Prescient Ridge Management, LLC : Prescient Ridge Fund, LLC Standard Series

archived programs
Year-to-Date
N / A
Nov Performance
0.71%
Min Investment
$ 250k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
9.05%
Sharpe (RFR=1%)
0.67
CAROR
6.88%
Assets
$ 6.9M
Worst DD
-10.72
S&P Correlation
-0.09

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
3/2006
Prescient Ridge Fund, LLC Standard Series 0.71 - - - - - -3.85 67.45
S&P 500 2.80 - - - - - 70.62 167.53
+/- S&P 500 -2.09 - - - - - -74.47 -100.08

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 1.00%
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 10%
Targeted Worst DD -10.00%
Worst Peak-to-Trough 10.72%
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:
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
-10.72 4 - 5/1/2013 9/1/2013
-6.78 7 2 10/1/2009 5/1/2010
-6.47 4 3 8/1/2006 12/1/2006
-6.10 1 3 12/1/2007 1/1/2008
-5.64 5 2 3/1/2007 8/1/2007
-3.29 3 1 7/1/2012 10/1/2012
-3.02 2 7 8/1/2011 10/1/2011
-2.64 9 2 8/1/2010 5/1/2011
-2.50 1 3 4/1/2008 5/1/2008
-1.82 1 2 3/1/2006 4/1/2006
-1.33 2 1 11/1/2012 1/1/2013
-1.19 1 1 5/1/2012 6/1/2012
-0.82 1 1 6/1/2006 7/1/2006
-0.61 1 1 2/1/2013 3/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
25.71 15 8/1/2008 10/1/2009
18.64 4 9/1/2007 12/1/2007
14.26 3 1/1/2007 3/1/2007
9.69 3 6/1/2010 8/1/2010
9.35 2 5/1/2006 6/1/2006
8.23 3 2/1/2008 4/1/2008
4.78 1 1/1/2010 1/1/2010
4.41 3 6/1/2011 8/1/2011
4.06 1 11/1/2012 11/1/2012
3.25 1 8/1/2006 8/1/2006
2.55 1 6/1/2008 6/1/2008
2.52 3 11/1/2011 1/1/2012
2.38 2 4/1/2012 5/1/2012
2.36 1 2/1/2013 2/1/2013
2.19 2 11/1/2010 12/1/2010
2.16 1 7/1/2012 7/1/2012
2.09 2 10/1/2013 11/1/2013
1.73 1 6/1/2007 6/1/2007
1.43 1 3/1/2006 3/1/2006
1.10 2 4/1/2013 5/1/2013
0.27 1 4/1/2011 4/1/2011
0.11 1 3/1/2010 3/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.72 4 6/1/2013 9/1/2013
-6.47 4 9/1/2006 12/1/2006
-6.10 1 1/1/2008 1/1/2008
-5.37 2 4/1/2007 5/1/2007
-5.05 2 11/1/2009 12/1/2009
-3.31 2 4/1/2010 5/1/2010
-3.29 3 8/1/2012 10/1/2012
-3.20 1 2/1/2010 2/1/2010
-3.02 2 9/1/2011 10/1/2011
-2.50 1 5/1/2008 5/1/2008
-2.35 2 9/1/2010 10/1/2010
-1.98 2 7/1/2007 8/1/2007
-1.82 1 4/1/2006 4/1/2006
-1.63 3 1/1/2011 3/1/2011
-1.33 2 12/1/2012 1/1/2013
-1.19 1 6/1/2012 6/1/2012
-1.14 2 2/1/2012 3/1/2012
-1.08 1 5/1/2011 5/1/2011
-0.82 1 7/1/2006 7/1/2006
-0.61 1 3/1/2013 3/1/2013
-0.06 1 7/1/2008 7/1/2008
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods93.0091.0088.0082.0076.0070.0058.0046.0034.00
Percent Profitable58.0667.0375.0092.6893.4292.8693.1093.48100.00
Average Period Return0.591.763.618.0412.8017.7027.9337.6048.78
Average Gain2.203.955.869.0214.0019.3330.2340.3348.78
Average Loss-1.64-2.69-3.15-4.43-4.23-3.59-3.16-1.45
Best Period10.7016.0716.2927.9230.9945.8461.3666.6172.48
Worst Period-6.10-8.07-9.74-7.49-6.02-6.03-5.59-2.3814.72
Standard Deviation2.614.405.427.8110.7613.9319.1119.9616.87
Gain Standard Deviation2.043.493.967.2110.0813.0717.7317.6216.87
Loss Standard Deviation1.402.083.072.672.201.651.631.00
Sharpe Ratio (1%)0.190.340.570.901.051.131.301.682.59
Average Gain / Average Loss1.341.471.862.043.315.389.5627.79
Profit / Loss Ratio1.862.995.5925.8146.9769.97129.10398.31
Downside Deviation (10%)1.602.553.243.234.144.976.406.873.67
Downside Deviation (5%)1.432.062.361.611.581.561.701.43
Downside Deviation (0%)1.391.942.171.371.201.040.910.43
Sortino Ratio (10%)0.110.210.350.941.261.501.902.345.76
Sortino Ratio (5%)0.350.741.324.367.1610.0814.6923.51
Sortino Ratio (0%)0.420.911.665.8810.6917.0530.7188.44

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.