KMC Trading Co : Triumphant Fund

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
11/2006
Triumphant Fund 2.86 - - - - - 9.97 36.78
S&P 500 2.36 - - - - - 66.20 147.33
+/- S&P 500 0.50 - - - - - -56.23 -110.55

Strategy Description

Summary

The 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%
Strategy Pie Chart

Composition

Summary

The 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 Strategy

The 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.

   

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
-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
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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
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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
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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.