Kaiser Trading Group : Kaiser Trading Fund 2X SPC - Share Class A Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 17.22% Dec Performance 0.07% Min Investment $ 1,000k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 12.37% Sharpe (RFR=1%) 0.33 CAROR 4.40% Assets $ 24.0M Worst DD -20.23 S&P Correlation -0.07 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 2019 1yr 3yr 5yr 10yr Since10/2006 Kaiser Trading Fund 2X SPC - Share Class A 0.07 3.55 17.22 17.22 10.79 12.19 38.07 76.98 S&P 500 2.86 8.53 28.87 28.87 42.84 55.32 186.74 132.04 +/- S&P 500 -2.79 -4.99 -11.64 -11.64 -32.05 -43.13 -148.67 -55.06 Strategy Description SummaryThe Kaiser Global Diversified Program was founded in 1998. The investment approach is short-term, 100% systematic, multi-strategy and multi-asset approach utilizing advanced computer modelling.... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 500k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2100 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough -4.76% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 100.00% Composition SummaryThe Kaiser Global Diversified Program was founded in 1998. The investment approach is short-term, 100% systematic, multi-strategy and multi-asset approach utilizing advanced computer modelling.Investment Strategy The principle of the investment thesis is using pattern recognition to make short-term directional trades. The concepts are derived from discretionary technical trading decisions based on patterns in price action. Examples of a trading concept include a low volatility breakout, mean reversion to a trend or fading an extended move. Then look to systematize and quantitatively test our intuitive discretionary understanding of markets. The market conditions are defined through indicators, which are used to create the entry and exit criteria for a model. Fundamental to Kaiser Trading Group’s research philosophy is the concept of market regimes. They provide a multi-resolution understanding of the underlying time series in order to provide specific context when taking trades, and are defined across multiple time resolutions to indicate whether a market is directional or corrective in nature. Risk ManagementEach concept is then thoroughly back-tested over an extended period of time to gauge robustness across markets and over varying conditions. A model is the product of a concept, defined through a unique combination of entry and exit rules. All models aim to provide consistent returns across all markets, time series and market conditions. The program is then made up of a set of models, markets and risk allocation methodology. The Program is not built around the concept of net long or short positions in a market. It applies each model independently over all markets. Although this may result in different models taking opposing trades in the same market, the idea is that over time, models with low correlation together provide superior risk-adjusted returns. For instance, the program could have a long position in a longer term trend model and enter a short position in a shorter-term countertrend model. The focus is on controlling drawdown risk rather than targeting a certain level of volatility in returns. 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 -20.23 10 9 1/1/2018 11/1/2018 -14.85 4 7 12/1/2013 4/1/2014 -14.21 6 6 2/1/2015 8/1/2015 -12.48 19 4 2/1/2016 9/1/2017 -11.79 11 5 2/1/2009 1/1/2010 -9.75 6 2 9/1/2011 3/1/2012 -8.69 7 5 5/1/2012 12/1/2012 -8.40 4 4 11/1/2006 3/1/2007 -4.23 2 - 8/1/2019 10/1/2019 -3.94 4 3 5/1/2013 9/1/2013 -3.56 7 4 10/1/2010 5/1/2011 -2.50 1 1 6/1/2010 7/1/2010 -2.44 2 2 7/1/2008 9/1/2008 -1.47 1 1 3/1/2008 4/1/2008 -0.94 1 1 8/1/2010 9/1/2010 -0.46 1 1 11/1/2014 12/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 21.43 9 7/1/2007 3/1/2008 16.70 3 6/1/2019 8/1/2019 15.80 3 12/1/2015 2/1/2016 14.22 2 8/1/2014 9/1/2014 13.30 2 4/1/2012 5/1/2012 11.92 3 3/1/2013 5/1/2013 10.99 3 4/1/2010 6/1/2010 10.36 1 1/1/2018 1/1/2018 9.85 2 10/1/2017 11/1/2017 9.50 5 10/1/2008 2/1/2009 8.42 2 4/1/2007 5/1/2007 8.00 4 2/1/2017 5/1/2017 7.02 2 3/1/2019 4/1/2019 6.36 1 12/1/2018 12/1/2018 6.29 2 11/1/2016 12/1/2016 6.21 2 1/1/2015 2/1/2015 5.08 2 10/1/2006 11/1/2006 4.99 1 1/1/2013 1/1/2013 4.92 3 5/1/2008 7/1/2008 4.81 1 11/1/2014 11/1/2014 4.73 3 10/1/2013 12/1/2013 3.81 1 5/1/2009 5/1/2009 3.76 1 9/1/2015 9/1/2015 3.67 2 11/1/2019 12/1/2019 3.65 1 8/1/2010 8/1/2010 3.63 2 5/1/2014 6/1/2014 3.54 1 8/1/2018 8/1/2018 3.45 1 2/1/2010 2/1/2010 3.39 3 5/1/2016 7/1/2016 3.15 1 2/1/2011 2/1/2011 3.14 2 8/1/2009 9/1/2009 2.81 2 8/1/2011 9/1/2011 2.59 1 10/1/2010 10/1/2010 2.34 1 11/1/2009 11/1/2009 2.25 1 4/1/2011 4/1/2011 2.00 1 7/1/2017 7/1/2017 1.71 1 6/1/2011 6/1/2011 1.62 1 1/1/2007 1/1/2007 1.32 1 2/1/2012 2/1/2012 1.25 2 5/1/2018 6/1/2018 1.12 1 12/1/2011 12/1/2011 0.97 1 12/1/2010 12/1/2010 0.97 1 7/1/2012 7/1/2012 0.64 1 7/1/2013 7/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.85 4 1/1/2014 4/1/2014 -14.21 6 3/1/2015 8/1/2015 -11.88 3 9/1/2018 11/1/2018 -10.47 3 2/1/2018 4/1/2018 -10.36 2 8/1/2017 9/1/2017 -9.16 2 12/1/2009 1/1/2010 -8.46 3 8/1/2016 10/1/2016 -8.40 2 10/1/2011 11/1/2011 -6.99 5 8/1/2012 12/1/2012 -6.96 2 2/1/2007 3/1/2007 -5.98 2 3/1/2016 4/1/2016 -4.91 2 3/1/2009 4/1/2009 -4.87 2 1/1/2019 2/1/2019 -4.50 1 1/1/2017 1/1/2017 -4.23 2 9/1/2019 10/1/2019 -3.99 1 10/1/2009 10/1/2009 -3.55 1 7/1/2018 7/1/2018 -3.11 1 12/1/2006 12/1/2006 -2.97 1 1/1/2011 1/1/2011 -2.96 1 3/1/2012 3/1/2012 -2.92 2 6/1/2009 7/1/2009 -2.87 1 5/1/2011 5/1/2011 -2.78 1 10/1/2014 10/1/2014 -2.78 1 6/1/2012 6/1/2012 -2.68 1 3/1/2011 3/1/2011 -2.51 1 6/1/2013 6/1/2013 -2.50 1 7/1/2010 7/1/2010 -2.44 2 8/1/2008 9/1/2008 -2.21 2 10/1/2015 11/1/2015 -2.10 2 8/1/2013 9/1/2013 -1.88 1 6/1/2017 6/1/2017 -1.87 1 2/1/2013 2/1/2013 -1.47 1 4/1/2008 4/1/2008 -1.26 1 11/1/2010 11/1/2010 -0.99 1 7/1/2014 7/1/2014 -0.94 1 9/1/2010 9/1/2010 -0.91 1 1/1/2012 1/1/2012 -0.87 1 3/1/2010 3/1/2010 -0.75 1 7/1/2011 7/1/2011 -0.70 1 12/1/2017 12/1/2017 -0.63 1 5/1/2019 5/1/2019 -0.46 1 12/1/2014 12/1/2014 -0.36 1 6/1/2007 6/1/2007 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods159.00157.00154.00148.00142.00136.00124.00112.00100.00 Percent Profitable54.0959.2458.4466.2269.7274.2678.2388.3994.00 Average Period Return0.421.202.404.135.416.899.3112.6215.29 Average Gain2.934.887.838.989.6510.6412.8814.9916.58 Average Loss-2.53-4.16-5.24-5.37-4.34-3.95-3.49-5.47-4.91 Best Period12.0716.7024.1131.1832.3039.7237.8245.0743.92 Worst Period-10.35-14.60-14.21-19.20-13.85-8.60-14.96-14.28-8.24 Standard Deviation3.575.657.959.119.4410.4810.4911.9310.63 Gain Standard Deviation2.453.565.166.867.969.548.9110.469.58 Loss Standard Deviation2.123.353.844.083.432.433.144.842.81 Sharpe Ratio (1%)0.100.170.240.340.410.470.600.720.96 Average Gain / Average Loss1.161.171.491.672.222.703.692.743.38 Profit / Loss Ratio1.361.702.103.285.117.7813.2720.8852.92 Downside Deviation (10%)2.454.055.566.617.298.5311.2013.7615.99 Downside Deviation (5%)2.283.534.444.393.723.283.393.662.75 Downside Deviation (0%)2.233.404.183.913.032.342.172.441.36 Sortino Ratio (10%)0.01-0.01-0.01-0.13-0.30-0.39-0.58-0.65-0.77 Sortino Ratio (5%)0.150.270.430.711.051.491.852.343.71 Sortino Ratio (0%)0.190.350.571.061.792.944.295.1611.27 Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 4 3.66 11/2019 Systematic Trader Index Month 6 3.66 11/2019 IASG CTA Index Month 7 3.66 11/2019 IASG CTA Index Month 7 6.19 12/2018 Diversified Trader Index Month 9 10.36 1/2018 IASG CTA Index Month 10 10.36 1/2018 Systematic Trader Index Month 10 10.36 1/2018 IASG CTA Index Month 10 9.36 10/2017 Diversified Trader Index Month 7 9.36 10/2017 Systematic Trader Index Month 9 9.36 10/2017 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