MSLO Asset Management : Investment Program

archived programs
Year-to-Date
N / A
Jan Performance
-7.30%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
39.66%
Sharpe (RFR=1%)
1.77
CAROR
87.49%
Assets
$ 564k
Worst DD
-23.33
S&P Correlation
-0.18

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
9/2007
Investment Program -7.30 - - - - - - 356.76
S&P 500 -3.70 - - - - - - 126.90
+/- S&P 500 -3.60 - - - - - - 229.86

Strategy Description

Summary

-Mark Slobodnik, Principal of MSLO Asset Management (MAM) has been among the most successful S&P Floor Brokers at the Chicago Mercantile Exchange for more than ten years. In September 2007, he began trading a new account based upon a $100,000 trading level, trading a diversified portfolio... 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 $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 12000 RT/YR/$M
Avg. Margin-to-Equity 20%
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

-Mark Slobodnik, Principal of MSLO Asset Management (MAM) has been among the most successful S&P Floor Brokers at the Chicago Mercantile Exchange for more than ten years. In September 2007, he began trading a new account based upon a $100,000 trading level, trading a diversified portfolio and an intense focus on risk management. The MAM portfolio is comprised of (but not limited to) stock indexes, currencies, interest rates and grains. While positions may be held for any length of time, the vast majority are short term in nature and held for less than two days. MAM holds team strategy meetings before and during each trading session. Markets are analyzed from multiple perspectives prior to execution for client accounts. Because both fundamental and technical analyses are taken into strong consideration, MAM?s trading is best described as discretionary.&

   

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:
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
-23.33 14 - 11/1/2008 1/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
495.78 15 9/1/2007 11/1/2008
4.97 1 9/1/2009 9/1/2009
1.07 1 6/1/2009 6/1/2009
0.06 1 4/1/2009 4/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-17.00 4 10/1/2009 1/1/2010
-6.28 2 7/1/2009 8/1/2009
-3.95 4 12/1/2008 3/1/2009
-3.34 1 5/1/2009 5/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods29.0027.0024.0018.0012.00
Percent Profitable62.0751.8554.1766.6791.67
Average Period Return5.9321.7751.64132.59192.85
Average Gain11.3345.95101.26204.62211.31
Average Loss-2.89-4.28-7.01-11.49-10.22
Best Period31.6498.85161.08439.15473.26
Worst Period-7.30-14.65-16.97-22.17-10.22
Standard Deviation11.4531.9365.81164.27163.87
Gain Standard Deviation11.4926.7849.66157.16158.24
Loss Standard Deviation2.153.964.357.29
Sharpe Ratio (1%)0.510.670.780.801.17
Average Gain / Average Loss3.9110.7414.4517.8120.68
Profit / Loss Ratio6.4111.5717.0735.63227.52
Downside Deviation (10%)2.394.647.0010.275.14
Downside Deviation (5%)2.234.105.818.173.38
Downside Deviation (0%)2.183.975.517.672.95
Sortino Ratio (10%)2.314.427.0212.4336.04
Sortino Ratio (5%)2.635.248.8116.1156.56
Sortino Ratio (0%)2.725.489.3717.3065.39

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.