Lexington Asset Management : Lexington Keystone Trading Program Class B Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -0.99% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.32% Sharpe (RFR=1%) -0.39 CAROR -3.54% Assets $ 5.1M Worst DD -23.04 S&P Correlation 0.08 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since5/2009 Lexington Keystone Trading Program Class B -0.99 - - - - - -20.03 -12.12 S&P 500 0.28 - - - - - 51.23 276.89 +/- S&P 500 -1.27 - - - - - -71.26 -289.01 Strategy Description SummaryLexington Asset Management (LexAm) is an innovative alternative investment advisor specializing in the trading of global commodities and futures markets. LexAm's proprietary systematic trading methodology provides a unique solution for the diversification and enhancement of traditional... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1800 RT/YR/$M Avg. Margin-to-Equity Targeted Worst DD Worst Peak-to-Trough 26.24% Sector Focus Diversified Traders Holding Periods Over 12 Months 4-12 Months 1-3 Months 1-30 Days Intraday Decision-Making Discretionary Systematic 100.00% Strategy Trend-following 100.00% Composition Softs 18.00% Currency Futures 15.00% Grains 13.00% Interest Rates 13.00% Stock Indices 12.00% Energy 11.00% Industrial Metals 9.00% Precious Metals 9.00% SummaryLexington Asset Management (LexAm) is an innovative alternative investment advisor specializing in the trading of global commodities and futures markets. LexAm's proprietary systematic trading methodology provides a unique solution for the diversification and enhancement of traditional asset investment portfolios (stocks and bonds).Investment StrategyThe Keystone Trading Program is managed by Lexington Asset Management, LLC, a commodity trading advisor. The program's philosophy is to participate in and profit from sustained directional price movements experienced by a diverse group of global futures markets. Lexington's approach is systematic and disciplined, thus eliminating emotional decisions that often lead to poor performance results. Several different trading programs are utilized among various time frames. These systems have been thoroughly backtested over many years and have proved themselves in regards to profitability and robustness. Risk is managed at the system level with the implementation of stops designed to limit losses. Furthermore, the diversification across markets, systems and time frames provides significant profit potential while reducing portfolio risk over time.Risk ManagementRisk is managed at the system level with the implementation of stops designed to limit losses. Furthermore, the diversification across markets, systems and time frames provides significant profit potential, while reducing portfolio risk over time. 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 -23.04 25 - 10/1/2010 11/1/2012 -6.73 2 5 3/1/2010 5/1/2010 -3.08 1 1 11/1/2009 12/1/2009 -2.54 2 1 8/1/2009 10/1/2009 -2.05 1 1 1/1/2010 2/1/2010 -0.29 1 2 5/1/2009 6/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 8.16 5 6/1/2010 10/1/2010 5.22 1 1/1/2010 1/1/2010 4.54 1 3/1/2010 3/1/2010 4.43 1 7/1/2011 7/1/2011 4.27 1 11/1/2009 11/1/2009 4.04 1 5/1/2009 5/1/2009 3.88 1 9/1/2011 9/1/2011 3.12 1 4/1/2011 4/1/2011 2.82 2 7/1/2009 8/1/2009 2.78 1 7/1/2012 7/1/2012 1.93 1 2/1/2011 2/1/2011 1.52 1 2/1/2012 2/1/2012 0.64 1 5/1/2012 5/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.17 3 11/1/2010 1/1/2011 -9.52 4 8/1/2012 11/1/2012 -6.73 2 4/1/2010 5/1/2010 -5.53 4 10/1/2011 1/1/2012 -5.04 2 5/1/2011 6/1/2011 -5.00 2 3/1/2012 4/1/2012 -4.40 1 6/1/2012 6/1/2012 -3.08 1 12/1/2009 12/1/2009 -2.65 1 3/1/2011 3/1/2011 -2.54 2 9/1/2009 10/1/2009 -2.05 1 2/1/2010 2/1/2010 -0.30 1 8/1/2011 8/1/2011 -0.29 1 6/1/2009 6/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods43.0041.0038.0032.0026.0020.00 Percent Profitable41.8636.5942.1128.1315.3815.00 Average Period Return-0.26-0.85-1.64-3.20-5.17-7.34 Average Gain2.623.453.275.036.112.26 Average Loss-2.33-3.34-5.20-6.42-7.22-9.03 Best Period5.228.167.7812.0514.194.96 Worst Period-5.78-10.17-11.09-14.78-15.44-22.27 Standard Deviation2.984.225.116.456.457.26 Gain Standard Deviation1.532.532.303.825.662.46 Loss Standard Deviation1.792.733.253.844.056.44 Sharpe Ratio (1%)-0.11-0.26-0.42-0.65-1.03-1.29 Average Gain / Average Loss1.131.030.630.780.850.25 Profit / Loss Ratio0.810.600.460.310.150.04 Downside Deviation (10%)2.484.226.3410.2614.1918.96 Downside Deviation (5%)2.273.564.967.058.8111.70 Downside Deviation (0%)2.223.414.646.317.5710.13 Sortino Ratio (10%)-0.27-0.49-0.65-0.80-0.90-0.93 Sortino Ratio (5%)-0.15-0.31-0.43-0.60-0.76-0.80 Sortino Ratio (0%)-0.12-0.25-0.35-0.51-0.68-0.72 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