MAD Group Investments LLC : Aggressive Growth

archived programs
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

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 - - - - - -62.36 -31.39
S&P 500 -1.98 - - - - - 59.40 180.68
+/- S&P 500 -5.58 - - - - - -121.77 -212.07

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 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.

   

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
-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
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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
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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
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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.