 5.36 12/2009
Discretionary Trader Index Month 5 9.25 11/2009
IASG CTA Index Month 8 7.77 10/2009
Diversified Trader Index Month 7 7.77 10/2009
Discretionary Trader Index Month 5 7.77 10/2009
Trend Following Strategy Index Month 1 7.77 10/2009
Trend Following Strategy Index Month 5 9.16 9/2009
Discretionary Trader Index Month 4 9.16 9/2009
Diversified Trader Index Month 7 9.16 9/2009
IASG CTA Index Month 10 9.16 9/2009
IASG CTA Index Month 1 28.88 8/2009
Trend Following Strategy Index Month 1 28.88 8/2009
Discretionary Trader Index Month 1 28.88 8/2009
Diversified Trader Index Month 1 28.88 8/2009
Diversified Trader Index Month 2 24.83 6/2009
Trend Following Strategy Index Month 1 24.83 6/2009
Discretionary Trader Index Month 3 24.83 6/2009
IASG CTA Index Month 3 24.83 6/2009
Trend Following Strategy Index Month 3 5.32 4/2009
Diversified Trader Index Month 7 5.32 4/2009
Discretionary Trader Index Month 7 5.32 4/2009
Diversified Trader Index Month 3 7.66 3/2009
Discretionary Trader Index Month 4 7.66 3/2009
IASG CTA Index Month 5 7.66 3/2009
Trend Following Strategy Index Month 1 7.66 3/2009

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.