MDM Investment Solutions, LLC : Standard Growth Program

archived programs
Year-to-Date
N / A
Nov Performance
-0.52%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
30.00%
Annualized Vol
11.40%
Sharpe (RFR=1%)
-0.31
CAROR
-
Assets
$ 1.0M
Worst DD
-11.49
S&P Correlation
0.83

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 Since
2/2008
Standard Growth Program -0.52 - - - - - - -2.54
S&P 500 -7.48 - - - - - - 160.34
+/- S&P 500 6.96 - - - - - - -162.88

Strategy Description

Summary

-&The Advisor?s trading methodology (the ?Program?) is a systematic approach trying to capture short to medium term price movements implementing filtering techniques that avoid trades with low probability of success. Trade signals are generated from computer-driven proprietary trading... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 500k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 30.00%
Average Commission $4.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 1600 RT/YR/$M
Avg. Margin-to-Equity 11%
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 0%
Systematic 0%

Strategy

Summary

-&The Advisor?s trading methodology (the ?Program?) is a systematic approach trying to capture short to medium term price movements implementing filtering techniques that avoid trades with low probability of success. Trade signals are generated from computer-driven proprietary trading systems. The only human interaction may take place during important economical and financial events in order to prevent false triggers.The program use the mix of systematic quantitative trading models. The program objective is to achieve gains in rising as well as declining markets and decrease portfolio risk via trading a diversified basket of non-correlated markets and systems while maximizing potential profits.

   

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:
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Risk
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-11.49 3 - 8/1/2008 11/1/2008
-1.17 1 2 5/1/2008 6/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
8.78 4 2/1/2008 5/1/2008
2.43 2 7/1/2008 8/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-11.49 3 9/1/2008 11/1/2008
-1.17 1 6/1/2008 6/1/2008
Show More

Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable60.0062.50
Average Period Return-0.21-0.86
Average Gain1.833.07
Average Loss-3.26-7.42
Best Period3.576.75
Worst Period-7.18-11.49
Standard Deviation3.296.38
Gain Standard Deviation1.222.66
Loss Standard Deviation3.065.02
Sharpe Ratio (1%)-0.09-0.17
Average Gain / Average Loss0.560.41
Profit / Loss Ratio0.840.69
Downside Deviation (10%)2.865.86
Downside Deviation (5%)2.695.32
Downside Deviation (0%)2.655.19
Sortino Ratio (10%)-0.21-0.36
Sortino Ratio (5%)-0.11-0.21
Sortino Ratio (0%)-0.08-0.17

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.