Mobius Asset Management : Custom Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -0.40% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.71% Sharpe (RFR=1%) 0.23 CAROR 3.46% Assets $ 250k Worst DD -47.54 S&P Correlation -0.16 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 Since1/2002 Custom Trading Program -0.40 - - - - -0.80 -47.54 61.88 S&P 500 -0.41 - - - - 45.56 50.85 228.90 +/- S&P 500 0.01 - - - - -46.36 -98.39 -167.02 Strategy Description SummaryThe Mobius Custom Trading Program is technical in nature and designed to detect early trend development. Markets are traded using a trend following and counter trend approach. Each market traded will generate its own entry and exit signals. From time to time, increases or decreases... 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 $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 4800 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 90.00% 1-30 Days 10.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 20.00% Trend-following 80.00% Composition Grains 25.00% Interest Rates 20.00% Currency Futures 15.00% Precious Metals 15.00% Stock Indices 15.00% Softs 10.00% SummaryThe Mobius Custom Trading Program is technical in nature and designed to detect early trend development. Markets are traded using a trend following and counter trend approach. Each market traded will generate its own entry and exit signals. From time to time, increases or decreases the total number of markets and contracts traded based on increases or decreases in account equity or market conditions. Each position's risk management parameters are updated daily to monitor volatility within the total portfolio. This program has the ability to add to existing positions and is shorter term in nature. Commodities traded are Gold, Silver Treasury Notes, Euro Currency, Stock Index Minis Crude Oil, Soybeans, Cotton and Sugar.Risk ManagementThe Program is committed to adhere to strict money management techniques as an integral part of the trading program. The proprietary risk management utilizes pre-determined stop loss points, which attempt to limit losses and protect gains. Each commodity traded has specific entry and exit points along with stop levels for existing positions. These are updated daily. It should be noted that stop-loss points are not guaranteed to limit loss to the stop-loss point because, in part they are determined by the Advisor’s evaluation of historical market volatility and liquidity. The Program determines position size as a function of both individual commodity volatility and total portfolio volatility. As volatility increases, position size will tend to decrease and when volatility decreases, position size will increase. The margin to equity ratio will be approximately 20-30%. 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 -47.54 62 - 12/1/2010 2/1/2016 -19.66 13 6 5/1/2006 6/1/2007 -9.73 4 2 6/1/2008 10/1/2008 -8.78 4 2 6/1/2002 10/1/2002 -7.27 7 11 12/1/2008 7/1/2009 -7.26 9 6 3/1/2004 12/1/2004 -6.77 3 7 5/1/2003 8/1/2003 -6.08 2 4 6/1/2005 8/1/2005 -5.70 1 2 1/1/0001 1/1/2002 -4.25 2 2 1/1/2006 3/1/2006 -3.00 3 1 2/1/2008 5/1/2008 -2.99 1 1 6/1/2010 7/1/2010 -2.39 2 1 2/1/2003 4/1/2003 Show More Consecutive Gains Run-up Length (Mos.) Start End 58.63 5 2/1/2002 6/1/2002 44.78 8 7/1/2007 2/1/2008 39.69 4 11/1/2002 2/1/2003 16.60 2 11/1/2008 12/1/2008 13.28 5 9/1/2005 1/1/2006 12.10 3 1/1/2004 3/1/2004 11.56 5 8/1/2010 12/1/2010 7.04 2 5/1/2005 6/1/2005 6.89 3 4/1/2010 6/1/2010 6.11 1 6/1/2008 6/1/2008 6.01 4 8/1/2009 11/1/2009 5.84 2 4/1/2006 5/1/2006 5.07 1 8/1/2011 8/1/2011 4.52 1 2/1/2007 2/1/2007 4.42 3 1/1/2005 3/1/2005 4.35 2 8/1/2012 9/1/2012 4.24 1 11/1/2012 11/1/2012 3.33 3 9/1/2003 11/1/2003 3.09 2 4/1/2009 5/1/2009 2.70 1 5/1/2003 5/1/2003 2.30 1 9/1/2002 9/1/2002 2.20 1 11/1/2004 11/1/2004 2.00 1 9/1/2004 9/1/2004 1.71 1 9/1/2014 9/1/2014 1.66 1 2/1/2010 2/1/2010 1.64 1 1/1/2015 1/1/2015 1.42 1 11/1/2006 11/1/2006 1.41 1 7/1/2006 7/1/2006 1.07 1 4/1/2008 4/1/2008 0.55 1 12/1/2015 12/1/2015 0.45 1 6/1/2014 6/1/2014 0.37 1 2/1/2013 2/1/2013 0.31 1 8/1/2013 8/1/2013 0.22 1 1/1/2014 1/1/2014 0.17 1 4/1/2013 4/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -19.20 11 9/1/2011 7/1/2012 -16.32 7 1/1/2011 7/1/2011 -12.98 3 10/1/2014 12/1/2014 -12.21 10 2/1/2015 11/1/2015 -9.73 4 7/1/2008 10/1/2008 -9.22 4 3/1/2007 6/1/2007 -8.40 3 8/1/2006 10/1/2006 -7.29 2 12/1/2006 1/1/2007 -6.77 3 6/1/2003 8/1/2003 -6.08 2 7/1/2005 8/1/2005 -6.08 5 4/1/2004 8/1/2004 -5.88 4 2/1/2014 5/1/2014 -5.80 3 1/1/2009 3/1/2009 -5.70 1 1/1/2002 1/1/2002 -5.65 2 7/1/2002 8/1/2002 -5.50 1 10/1/2002 10/1/2002 -4.52 2 6/1/2009 7/1/2009 -4.33 2 12/1/2012 1/1/2013 -4.25 2 2/1/2006 3/1/2006 -3.36 1 12/1/2004 12/1/2004 -3.06 1 6/1/2006 6/1/2006 -2.99 1 7/1/2010 7/1/2010 -2.91 1 3/1/2010 3/1/2010 -2.76 3 5/1/2013 7/1/2013 -2.66 4 9/1/2013 12/1/2013 -2.46 1 3/1/2008 3/1/2008 -2.39 2 3/1/2003 4/1/2003 -2.20 1 12/1/2003 12/1/2003 -1.99 1 10/1/2004 10/1/2004 -1.77 1 4/1/2005 4/1/2005 -1.61 1 5/1/2008 5/1/2008 -1.52 2 12/1/2009 1/1/2010 -0.80 2 1/1/2016 2/1/2016 -0.26 1 3/1/2013 3/1/2013 -0.13 1 10/1/2012 10/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods170.00168.00165.00159.00153.00147.00135.00123.00111.00 Percent Profitable42.9444.0545.4553.4652.2957.1456.3055.2864.86 Average Period Return0.371.272.083.794.395.408.2412.1015.30 Average Gain3.527.5311.5015.8219.3120.7529.2838.7937.24 Average Loss-2.05-3.67-5.77-10.04-11.96-15.08-18.85-20.89-25.21 Best Period28.2047.0051.49101.1296.3797.74102.39131.80104.22 Worst Period-5.90-12.98-16.30-20.70-27.07-25.60-31.84-41.05-47.11 Standard Deviation4.258.7612.5419.8021.9623.8828.9035.2333.79 Gain Standard Deviation4.669.7812.9319.8020.1020.1120.4623.0016.88 Loss Standard Deviation1.462.603.685.907.507.527.8411.9113.26 Sharpe Ratio (1%)0.070.120.130.140.130.140.180.230.30 Average Gain / Average Loss1.722.051.991.581.611.381.551.861.48 Profit / Loss Ratio1.321.621.661.811.771.842.002.302.73 Downside Deviation (10%)2.144.156.6711.0914.5717.4923.6629.7032.44 Downside Deviation (5%)1.933.515.368.5310.6312.2115.3518.4619.57 Downside Deviation (0%)1.883.365.057.939.7311.0113.4816.0416.84 Sortino Ratio (10%)-0.020.01-0.06-0.11-0.22-0.28-0.32-0.32-0.38 Sortino Ratio (5%)0.150.290.300.330.270.280.340.440.52 Sortino Ratio (0%)0.200.380.410.480.450.490.610.750.91 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 4 4.24 11/2012 Trend Following Strategy Index Month 7 3.57 8/2012 Trend Following Strategy Index Month 10 1.21 11/2010 Trend Following Strategy Index Month 9 2.12 10/2009 Trend Following Strategy Index Month 8 9.15 12/2008 Diversified Trader Index Month 10 9.15 12/2008 Trend Following Strategy Index Month 10 7.02 12/2007 Systematic Trader Index Month 7 4.52 2/2007 Trend Following Strategy Index Month 2 4.52 2/2007 Trend Following Strategy Index Month 3 1.41 7/2006 Diversified Trader Index Month 10 1.41 7/2006 Diversified Trader Index Month 10 5.00 5/2006 Systematic Trader Index Month 10 5.00 5/2006 Trend Following Strategy Index Month 8 5.00 5/2006 Trend Following Strategy Index Month 6 3.15 10/2005 Diversified Trader Index Month 6 3.15 10/2005 IASG CTA Index Month 10 3.15 10/2005 Systematic Trader Index Month 9 3.15 10/2005 Trend Following Strategy Index Month 10 6.23 6/2005 IASG CTA Index Month 8 1.57 1/2005 Systematic Trader Index Month 5 1.57 1/2005 Trend Following Strategy Index Month 1 1.57 1/2005 Diversified Trader Index Month 3 1.57 1/2005 Trend Following Strategy Index Month 9 -1.81 4/2004 Systematic Trader Index Month 8 6.31 3/2004 Diversified Trader Index Month 9 6.31 3/2004 Trend Following Strategy Index Month 7 6.31 3/2004 Trend Following Strategy Index Month 5 1.60 11/2003 Systematic Trader Index Month 9 1.60 11/2003 Trend Following Strategy Index Month 9 -0.40 6/2003 Systematic Trader Index Month 4 28.20 12/2002 Diversified Trader Index Month 4 28.20 12/2002 IASG CTA Index Sharpe 5 1.65 2002 Trend Following Strategy Index Month 4 28.20 12/2002 IASG CTA Index Month 4 28.20 12/2002 IASG CTA Index Annual 4 78.25 2002 Trend Following Strategy Index Month 7 1.90 11/2002 Diversified Trader Index Month 8 1.90 11/2002 Systematic Trader Index Month 10 1.90 11/2002 IASG CTA Index Month 6 12.70 5/2002 Diversified Trader Index Month 5 12.70 5/2002 Trend Following Strategy Index Month 3 12.70 5/2002 Systematic Trader Index Month 3 12.70 5/2002 Trend Following Strategy Index Month 2 4.10 4/2002 IASG CTA Index Month 6 4.10 4/2002 Systematic Trader Index Month 4 4.10 4/2002 Diversified Trader Index Month 4 4.10 4/2002 IASG CTA Index Month 1 25.30 3/2002 Trend Following Strategy Index Month 1 25.30 3/2002 Systematic Trader Index Month 1 25.30 3/2002 Diversified Trader Index Month 1 25.30 3/2002 Trend Following Strategy Index Month 3 1.80 2/2002 Diversified Trader Index Month 3 1.80 2/2002 Systematic Trader Index Month 4 1.80 2/2002 IASG CTA Index Month 8 1.80 2/2002 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