RAM Management Group : MRTP Aggressive Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -3.10% Min Investment $ 1,000k Mgmt. Fee 3.00% Perf. Fee 20.00% Annualized Vol 31.20% Sharpe (RFR=1%) 0.34 CAROR 7.21% Assets $ 4.1M Worst DD -64.82 S&P Correlation -0.20 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 2020 1yr 3yr 5yr 10yr Since2/1998 MRTP Aggressive -3.10 - - - - -15.29 -45.01 270.95 S&P 500 3.42 - - - - 76.33 56.96 254.25 +/- S&P 500 -6.52 - - - - -91.61 -101.97 16.70 Strategy Description SummaryThe Advisor's technical trading system is designed to forecast and take advantage of trends and counter-trends in futures prices. The MRTP program described here invests only in futures contracts. Strategy: The Managed Risk Trading Program (MRTP) employs a technically based systematic... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 1,000k CTA Max Funding Factor Management Fee 3.00% Performance Fee 20.00% Average Commission $9.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 44.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 65.00% 1-30 Days 25.00% Intraday 5.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 20.00% Trend-following 80.00% Composition Currency Futures 23.00% Grains 20.00% Precious Metals 14.00% Energy 14.00% Stock Indices 14.00% Interest Rates 8.00% Softs 7.00% SummaryThe Advisor's technical trading system is designed to forecast and take advantage of trends and counter-trends in futures prices. The MRTP program described here invests only in futures contracts. Strategy: The Managed Risk Trading Program (MRTP) employs a technically based systematic trading model. It utilizes multiple breakout, volatility, trend and counter-trend following characteristics to generate entry and exit trade signals in over 25 different commodity, foreign exchange, equity index, and financial based futures contracts. The trading model's objective is to capitalize on the direction of price movement experienced in a wide range of futures markets. The MRTP uses various proprietary technical, statistical, and pattern recognition analysis to identify potential profit opportunities. Risk Management: The key to the MRTP Programs' past success in providing consistent returns, which have been non-correlated to highly followed equity indices, has been its ability to manage risk. The MRTP manages risk with the objective of limiting losses, diversifying positions, and preserving capital. Strategies and risk control features include limiting the overall number of trades in each market and across all markets, use of protective stops, and use of less aggressive risk/reward objectives (Conservative program only). At the same time, the MRTP suppresses risk by limiting duplications of positions in closely related markets, by restricting the initiation of positions to situations in which the Advisor feels the likelihood of a profit is higher than normal, and by trading in many different futures markets. The key factor, the Advisor believes, in limiting drawdowns is the MRTP's ability to identify situations in which responding to initiation signals is more likely than usual to lead to a losing trade. Hence, the MRTP is strives to preserve more capital for opening positions that