MAD Group Investments LLC : Aggressive Growth

Year-to-Date: N / A
Oct Performance: -7.56%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 39.96%
Sharpe (RFR=1%): 0.04
CAROR: -5.01%

Assets: $ 50k
Worst DD: -77.94
S&P Correlation: -0.09

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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	Oct	Qtr	YTD	1yr	3yr	5yr	10yr	Since 7/2005
Aggressive Growth	-7.56	-	-	-	-	-	-68.82	-31.39
S&P 500	-1.98	-	-	-	-	-	59.40	215.53
+/- S&P 500	-5.58	-	-	-	-	-	-128.23	-246.92

Strategy Description

Summary

-The Advisor employs technical analysis to formulate market opinions. Options and/or futures are employed to implement the strategies. The aggressive growth portfolio employs more leverage than the growth portfolio and also employs day trading.... Read More

Account & Fees

Type	Managed Account
Minimum Investment	$ 100k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	2.00%
Performance Fee	20.00%
Average Commission	$15.00
Available to US Investors	Yes

Subscriptions

High Water Mark	Yes
Subscription Frequency	Daily
Redemption Frequency	Daily
Investor Requirements	Any Investor
Lock-up Period	0

Trading

Trading Frequency	6000 RT/YR/$M
Avg. Margin-to-Equity	30%
Targeted Worst DD
Worst Peak-to-Trough	0%
Sector Focus	Not Specified

Holding Periods

Over 12 Months	0%
4-12 Months	0%
1-3 Months	0%
1-30 Days
Intraday	0%

Decision-Making

Discretionary	100.00%
Systematic	0%

Strategy

Composition

Summary

Investment Strategy

Robert Meara has over twenty years experience in the commodity trading industry. He founded MAD Group Investments in 1994 to leverage his varied expertise by serving clients needs from information requests and order entry through the selection of trades. From his humble beginnings as a phone and margin clerk, Bob understands the desires and frustrations active traders have when trying to make the "trade of the day". As an Operations manager and Compliance manager for Ira Epstein Inc., Bob has a thorough knowledge of what is necessary for even the most experienced trader to optimize risk reward ratios to improve chances for trading success. Bob is a registered CTA. He has experience with international futures trading including running the Chicago office of the China International Futures Corporation (CIFCO), one of the largest brokerage firms in mainland China. CIFCO primarily handled institutional and large speculators in the sugar and metals markets. Bob graduated from Indiana University with a BA in History, concentrating in Chinese language and history. Steve Ambos graduated from The University of Chicago with a degree in economics. Steve went to work on the floor of the Chicago Board of Trade. Since 1993 he has been a futures broker. He specializes in using charting and fundamental analysis to identify favorable risk reward trading situations in both futures and options markets.

Compare to:

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Index: Chart Type:

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:

Monthly Annual

Reward
Average RoR:
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Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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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:
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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
-77.94	41	-	5/1/2009	10/1/2012
-27.42	3	2	6/1/2008	9/1/2008
-20.67	3	2	7/1/2005	10/1/2005
-19.35	2	6	6/1/2007	8/1/2007
-15.37	1	3	2/1/2008	3/1/2008
-12.79	2	1	2/1/2009	4/1/2009
-9.28	2	3	6/1/2006	8/1/2006
-8.08	2	4	11/1/2006	1/1/2007
-6.30	1	1	1/1/2006	2/1/2006
-6.28	1	1	4/1/2006	5/1/2006

Consecutive Gains

Run-up	Length (Mos.)	Start	End
80.02	5	10/1/2008	2/1/2009
57.00	3	12/1/2007	2/1/2008
34.70	3	11/1/2005	1/1/2006
29.67	3	9/1/2006	11/1/2006
26.40	1	6/1/2006	6/1/2006
25.92	3	8/1/2010	10/1/2010
25.01	1	4/1/2011	4/1/2011
19.77	2	3/1/2006	4/1/2006
19.69	3	4/1/2008	6/1/2008
19.14	1	5/1/2010	5/1/2010
15.81	2	9/1/2007	10/1/2007
14.87	1	5/1/2009	5/1/2009
8.96	3	4/1/2007	6/1/2007
7.79	1	12/1/2010	12/1/2010
7.36	2	7/1/2011	8/1/2011
6.57	1	2/1/2007	2/1/2007
4.48	1	2/1/2011	2/1/2011
4.23	2	7/1/2009	8/1/2009
3.82	1	11/1/2009	11/1/2009
2.85	1	9/1/2005	9/1/2005
2.79	1	8/1/2008	8/1/2008
2.27	1	1/1/2012	1/1/2012
1.44	1	7/1/2005	7/1/2005

