Persistent Capital Management : Global Diversified Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 7.48% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.95% Sharpe (RFR=1%) 0.50 CAROR 7.61% Assets $ 3.0M Worst DD -25.71 S&P Correlation -0.33 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since1/2003 Global Diversified Program 7.48 7.48 - -0.45 68.03 29.29 84.58 274.44 S&P 500 3.71 11.69 - 16.26 40.48 81.90 195.57 355.09 +/- S&P 500 3.77 -4.21 - -16.71 27.55 -52.60 -110.99 -80.65 Strategy Description SummaryThe trading model incorporates 7 trend-following time-frames into one model. The model was designed to capitalize on long-term trends while avoiding whipsaws. Positions are adjusted in response to volatility. As a market's volatility increases, the position in that market is reduced.... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 20% 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 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Technical 50.00% Trend-following 50.00% Composition Currency Futures 20.00% Interest Rates 20.00% Stock Indices 15.00% Softs 13.00% Energy 10.00% Grains 10.00% Industrial Metals 7.00% Other 5.00% SummaryThe trading model incorporates 7 trend-following time-frames into one model. The model was designed to capitalize on long-term trends while avoiding whipsaws. Positions are adjusted in response to volatility. As a market's volatility increases, the position in that market is reduced. When a market's volatility decreases, the position in that market is increased. The portfolio is made up of 7 sectors: interest rates, currencies, stock indices, softs, energies, grains, and metals. No one market makes up more than 2.5% of the portfolio and no one sector makes up more than 25% of the portfolio. 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 -25.71 23 10 2/1/2016 1/1/2018 -19.70 34 9 2/1/2011 12/1/2013 -17.48 4 3 8/1/2019 12/1/2019 -16.47 7 - 4/1/2020 11/1/2020 -15.41 6 19 2/1/2004 8/1/2004 -13.63 2 5 6/1/2007 8/1/2007 -10.98 2 2 6/1/2008 8/1/2008 -10.00 2 3 12/1/2018 2/1/2019 -8.87 8 1 11/1/2009 7/1/2010 -8.03 5 2 1/1/2015 6/1/2015 -7.37 5 3 2/1/2003 7/1/2003 -4.79 3 1 3/1/2009 6/1/2009 -4.71 1 1 10/1/2010 11/1/2010 -4.20 3 4 4/1/2006 7/1/2006 -4.19 2 2 2/1/2008 4/1/2008 -4.04 1 3 9/1/2015 10/1/2015 -2.70 1 2 1/1/2007 2/1/2007 -2.56 1 2 5/1/2019 6/1/2019 -2.37 1 1 8/1/2010 9/1/2010 -1.08 1 1 9/1/2009 10/1/2009 -0.22 1 1 12/1/2010 1/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 43.40 10 4/1/2014 1/1/2015 33.10 3 10/1/2018 12/1/2018 31.04 4 1/1/2020 4/1/2020 25.48 7 9/1/2008 3/1/2009 24.76 6 9/1/2007 2/1/2008 20.93 7 8/1/2003 2/1/2004 15.62 3 7/1/2015 9/1/2015 15.56 4 1/1/2006 4/1/2006 15.00 4 11/1/2015 2/1/2016 14.93 4 5/1/2018 8/1/2018 14.92 2 7/1/2019 8/1/2019 14.20 1 5/1/2019 5/1/2019 12.60 4 3/1/2007 6/1/2007 12.16 4 9/1/2004 12/1/2004 10.11 2 1/1/2003 2/1/2003 10.08 3 7/1/2009 9/1/2009 10.00 1 8/1/2010 8/1/2010 8.77 2 3/1/2013 4/1/2013 8.34 6 8/1/2006 1/1/2007 8.26 2 11/1/2011 12/1/2011 7.99 1 1/1/2014 1/1/2014 7.48 1 12/1/2020 12/1/2020 7.00 2 2/1/2018 3/1/2018 6.52 1 12/1/2010 12/1/2010 6.43 1 3/1/2019 3/1/2019 6.14 3 2/1/2010 4/1/2010 5.23 1 7/1/2011 