MAD Group Investments LLC : Aggressive Growth Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since7/2005 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-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.Investment StrategyRobert 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: {{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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods88.0086.0083.0077.0071.0065.0053.0041.0029.00 Percent Profitable48.8651.1656.6361.0463.3850.7769.8178.0568.97 Average Period Return0.200.763.3510.2016.4021.1338.4344.4846.99 Average Gain9.1215.1123.1836.1043.4965.3073.6270.8183.45 Average Loss-8.31-14.27-22.55-30.38-30.50-24.42-42.93-49.17-34.02 Best Period40.5457.0065.2689.48115.15130.99205.72203.37174.13 Worst Period-24.09-37.53-50.61-65.85-74.20-68.90-72.88-70.31-58.95 Standard Deviation11.5418.4027.5938.3045.6349.4375.4173.1668.31 Gain Standard Deviation9.1212.4716.8020.5732.1822.8261.0959.8847.02 Loss Standard Deviation5.649.3213.9419.5719.9916.9725.2914.9719.37 Sharpe Ratio (1%)0.010.030.100.240.330.390.470.550.61 Average Gain / Average Loss1.101.061.031.191.432.671.711.442.45 Profit / Loss Ratio1.051.111.341.862.472.763.975.125.45 Downside Deviation (10%)7.4012.6018.8025.1425.9527.0035.0234.0336.46 Downside Deviation (5%)7.2112.0217.6722.9722.7121.9428.6125.8124.05 Downside Deviation (0%)7.1611.8717.3922.4421.9420.7627.1623.9721.51 Sortino Ratio (10%)-0.03-0.040.050.210.340.400.650.670.53 Sortino Ratio (5%)0.020.040.160.400.660.871.241.571.74 Sortino Ratio (0%)0.030.060.190.450.751.021.421.862.18 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. x {{title}} x {{title}} Add Cancel