Puna Asset Management, LLC : NeoTrend Alpha Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since3/2014 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 SummaryPuna 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% 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% SummaryPuna 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 StrategyPuna 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 ManagementRisk management is strictly systematic and achieved using stop-loss orders for each trade initiated. 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel