Northside Trading LLC : Diversified Portfolio

archived programs
Year-to-Date
N / A
Jul Performance
-1.50%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
32.26%
Sharpe (RFR=1%)
1.55
CAROR
-
Assets
$ 390k
Worst DD
-10.31
S&P Correlation
-0.32

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
3/2007
Diversified Portfolio -1.50 - - - - - - 91.18
S&P 500 -0.99 - - - - - - 134.24
+/- S&P 500 -0.51 - - - - - - -43.06

Strategy Description

Summary

-1. Long Term Trends 2. Diversification 3. Volatility 4. Strict Money ManagementLong Term Trends. NT uses 2 proprietary algorithms to determine trend - Up, Down or Neutral. We will go long when the trend is up, sell short when down and stand aside when neutral. Diversification.... 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 $20.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 800 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

-1. Long Term Trends 2. Diversification 3. Volatility 4. Strict Money ManagementLong Term Trends. NT uses 2 proprietary algorithms to determine trend - Up, Down or Neutral. We will go long when the trend is up, sell short when down and stand aside when neutral. Diversification. This is very important for achieving trading success. Depending on the account size, more diversified markets will be traded. $100,000 is the minimum account size to trade the regular contracts. Anything under would require using some mini-contracts.Volatility. The higher the volatility, the higher the risk. When volatility gets too high, we reduce open positions and stand aside. Volatility and margin are used to size positions.Money Management. Last but most important is strict use of money management rules.

   

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
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Sharpe Ratio: (RF=1%)
Skewness:
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Reward
Compound RoR:
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Average Gain:
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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
-10.31 5 - 2/1/2008 7/1/2008
-3.26 1 1 7/1/2007 8/1/2007
-1.82 1 3 1/1/0001 3/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
100.77 6 9/1/2007 2/1/2008
9.91 2 6/1/2007 7/1/2007
1.84 1 4/1/2007 4/1/2007
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.31 5 3/1/2008 7/1/2008
-3.26 1 8/1/2007 8/1/2007
-1.82 1 3/1/2007 3/1/2007
-0.14 1 5/1/2007 5/1/2007
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods17.0015.0012.00
Percent Profitable52.9473.33100.00
Average Period Return4.2515.7641.21
Average Gain9.7822.7441.21
Average Loss-1.98-3.43
Best Period31.6671.46100.77
Worst Period-6.14-8.856.17
Standard Deviation9.3120.8327.59
Gain Standard Deviation9.8220.0527.59
Loss Standard Deviation2.073.79
Sharpe Ratio (1%)0.450.741.48
Average Gain / Average Loss4.946.62
Profit / Loss Ratio5.5518.22
Downside Deviation (10%)2.112.94
Downside Deviation (5%)1.942.55
Downside Deviation (0%)1.902.45
Sortino Ratio (10%)1.824.94
Sortino Ratio (5%)2.146.09
Sortino Ratio (0%)2.236.43

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.