Prescient Ridge Management, LLC : Prescient Ridge Fund, LLC 3XL Series

archived programs
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

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 Since
1/2011
Prescient Ridge Fund, LLC 3XL Series 2.26 - - - - - - -10.51
S&P 500 2.80 - - - - - - 169.36
+/- S&P 500 -0.54 - - - - - - -179.87

Strategy Description

Summary

Prescient 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%
Strategy Pie Chart

Composition

Stock Indices
55.00%
Interest Rates
30.00%
Currency Futures
10.00%
Energy
3.00%
Precious Metals
1.00%
Grains
1.00%
Composition Pie Chart

Summary

Prescient 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 Management

Risk 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.

   

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:
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
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Max Gain:
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Average Gain:
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Risk
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
-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
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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
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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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods35.0033.0030.0024.0018.00
Percent Profitable42.8654.5556.6779.1772.22
Average Period Return-0.19-0.80-0.152.684.60
Average Gain4.525.437.017.3711.16
Average Loss-3.73-8.27-9.51-15.14-12.45
Best Period12.6314.4716.7017.0422.14
Worst Period-9.16-22.59-26.19-20.61-17.19
Standard Deviation5.108.7110.9510.5512.71
Gain Standard Deviation3.343.483.345.117.00
Loss Standard Deviation2.766.9810.384.696.01
Sharpe Ratio (1%)-0.05-0.12-0.060.160.24
Average Gain / Average Loss1.210.660.740.490.90
Profit / Loss Ratio0.910.790.961.852.33
Downside Deviation (10%)3.737.8610.269.4911.11
Downside Deviation (5%)3.527.339.307.617.88
Downside Deviation (0%)3.477.209.077.177.15
Sortino Ratio (10%)-0.16-0.26-0.26-0.24-0.27
Sortino Ratio (5%)-0.08-0.14-0.070.220.39
Sortino Ratio (0%)-0.06-0.11-0.020.370.64

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.