Prescient Ridge Management, LLC : Prescient Ridge Fund, LLC 3XL Series Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance 2.26% Min Investment $ 250k Mgmt. Fee 3.00% Perf. Fee 20.00% Annualized Vol 17.67% Sharpe (RFR=1%) -0.19 CAROR -3.74% Assets $ 46.0M Worst DD -29.40 S&P Correlation -0.13 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since1/2011 Prescient Ridge Fund, LLC 3XL Series 2.26 - - - - - -7.56 -10.51 S&P 500 2.80 - - - - - 70.62 232.20 +/- S&P 500 -0.54 - - - - - -78.18 -242.71 Strategy Description SummaryPrescient Ridge Fund, LLC is a managed futures program which specializes in short-term market behavior. The program uses proprietary trading systems to capture price movements in exchange listed futures. The average holding period of a trade is one day or less with an average margin... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 3.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 7-14 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 5300 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -10.00% Worst Peak-to-Trough -9.78% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 0% 1-30 Days 15.00% Intraday 80.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Momentum 82.00% Pattern Recognition 13.00% Trend-following 5.00% Composition Stock Indices 55.00% Interest Rates 30.00% Currency Futures 10.00% Energy 3.00% Precious Metals 1.00% Grains 1.00% SummaryPrescient Ridge Fund, LLC is a managed futures program which specializes in short-term market behavior. The program uses proprietary trading systems to capture price movements in exchange listed futures. The average holding period of a trade is one day or less with an average margin requirement of 10.0%. The program currently trades futures in U.S. stock index and fixed income products, German stock index and fixed income products, currencies and commodities.Risk ManagementRisk management is a central part of the overall investment philosophy which includes numerous levels of risk adjustments. One of the central ideas of the Firm is to control drawdown of the program. The portfolio is designed to have consistent exposure relative to the market environment. Dynamic sizing of positions is used at both the strategy and portfolio levels. 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 -29.40 4 - 5/1/2013 9/1/2013 -9.78 3 1 7/1/2012 10/1/2012 -8.80 3 7 7/1/2011 10/1/2011 -7.66 5 2 1/1/0001 5/1/2011 -4.79 2 1 11/1/2012 1/1/2013 -2.62 1 1 5/1/2012 6/1/2012 -2.12 1 1 2/1/2013 3/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.48 2 6/1/2011 7/1/2011 12.63 1 11/1/2012 11/1/2012 8.25 1 2/1/2013 2/1/2013 7.89 3 11/1/2011 1/1/2012 7.32 2 4/1/2012 5/1/2012 6.63 2 10/1/2013 11/1/2013 5.40 1 7/1/2012 7/1/2012 4.55 2 4/1/2013 5/1/2013 1.54 1 4/1/2011 4/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -29.40 4 6/1/2013 9/1/2013 -9.78 3 8/1/2012 10/1/2012 -8.80 3 8/1/2011 10/1/2011 -4.79 2 12/1/2012 1/1/2013 -4.66 3 1/1/2011 3/1/2011 -4.62 1 5/1/2011 5/1/2011 -3.19 2 2/1/2012 3/1/2012 -2.62 1 6/1/2012 6/1/2012 -2.12 1 3/1/2013 3/1/2013 Show More 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