are, in the judgment of the Advisor, more likely than usual to be profitable. Money Management: The money management portion of the strategy utilizes individual futures market volatility studies, individual account balances, and overall established risk settings to calculate position size. It also uses these features as a function to equalize the acceptable risk exposure per unit-position. The objective is to equally weight the position size with the amount of acceptable dollar risk for each of the various futures marketRisk ManagementInquire with Manager as to unique risk management techniques. 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 -64.82 47 - 10/1/2012 9/1/2016 -40.87 7 11 7/1/1999 2/1/2000 -36.39 7 11 2/1/2006 9/1/2006 -33.39 12 17 10/1/2001 10/1/2002 -29.70 6 13 10/1/2008 4/1/2009 -24.29 6 2 1/1/0001 7/1/1998 -22.28 4 4 9/1/1998 1/1/1999 -21.05 9 3 9/1/2010 6/1/2011 -17.27 5 4 11/1/2004 4/1/2005 -14.79 6 2 3/1/2004 9/1/2004 -13.98 1 2 9/1/2007 10/1/2007 -8.77 2 1 3/1/2008 5/1/2008 -7.74 4 2 9/1/2011 1/1/2012 -6.97 1 2 3/1/2001 4/1/2001 -6.07 1 1 3/1/2012 4/1/2012 -5.02 1 1 5/1/2010 6/1/2010 -3.39 1 1 9/1/2005 10/1/2005 -2.66 1 2 6/1/2001 7/1/2001 -2.20 1 1 1/1/2001 2/1/2001 -2.03 1 1 12/1/2005 1/1/2006 -1.58 1 1 5/1/2012 6/1/2012 -1.48 1 1 6/1/2008 7/1/2008 -0.47 1 1 7/1/2012 8/1/2012 -0.13 1 1 8/1/2008 9/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 83.37 5 11/1/2007 3/1/2008 52.30 2 12/1/2000 1/1/2001 52.06 3 7/1/2007 9/1/2007 49.38 4 5/1/2000 8/1/2000 41.32 2 8/1/1998 9/1/1998 33.72 3 7/1/2011 9/1/2011 31.67 4 5/1/2009 8/1/2009 29.05 5 10/1/2006 2/1/2007 27.93 1 5/1/2010 5/1/2010 26.48 2 11/1/2002 12/1/2002 25.17 2 2/1/1999 3/1/1999 24.82 3 7/1/2010 9/1/2010 24.65 1 8/1/2008 8/1/2008 23.94 2 11/1/2005 12/1/2005 22.44 3 5/1/1999 7/1/1999 21.21 3 5/1/2002 7/1/2002 20.63 2 1/1/2016 2/1/2016 19.31 2 10/1/2004 11/1/2004 19.25 2 8/1/2005 9/1/2005 18.57 1 1/1/2015 1/1/2015 17.67 2 9/1/2003 10/1/2003 17.65 2 2/1/2012 3/1/2012 13.81 1 7/1/2012 7/1/2012 13.24 1 6/1/2008 6/1/2008 12.53 2 4/1/2007 5/1/2007 12.37 1 3/1/2002 3/1/2002 11.47 3 8/1/2001 10/1/2001 11.44 1 7/1/2004 7/1/2004 11.13 1 5/1/2012 5/1/2012 11.10 2 11/1/2009 12/1/2009 10.77 1 11/1/2014 11/1/2014 9.42 2 6/1/2003 7/1/2003 9.42 1 11/1/1999 11/1/1999 9.20 1 3/1/2010 3/1/2010 8.86 2 2/1/2011 3/1/2011 8.39 2 5/1/2001 6/1/2001 8.26 1 8/1/2015 8/1/2015 7.97 2 8/1/2013 9/1/2013 7.68 2 5/1/2005 6/1/2005 7.57 1 12/1/2003 12/1/2003 7.45 1 10/1/2016 10/1/2016 6.80 1 12/1/2013 12/1/2013 6.54 1 2/1/2006 2/1/2006 5.79 1 2/1/2005 2/1/2005 5.77 1 11/1/1998 11/1/1998 5.71 1 7/1/2014 7/1/2014 5.56 1 11/1/2015 11/1/2015 5.35 2 2/1/2004 3/1/2004 4.80 2 9/1/2012 10/1/2012 4.65 1 5/1/2004 5/1/2004 4.50 1 9/1/2002 9/1/2002 4.21 1 12/1/2010 12/1/2010 4.20 1 5/1/1998 5/1/1998 3.24 1 3/1/2001 3/1/2001 3.02 2 4/1/2015 5/1/2015 1.60 1 10/1/2000 10/1/2000 1.51 1 4/1/2016 4/1/2016 1.45 1 8/1/2006 8/1/2006 1.20 1 3/1/2000 3/1/2000 0.88 1 2/1/2009 2/1/2009 0.80 1 10/1/2008 10/1/2008 0.27 1 3/1/2014 3/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -42.83 9 11/1/2012 7/1/2013 -35.22 3 8/1/1999 10/1/1999 -33.79 5 3/1/2006 7/1/2006 -32.35 5 5/1/2016 9/1/2016 -31.72 4 11/1/2001 2/1/2002 -20.58 3 2/1/1998 4/1/1998 -18.80 2 12/1/1998 