7/1/2011 5.15 1 11/1/2005 11/1/2005 5.06 3 5/1/2016 7/1/2016 4.95 3 11/1/2012 1/1/2013 4.71 2 5/1/2008 6/1/2008 4.62 2 4/1/2012 5/1/2012 4.60 4 2/1/2017 5/1/2017 4.48 2 10/1/2013 11/1/2013 4.00 1 3/1/2015 3/1/2015 3.51 1 9/1/2011 9/1/2011 3.39 2 8/1/2005 9/1/2005 3.36 1 5/1/2003 5/1/2003 3.31 1 11/1/2009 11/1/2009 2.99 1 8/1/2017 8/1/2017 2.92 1 10/1/2010 10/1/2010 2.92 1 6/1/2005 6/1/2005 2.90 1 7/1/2012 7/1/2012 2.63 1 10/1/2020 10/1/2020 2.32 1 2/1/2011 2/1/2011 1.80 1 5/1/2015 5/1/2015 1.76 1 4/1/2011 4/1/2011 0.67 1 2/1/2005 2/1/2005 0.25 1 6/1/2010 6/1/2010 0.12 1 5/1/2009 5/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.48 4 9/1/2019 12/1/2019 -15.76 5 5/1/2020 9/1/2020 -15.41 6 3/1/2004 8/1/2004 -14.41 5 5/1/2013 9/1/2013 -14.06 5 9/1/2017 1/1/2018 -13.63 2 7/1/2007 8/1/2007 -10.98 2 7/1/2008 8/1/2008 -10.96 6 8/1/2016 1/1/2017 -10.00 2 1/1/2019 2/1/2019 -8.94 3 8/1/2012 10/1/2012 -8.39 2 3/1/2016 4/1/2016 -8.38 2 5/1/2011 6/1/2011 -7.75 1 10/1/2011 10/1/2011 -6.99 1 4/1/2015 4/1/2015 -6.49 2 6/1/2003 7/1/2003 -6.45 1 12/1/2013 12/1/2013 -6.38 2 6/1/2017 7/1/2017 -6.23 3 1/1/2012 3/1/2012 -6.12 2 12/1/2009 1/1/2010 -5.64 3 3/1/2005 5/1/2005 -5.19 1 7/1/2010 7/1/2010 -4.92 1 6/1/2012 6/1/2012 -4.71 1 11/1/2010 11/1/2010 -4.33 1 6/1/2009 6/1/2009 -4.20 3 5/1/2006 7/1/2006 -4.19 2 3/1/2008 4/1/2008 -4.16 2 3/1/2003 4/1/2003 -4.04 1 10/1/2015 10/1/2015 -3.91 1 10/1/2005 10/1/2005 -3.88 1 4/1/2019 4/1/2019 -3.85 1 2/1/2015 2/1/2015 -3.77 1 5/1/2010 5/1/2010 -3.67 1 4/1/2018 4/1/2018 -3.43 1 9/1/2018 9/1/2018 -3.39 1 11/1/2020 11/1/2020 -2.86 1 6/1/2015 6/1/2015 -2.70 1 2/1/2007 2/1/2007 -2.56 1 6/1/2019 6/1/2019 -2.48 1 3/1/2011 3/1/2011 -2.37 1 9/1/2010 9/1/2010 -2.17 2 2/1/2014 3/1/2014 -2.12 1 7/1/2005 7/1/2005 -1.62 1 8/1/2011 8/1/2011 -1.36 1 12/1/2005 12/1/2005 -1.11 1 2/1/2013 2/1/2013 -1.08 1 10/1/2009 10/1/2009 -0.91 1 1/1/2005 1/1/2005 -0.60 1 4/1/2009 4/1/2009 -0.22 1 1/1/2011 1/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods216.00214.00211.00205.00199.00193.00181.00169.00157.00 Percent Profitable56.9456.0762.0967.8074.3776.1785.0890.5395.54 Average Period Return0.702.004.008.5412.9717.5024.8132.3742.56 Average Gain3.626.939.5215.2520.1425.5030.5136.4044.74 Average Loss-3.16-4.31-5.04-5.59-7.85-8.09-7.69-6.17-4.01 Best Period14.7733.1034.7251.3473.0888.0865.5770.64101.11 Worst Period-9.35-13.74-15.41-14.41-22.82-23.05-18.02-14.75-9.54 Standard Deviation4.327.329.6114.0118.4021.4220.9518.9122.23 Gain Standard Deviation3.115.647.7011.9415.6617.9817.1314.8320.25 Loss Standard Deviation2.063.203.843.855.115.504.845.032.74 Sharpe Ratio (1%)0.140.240.360.540.620.721.041.501.69 Average Gain / Average Loss1.151.611.892.732.573.153.975.9011.15 Profit / Loss Ratio1.522.063.105.757.4510.0822.6356.42238.93 Downside Deviation (10%)2.704.245.216.488.449.6010.169.628.75 Downside Deviation (5%)2.523.684.144.325.385.604.553.512.02 Downside Deviation (0%)2.473.553.893.844.734.763.492.421.00 Sortino Ratio (10%)0.110.180.290.550.640.750.891.121.71 Sortino Ratio (5%)0.250.470.851.742.132.774.788.0618.58 Sortino Ratio (0%)0.290.561.032.222.743.687.1113.3942.48 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