Puna Asset Management, LLC : NeoTrend Alpha

archived programs
Year-to-Date
N / A
Apr Performance
3.83%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
21.51%
Sharpe (RFR=1%)
0.48
CAROR
9.67%
Assets
$ 588k
Worst DD
-12.47
S&P Correlation
-0.38

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
3/2014
NeoTrend Alpha 3.83 - - - - 11.96 - 22.13
S&P 500 0.27 - - - - 51.43 - 85.05
+/- S&P 500 3.56 - - - - -39.46 - -62.91

Strategy Description

Summary

Puna Asset Management aims to deliver superior absolute returns through its adaptation to different market conditions and risk management. At Puna Asset Management we mainly use pattern recognition and momentum indicators combined with behavior analysis to identify trading opportunities... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 300k
CTA Max Funding Factor 4.00
Management Fee 0%
Performance Fee 30.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 3500 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 1.00%
1-30 Days 97.00%
Intraday 2.00%

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Pattern Recognition
75.00%
Technical
25.00%
Strategy Pie Chart

Composition

Currency Futures
15.00%
Precious Metals
15.00%
Energy
15.00%
Grains
15.00%
Livestock
15.00%
Softs
15.00%
Stock Indices
10.00%
Composition Pie Chart

Summary

Puna Asset Management aims to deliver superior absolute returns through its adaptation to different market conditions and risk management. At Puna Asset Management we mainly use pattern recognition and momentum indicators combined with behavior analysis to identify trading opportunities from various financial products. We focus only on markets with lots of volume, such as Global Equity Indices, Bonds, Grains, Softs, Currencies, Metals and Meats. Being in liquid markets allows us to manage the risk when we exit our positions.

Investment Strategy

Puna Asset Management uses a specific analytic model to put current market prices into a context. From this context, the market's general position and outlook are defined. Trades are then executed on what are determined to be high-probability trading opportunities within this context.

Risk Management

Risk management is strictly systematic and achieved using stop-loss orders for each trade initiated.

   

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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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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Average Loss:
Loss Deviation:
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Sharpe Ratio: (RF=1%)
Skewness:
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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
-12.47 3 4 1/1/0001 5/1/2014
-10.26 3 1 9/1/2014 12/1/2014
-8.75 4 6 3/1/2015 7/1/2015
-4.67 2 - 1/1/2016 3/1/2016
-3.36 1 1 1/1/2015 2/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
22.11 1 1/1/2015 1/1/2015
18.16 4 6/1/2014 9/1/2014
13.61 6 8/1/2015 1/1/2016
8.67 1 3/1/2015 3/1/2015
3.83 1 4/1/2016 4/1/2016
1.19 1 11/1/2014 11/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-12.47 3 3/1/2014 5/1/2014
-9.90 1 10/1/2014 10/1/2014
-8.75 4 4/1/2015 7/1/2015
-4.67 2 2/1/2016 3/1/2016
-3.36 1 2/1/2015 2/1/2015
-1.57 1 12/1/2014 12/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods26.0024.0021.0015.009.00
Percent Profitable53.8558.3376.1993.33100.00
Average Period Return0.953.398.0916.4124.27
Average Gain4.739.0911.9817.6624.27
Average Loss-3.46-4.57-4.36-1.17
Best Period22.1128.2422.3128.3533.82
Worst Period-9.90-12.47-8.21-1.179.08
Standard Deviation6.219.869.059.189.59
Gain Standard Deviation5.948.686.258.089.59
Loss Standard Deviation2.564.303.02
Sharpe Ratio (1%)0.140.320.841.682.37
Average Gain / Average Loss1.361.992.7515.12
Profit / Loss Ratio1.592.788.80211.69
Downside Deviation (10%)3.114.583.581.59
Downside Deviation (5%)2.934.082.710.56
Downside Deviation (0%)2.883.962.500.30
Sortino Ratio (10%)0.170.471.577.16
Sortino Ratio (5%)0.290.772.8027.52
Sortino Ratio (0%)0.330.863.2354.40

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 6 3.83 4/2016
Discretionary Trader Index Month 4 4.06 1/2016
Discretionary Trader Index Month 9 1.23 12/2015
Discretionary Trader Index Month 2 6.84 11/2015

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