Madison Park Capital Partners, LLC : MPCP Sentiment Trading Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -0.95% Min Investment $ 350k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 7.27% Sharpe (RFR=1%) 1.42 CAROR 11.65% Assets $ 48.0M Worst DD -7.31 S&P Correlation 0.27 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since8/2011 MPCP Sentiment Trading Fund -0.95 -7.31 - 0.22 35.27 - - 45.71 S&P 500 -0.42 4.39 - 11.39 63.72 - - 68.89 +/- S&P 500 -0.53 -11.70 - -11.17 -28.45 - - -23.18 Strategy Description SummaryObjective: Madison Park Capital Partners (“MPCP”) is an opportunistic trading firm, which seeks to capitalize on short-term market dislocations within S&P 500 & VIX derivatives complexes. The firm’s philosophy is rooted in the behavioral finance axiom that investors tend to both over-react... Read More Account & Fees Type Managed Account Minimum Investment $ 350k Trading Level Incremental Increase $ 350k CTA Max Funding Factor 3.00 Management Fee 0% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD 10.00% Worst Peak-to-Trough -4.74% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 90.00% Intraday 10.00% Decision-Making Discretionary 20.00% Systematic 80.00% Strategy Counter-trend 75.00% Trend-following 25.00% Composition Stock Indices 75.00% VIX 25.00% SummaryObjective: Madison Park Capital Partners (“MPCP”) is an opportunistic trading firm, which seeks to capitalize on short-term market dislocations within S&P 500 & VIX derivatives complexes. The firm’s philosophy is rooted in the behavioral finance axiom that investors tend to both over-react to “false news” and under-react to “real news". Investment StrategyStrategy: MPCP’s trading leverages its proprietary database and extensive research on 13 years of equity and bond market sentiment. MPCP derives sentiment using data mining and computational linguistics to parse the financial press by machine reading roughly 2,500+ articles daily and extracting sentiment from those that are deemed relevant. Approach: MPCP has identified a number of “sentiment evolution patterns”, which the market cycles through over time. Using machine learning it generates trading signals conditioned on these patterns and exploits them across four sub-strategies. Trading is driven systematically with a discretionary overlay to optimize relative value relationships. Platform: MPCP offers its trading strategies via a separately managed account platform designed to relieve investors from the “hedge fund fatigue” of recent years offering its clients full transparency, daily liquidity, 1256 Contract taxefficiency, unique strategy access for IRA accounts and a 0%/20% management/performance fee pricing structure.Risk ManagementEach sub-strategy is has maximum risk weighting based on the sentiment state in which we are trading. Margin to equity ranges between 5%-15% and a maximum notional leverage of no more than 200%. 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 -7.31 3 - 9/1/2014 12/1/2014 -4.50 1 1 4/1/2012 5/1/2012 -2.34 3 1 4/1/2014 7/1/2014 -1.29 1 1 12/1/2013 1/1/2014 -0.49 1 1 7/1/2013 8/1/2013 -0.04 1 1 4/1/2013 5/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.30 11 6/1/2012 4/1/2013 11.34 9 8/1/2011 4/1/2012 7.81 3 2/1/2014 4/1/2014 6.44 4 9/1/2013 12/1/2013 4.74 2 6/1/2013 7/1/2013 4.04 2 8/1/2014 9/1/2014 0.57 1 11/1/2014 11/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.95 1 10/1/2014 10/1/2014 -4.50 1 5/1/2012 5/1/2012 -2.34 3 5/1/2014 7/1/2014 -1.29 1 1/1/2014 1/1/2014 -0.95 1 12/1/2014 12/1/2014 -0.49 1 8/1/2013 8/1/2013 -0.04 1 5/1/2013 5/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods41.0039.0036.0030.0024.0018.00 Percent Profitable78.0587.1888.89100.00100.00100.00 Average Period Return0.942.906.4614.9424.7234.13 Average Gain1.733.937.7114.9424.7234.13 Average Loss-1.84-4.13-3.59 Best Period5.208.0912.5423.2536.2144.21 Worst Period-6.95-7.31-5.460.227.1019.34 Standard Deviation2.103.344.385.996.555.78 Gain Standard Deviation1.191.912.545.996.555.78 Loss Standard Deviation2.322.252.30 Sharpe Ratio (1%)0.410.791.362.333.545.56 Average Gain / Average Loss0.940.952.15 Profit / Loss Ratio3.336.4817.19 Downside Deviation (10%)1.472.062.131.200.10 Downside Deviation (5%)1.361.731.520.14 Downside Deviation (0%)1.341.651.37 Sortino Ratio (10%)0.370.811.878.26169.29 Sortino Ratio (5%)0.631.543.9397.57 Sortino Ratio (0%)0.711.764.72 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 9 2.16 4/2014 Stock Index Trader Index Month 8 3.51 2/2014 IASG CTA Index Sharpe 3 2.55 2012 - 2013 Stock Index Trader Index Month 10 2.37 10/2013 Stock Index Trader Index Month 8 2.54 9/2013 Stock Index Trader Index Month 7 3.82 6/2013 Stock Index Trader Index Month 8 3.32 4/2013 Stock Index Trader Index Month 10 1.70 3/2013 IASG CTA Index Sharpe 8 2.05 2011 - 2012 Stock Index Trader Index Month 2 3.16 12/2012 Stock Index Trader Index Month 6 5.20 6/2012 Systematic Trader Index Month 10 5.20 6/2012 IASG CTA Index Sharpe 2 9.48 2010 - 2011 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