MDM Investment Solutions, LLC : Standard Growth Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since2/2008 Standard Growth Program -0.52 - - - - - - -2.54 S&P 500 -7.48 - - - - - - 192.66 +/- S&P 500 6.96 - - - - - - -195.20 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. 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 -11.49 3 - 8/1/2008 11/1/2008 -1.17 1 2 5/1/2008 6/1/2008 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel