Mercury Financial Asset Management : Mercury ASA Program (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -1.30% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.16% Sharpe (RFR=1%) -0.10 CAROR - Assets $ 1.6M Worst DD -9.17 S&P Correlation 0.00 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since10/2007 Mercury ASA Program (Client) -1.30 - - - - - - -0.74 S&P 500 -10.99 - - - - - - 139.92 +/- S&P 500 9.69 - - - - - - -140.66 Strategy Description Summary-The Mercury ASA Program is a short to medium term commodity based trading system. A basket of 36 different commodities comprised of energies, financials, currencies, metals, agriculturals and softs make up Mercury's portfolio. The program uses technical and fundamental trading analysis... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 15% 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 Mercury ASA Program is a short to medium term commodity based trading system. A basket of 36 different commodities comprised of energies, financials, currencies, metals, agriculturals and softs make up Mercury's portfolio. The program uses technical and fundamental trading analysis for entry into both long and short positions. In addition, the use of professional discretion is employed for all exits. By utilizing an innovative rolling group strategy, Mercury is able to maximize profits and limit losses differentiating it from other trading programs. 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 -9.17 10 - 4/1/2008 2/1/2009 -5.41 1 3 10/1/2007 11/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 15.27 5 12/1/2007 4/1/2008 1.52 1 6/1/2008 6/1/2008 0.70 1 9/1/2008 9/1/2008 0.23 1 10/1/2007 10/1/2007 0.01 1 11/1/2008 11/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.53 2 7/1/2008 8/1/2008 -5.41 1 11/1/2007 11/1/2007 -3.07 3 12/1/2008 2/1/2009 -2.56 1 5/1/2008 5/1/2008 -0.44 1 10/1/2008 10/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods17.0015.0012.00 Percent Profitable52.9433.3341.67 Average Period Return0.000.651.40 Average Gain1.897.149.15 Average Loss-2.44-2.59-4.15 Best Period7.0312.9212.57 Worst Period-5.41-6.20-6.31 Standard Deviation2.936.077.29 Gain Standard Deviation2.176.303.71 Loss Standard Deviation2.102.151.53 Sharpe Ratio (1%)-0.030.070.12 Average Gain / Average Loss0.782.752.21 Profit / Loss Ratio1.001.381.58 Downside Deviation (10%)2.213.555.17 Downside Deviation (5%)2.042.863.71 Downside Deviation (0%)2.002.693.35 Sortino Ratio (10%)-0.19-0.16-0.21 Sortino Ratio (5%)-0.040.140.24 Sortino Ratio (0%)0.000.240.42 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