KMC Trading Co : Triumphant Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 2.86% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.26% Sharpe (RFR=1%) 0.31 CAROR 4.47% Assets $ 2.4M Worst DD -29.98 S&P Correlation 0.12 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 2020 1yr 3yr 5yr 10yr Since11/2006 Triumphant Fund 2.86 - - - - - 7.84 36.78 S&P 500 2.36 - - - - - 66.20 165.40 +/- S&P 500 0.50 - - - - - -58.36 -128.62 Strategy Description SummaryThe methodology is certain patterns re-occur over and over again in the financial markets. Instead of trying to have the market duplicate your system, the system should duplicate these market patterns. The managed futures strategy is through... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 4.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 850 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD -25.00% Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition SummaryThe methodology is certain patterns re-occur over and over again in the financial markets. Instead of trying to have the market duplicate your system, the system should duplicate these market patterns. The managed futures strategy is through diversification and money management to make the highest rate of return by taking the least amount of risk and draw-down. The principles of the system are overbought and oversold conditions can work to the advantage of a trader without being a counter trader. Investment StrategyThe trading philosophy at KMC Trading Co. Inc. is: A) Money management is critical to success B) Diversification helps smooth equity swings C) Pattern recognition allows for position to enter market at advantageous levels. D) Consistent profitable results are a product of discipline. E) Systems can be designed to make money in trending and non-trending markets. 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 -29.98 36 14 7/1/2008 7/1/2011 -17.42 4 - 4/1/2013 8/1/2013 -7.51 3 2 11/1/2012 2/1/2013 -7.27 4 2 11/1/2006 3/1/2007 -2.14 1 1 9/1/2012 10/1/2012 -1.51 1 3 12/1/2007 1/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 32.10 9 4/1/2007 12/1/2007 28.00 7 8/1/2011 2/1/2012 17.62 3 7/1/2012 9/1/2012 15.70 4 4/1/2008 7/1/2008 8.24 2 3/1/2013 4/1/2013 7.73 1 11/1/2006 11/1/2006 7.72 4 9/1/2013 12/1/2013 6.35 1 5/1/2009 5/1/2009 5.81 2 4/1/2010 5/1/2010 4.59 1 12/1/2010 12/1/2010 4.49 3 10/1/2008 12/1/2008 4.31 1 9/1/2009 9/1/2009 3.01 1 5/1/2012 5/1/2012 2.26 1 11/1/2012 11/1/2012 1.96 1 12/1/2009 12/1/2009 1.92 1 2/1/2011 2/1/2011 1.32 1 2/1/2008 2/1/2008 1.26 2 8/1/2010 9/1/2010 0.16 1 7/1/2013 7/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -15.24 2 5/1/2013 6/1/2013 -14.06 5 3/1/2011 7/1/2011 -9.47 2 8/1/2008 9/1/2008 -8.73 2 10/1/2009 11/1/2009 -7.82 3 1/1/2010 3/1/2010 -7.51 3 12/1/2012 2/1/2013 -7.40 3 6/1/2009 8/1/2009 -7.27 4 12/1/2006 3/1/2007 -6.73 4 1/1/2009 4/1/2009 -5.70 2 3/1/2012 4/1/2012 -4.72 1 1/1/2011 1/1/2011 -2.87 2 10/1/2010 11/1/2010 -2.73 1 8/1/2013 8/1/2013 -2.14 1 10/1/2012 10/1/2012 -1.51 1 1/1/2008 1/1/2008 -0.87 2 6/1/2010 7/1/2010 -0.85 1 6/1/2012 6/1/2012 -0.79 1 3/1/2008 3/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods86.0084.0081.0075.0069.0063.0051.0039.0027.00 Percent Profitable53.4952.3851.8550.6755.0758.7358.8256.4170.37 Average Period Return0.451.162.305.347.366.982.732.1810.81 Average Gain3.206.5510.8419.6221.8721.3913.859.2118.52 Average Loss-2.72-4.76-6.89-9.32-10.43-13.52-13.17-6.91-7.51 Best Period18.0121.8326.1541.6743.5139.1029.3123.0534.07 Worst Period-9.84-15.10-14.31-17.13-20.49-22.51-29.98-15.63-13.65 Standard Deviation4.127.4610.7517.2719.7219.0215.639.8514.46 Gain Standard Deviation3.265.857.2312.3614.679.427.086.379.15 Loss Standard Deviation2.333.484.424.434.735.049.314.624.01 Sharpe Ratio (1%)0.090.120.170.250.300.26-0.02-0.190.39 Average Gain / Average Loss1.181.381.572.112.101.581.051.332.47 Profit / Loss Ratio1.351.511.692.162.572.251.501.725.86 Downside Deviation (10%)2.654.777.1710.5412.5815.6519.9921.6721.94 Downside Deviation (5%)2.474.195.957.878.5810.4711.927.877.17 Downside Deviation (0%)2.434.055.667.237.659.2510.275.444.57 Sortino Ratio (10%)0.01-0.01-0.020.03-0.02-0.21-0.65-0.89-0.77 Sortino Ratio (5%)0.150.220.300.550.680.48-0.03-0.240.80 Sortino Ratio (0%)0.180.290.410.740.960.760.270.402.37 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