Paradox Capital Management : Sentiment Program (1X)

archived programs
Year-to-Date
N / A
Dec Performance
0.00%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
25.00%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
0.00%
Assets
$ 0k
Worst DD
N/A
S&P Correlation
0.00

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
1/2013
Sentiment Program (1X) 0.00 - - 0.00 0.00 0.00 - 0.00
S&P 500 -9.18 - - -6.24 21.41 34.26 - 96.68
+/- S&P 500 9.18 - - 6.24 -21.41 -34.26 - -96.68

Strategy Description

Summary

The Sentiment Program is a unique managed futures Alpha overlay program designed to complement existing portfolios of CTA’s, Hedge Funds, and Traditional (Stock/Bond) investments. The program is uncorrelated with both alternative and traditional investments making it the ideal... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 1,000k
Trading Level Incremental Increase
$ 1,000k
CTA Max Funding Factor
3.00
Management Fee
1.00%
Performance Fee
25.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
150 RT/YR/$M
Avg. Margin-to-Equity
3%
Targeted Worst DD
-10.00%
Worst Peak-to-Trough
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
10.00%
1-3 Months
20.00%
1-30 Days
70.00%
Intraday
0%

Decision-Making

Discretionary
10.00%
Systematic
90.00%

Strategy

Counter-trend
100.00%
Strategy Pie Chart

Composition

Currency Futures
20.00%
Grains
18.00%
Energy
14.00%
Stock Indices
14.00%
Interest Rates
11.00%
Precious Metals
9.00%
Industrial Metals
8.00%
Softs
4.00%
Livestock
2.00%
Composition Pie Chart

Summary

The Sentiment Program is a unique managed futures Alpha overlay program designed to complement existing portfolios of CTA’s, Hedge Funds, and Traditional (Stock/Bond) investments. The program is uncorrelated with both alternative and traditional investments making it the ideal diversification tool to boost absolute & risk-adjusted performance. The program operates a behavioral finance-based, sentiment-driven counter-trend algorithm which generates returns precisely when most other investment strategies are experiencing a drawdown. Program returns tend to be negatively-correlated with other investment strategies during their worst drawdown periods. The addition of the Sentiment Program may create higher, smoother absolute performance, with a simultaneous decrease in maximum drawdown. In short, you get paid to hedge. Returns are SMA Composite. AUM is firm-wide.

   

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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods72.0070.0067.0061.0055.0049.0037.0025.00
Percent Profitable0.000.000.000.000.000.000.000.00
Average Period Return0.000.000.000.000.000.000.000.00
Average Gain
Average Loss
Best Period0.000.000.000.000.000.000.000.00
Worst Period0.000.000.000.000.000.000.000.00
Standard Deviation0.000.000.000.000.000.000.000.00
Gain Standard Deviation
Loss Standard Deviation
Sharpe Ratio (1%)
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)0.411.232.475.007.5910.2515.7621.55
Downside Deviation (5%)0.080.250.501.001.502.013.034.06
Downside Deviation (0%)
Sortino Ratio (10%)-1.00-1.00-1.00-1.00-1.00-1.00-1.00-1.00
Sortino Ratio (5%)-1.00-1.00-1.00-1.00-1.00-1.00-1.00-1.00
Sortino Ratio (0%)

Top Performer Badges

Index Award Type Rank Performance Period
Diversified Trader Index Month 8 1.71 6/2017
Diversified Trader Index Month 5 1.67 8/2016
Systematic Trader Index Month 7 1.67 8/2016

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.