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-59.25	9	2/1/2012	10/1/2012
-33.91	4	9/1/2011	12/1/2011
-32.49	5	12/1/2009	4/1/2010
-19.35	2	7/1/2007	8/1/2007
-16.94	2	9/1/2009	10/1/2009
-16.40	1	7/1/2008	7/1/2008
-15.54	1	9/1/2008	9/1/2008
-15.37	1	3/1/2008	3/1/2008
-15.09	1	10/1/2005	10/1/2005
-13.78	1	6/1/2009	6/1/2009
-12.79	2	3/1/2009	4/1/2009
-12.76	2	5/1/2011	6/1/2011
-10.59	1	11/1/2007	11/1/2007
-9.65	2	6/1/2010	7/1/2010
-9.28	2	7/1/2006	8/1/2006
-9.16	1	8/1/2005	8/1/2005
-8.51	1	1/1/2011	1/1/2011
-8.08	2	12/1/2006	1/1/2007
-6.30	1	2/1/2006	2/1/2006
-6.28	1	5/1/2006	5/1/2006
-3.32	1	3/1/2011	3/1/2011
-3.18	1	11/1/2010	11/1/2010
-1.09	1	3/1/2007	3/1/2007

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	88.00	86.00	83.00	77.00	71.00	65.00	53.00	41.00	29.00
Percent Profitable	48.86	51.16	56.63	61.04	63.38	50.77	69.81	78.05	68.97
Average Period Return	0.20	0.76	3.35	10.20	16.40	21.13	38.43	44.48	46.99
Average Gain	9.12	15.11	23.18	36.10	43.49	65.30	73.62	70.81	83.45
Average Loss	-8.31	-14.27	-22.55	-30.38	-30.50	-24.42	-42.93	-49.17	-34.02
Best Period	40.54	57.00	65.26	89.48	115.15	130.99	205.72	203.37	174.13
Worst Period	-24.09	-37.53	-50.61	-65.85	-74.20	-68.90	-72.88	-70.31	-58.95
Standard Deviation	11.54	18.40	27.59	38.30	45.63	49.43	75.41	73.16	68.31
Gain Standard Deviation	9.12	12.47	16.80	20.57	32.18	22.82	61.09	59.88	47.02
Loss Standard Deviation	5.64	9.32	13.94	19.57	19.99	16.97	25.29	14.97	19.37
Sharpe Ratio (1%)	0.01	0.03	0.10	0.24	0.33	0.39	0.47	0.55	0.61
Average Gain / Average Loss	1.10	1.06	1.03	1.19	1.43	2.67	1.71	1.44	2.45
Profit / Loss Ratio	1.05	1.11	1.34	1.86	2.47	2.76	3.97	5.12	5.45
Downside Deviation (10%)	7.40	12.60	18.80	25.14	25.95	27.00	35.02	34.03	36.46
Downside Deviation (5%)	7.21	12.02	17.67	22.97	22.71	21.94	28.61	25.81	24.05
Downside Deviation (0%)	7.16	11.87	17.39	22.44	21.94	20.76	27.16	23.97	21.51
Sortino Ratio (10%)	-0.03	-0.04	0.05	0.21	0.34	0.40	0.65	0.67	0.53
Sortino Ratio (5%)	0.02	0.04	0.16	0.40	0.66	0.87	1.24	1.57	1.74
Sortino Ratio (0%)	0.03	0.06	0.19	0.45	0.75	1.02	1.42	1.86	2.18

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.

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MAD Group Investments LLC : Aggressive Growth

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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MAD Group Investments LLC : Aggressive Growth

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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