Issumboshi Assets Management : Issumboshi (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance -1.30% Min Investment $ 200k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 19.02% Sharpe (RFR=1%) 0.10 CAROR - Assets $ 148k Worst DD -24.14 S&P Correlation -0.09 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since3/2010 Issumboshi (Proprietary) -1.30 - - - - - -12.91 2.16 S&P 500 4.36 - - - - - 16.10 247.13 +/- S&P 500 -5.66 - - - - - -29.02 -244.97 Strategy Description SummaryQuantitative Strategies - which were chosen, use a scientific and quantitative approach to conduct a comprehensive research and analysis of various futures markets across massive data sets. We have also identified numerous regular patterns, which repeat frequently in these markets.... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 200 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 50.00% Intraday 40.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 20.00% Momentum 20.00% Pattern Recognition 20.00% Technical 20.00% Trend-following 20.00% Composition Stock Indices 50.00% Energy 30.00% Currency Futures 10.00% Precious Metals 10.00% SummaryQuantitative Strategies - which were chosen, use a scientific and quantitative approach to conduct a comprehensive research and analysis of various futures markets across massive data sets. We have also identified numerous regular patterns, which repeat frequently in these markets. Only these patterns logical, statistically significant and profitable across various markets and proven to be the most robust are used to formulate strategies in actual trading.Investment StrategyThe system uses a disciplined, multidimensional technical strategy to a diversified group of markets. The strategy is based on multiple, independent and parallel, trend-following systems with a formalized overlay. Each trading system is designed and validated to extract different market behaviors on different time horizons (frequencies) for a particular market. Within the parameters of multiple frequencies the trading methodology combines systematic, disciplined trading criteria, which are unique to each market, with well-defined, responsible risk management procedures. Each strategy is designed to deal with a specific pattern or market condition being independent and non-correlated to the others. These strategies can be categorized as Intra-day Trend Following (which is different from the traditional Long Term Trend Following, or Counter Trend) and it is associated with day trading risks. The trading activities of Advisor may be quite active and the turnover rate of the Advisor‟s portfolio substantial. With aggressive trading, day trading or multiple contract trading strategies, the commissions that the customer pays may be more than what is considered “normal” for commodity trading. Although it is difficult to estimate the number of trades that may be made since technical factors will determine the trades, it is possible that a trade, or trades, may be made several days in a row, then no trades may occur for several days. They are non-parametric and adaptive to different market volatility conditions. It is possible that one strategy may signal a long position while another strategy signals a short position in the same market. Issumboshi Assets Management intends to offset those signals to reduce unnecessary trading. But provided the signals are not simultaneous, both trades will be taken. Since it is unlikely that both positions are profitable, in retrospect one or both trades will prove to be unnecessary. Issumboshi Assets Management follows trade signals of each strategy independently of the others.Risk ManagementEssentially is used for trading this futures : SPI 200-SFE, HSI –HKFE, HHI – HKFE, e-mini S&P 500 – CME, US 30y – CBOT, US 10y-CBOT, GOLD – different exchanges. In some cases also program can include Crude Oil, e-mini Nasdaq 100 Natural Gas, Heating Oil, Nikkei 225, e-mini Dow, Futures on EUR, GBP,CHF,AUD,NZD,CAD, DX – index, Russell 2000, Corn, Wheat, Soybeans, Coffee, TW index, In nifty index, It depends on Advisor choice what contracts is traded at the moment and can vary from month to month . All contracts traded in electronic versions. Forex is not traded in no shape or form. Advisor retain the right to make changes in composition of portfolio without limit, within the framework of disclosed risks. The Advisor generally attempts to limit daily risk between one percent (1%) and five percent (5%) of an account‟s equity per day. However there is no guarantee that losses will be limited to these amounts. 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 -24.14 4 - 7/1/2011 11/1/2011 -10.68 1 9 8/1/2010 9/1/2010 -0.68 1 1 1/1/0001 3/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.02 5 4/1/2010 8/1/2010 8.95 1 12/1/2011 12/1/2011 7.20 2 11/1/2010 12/1/2010 6.75 4 4/1/2011 7/1/2011 3.18 1 2/1/2011 2/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -24.14 4 8/1/2011 11/1/2011 -10.68 2 9/1/2010 10/1/2010 -3.11 1 3/1/2011 3/1/2011 -1.30 1 1/1/2012 1/1/2012 -0.68 1 3/1/2010 3/1/2010 -0.50 1 1/1/2011 1/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods23.0021.0018.0012.00 Percent Profitable56.5261.9061.1158.33 Average Period Return0.240.421.665.00 Average Gain3.715.959.7115.48 Average Loss-4.76-8.56-10.99-9.67 Best Period12.1220.0723.1721.08 Worst Period-10.90-18.52-21.76-14.76 Standard Deviation5.499.0312.0314.28 Gain Standard Deviation3.575.275.126.99 Loss Standard Deviation4.016.027.835.13 Sharpe Ratio (1%)0.030.020.100.28 Average Gain / Average Loss0.780.700.881.60 Profit / Loss Ratio1.131.131.392.24 Downside Deviation (10%)4.006.989.5310.01 Downside Deviation (5%)3.846.458.477.50 Downside Deviation (0%)3.806.328.216.91 Sortino Ratio (10%)-0.04-0.12-0.090.00 Sortino Ratio (5%)0.040.030.140.53 Sortino Ratio (0%)0.060.070.200.72 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