1/1/1999 -18.62 3 11/1/2008 1/1/2009 -16.86 2 2/1/2015 3/1/2015 -16.58 3 12/1/1999 2/1/2000 -14.37 2 3/1/2009 4/1/2009 -13.98 1 10/1/2007 10/1/2007 -13.94 1 1/1/2011 1/1/2011 -13.60 1 10/1/2002 10/1/2002 -12.63 2 12/1/2004 1/1/2005 -12.38 1 6/1/2004 6/1/2004 -12.33 1 4/1/2002 4/1/2002 -12.14 2 6/1/2015 7/1/2015 -11.83 2 8/1/2004 9/1/2004 -11.14 2 9/1/2015 10/1/2015 -10.66 2 10/1/2010 11/1/2010 -10.53 3 8/1/2014 10/1/2014 -10.49 2 3/1/2005 4/1/2005 -10.05 5 1/1/2003 5/1/2003 -9.78 2 9/1/2009 10/1/2009 -9.51 1 8/1/2002 8/1/2002 -9.51 1 10/1/1998 10/1/1998 -9.48 3 4/1/2011 6/1/2011 -9.42 2 10/1/2013 11/1/2013 -9.39 2 1/1/2014 2/1/2014 -9.33 1 3/1/2007 3/1/2007 -8.77 2 4/1/2008 5/1/2008 -8.51 2 6/1/1998 7/1/1998 -8.02 1 11/1/2003 11/1/2003 -7.74 4 10/1/2011 1/1/2012 -7.32 1 9/1/2000 9/1/2000 -7.27 2 1/1/2010 2/1/2010 -7.13 1 6/1/2007 6/1/2007 -6.97 1 4/1/2001 4/1/2001 -6.71 1 12/1/2015 12/1/2015 -6.07 1 4/1/2012 4/1/2012 -5.58 1 12/1/2014 12/1/2014 -5.42 1 4/1/2004 4/1/2004 -5.30 1 9/1/2006 9/1/2006 -5.09 1 11/1/2000 11/1/2000 -5.02 1 6/1/2010 6/1/2010 -4.68 3 4/1/2014 6/1/2014 -3.40 1 7/1/2005 7/1/2005 -3.39 1 10/1/2005 10/1/2005 -3.13 1 4/1/2010 4/1/2010 -3.10 1 11/1/2016 11/1/2016 -2.66 1 7/1/2001 7/1/2001 -2.20 1 2/1/2001 2/1/2001 -2.03 1 1/1/2006 1/1/2006 -1.78 1 3/1/2016 3/1/2016 -1.58 1 6/1/2012 6/1/2012 -1.48 1 7/1/2008 7/1/2008 -1.47 1 8/1/2003 8/1/2003 -0.91 1 4/1/2000 4/1/2000 -0.56 1 4/1/1999 4/1/1999 -0.47 1 8/1/2012 8/1/2012 -0.13 1 9/1/2008 9/1/2008 -0.10 1 1/1/2004 1/1/2004 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods226.00224.00221.00215.00209.00203.00191.00179.00167.00 Percent Profitable47.7952.6858.3755.8164.1169.9575.3980.4586.23 Average Period Return0.973.086.6414.5722.3529.8352.5377.29113.67 Average Gain8.2814.7021.4138.4444.8551.1377.80102.69135.79 Average Loss-5.72-9.86-14.07-15.58-17.84-19.76-24.88-27.19-24.86 Best Period34.3762.7486.87150.66217.61271.64241.02417.04445.86 Worst Period-22.62-35.22-35.81-42.62-46.61-51.09-56.09-64.54-53.43 Standard Deviation9.0116.2922.9037.9949.4953.2972.0794.35119.69 Gain Standard Deviation6.7813.0717.1634.8848.3149.8064.8687.58114.11 Loss Standard Deviation4.427.2210.499.9611.6912.6915.9219.3214.08 Sharpe Ratio (1%)0.100.170.270.360.420.520.690.780.91 Average Gain / Average Loss1.451.491.522.472.512.593.133.785.46 Profit / Loss Ratio1.331.662.133.124.496.029.5815.5434.20 Downside Deviation (10%)5.459.0912.6215.1916.7917.8821.8423.4620.82 Downside Deviation (5%)5.268.5311.5612.8413.5113.7815.9016.1912.24 Downside Deviation (0%)5.218.4011.3012.2812.7512.8414.6114.6810.55 Sortino Ratio (10%)0.100.200.330.630.881.091.682.384.13 Sortino Ratio (5%)0.170.330.531.061.542.023.114.528.87 Sortino Ratio (0%)0.190.370.591.191.752.323.605.2610.78 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 2 8.26 8/2015 Diversified Trader Index Month 4 8.26 8/2015 IASG CTA Index Month 5 8.26 8/2015 Systematic Trader Index Month 6 8.26 8/2015 Systematic Trader Index Month 6 18.57 1/2015 Trend Following Strategy Index Month 5 18.57 1/2015 Diversified Trader Index Month 6 18.57 1/2015 IASG CTA Index Month 7 18.57 1/2015 Diversified Trader Index Month 7 6.80 12/2013 Systematic Trader Index Month 8 6.80 12/2013 IASG CTA Index Month 10 6.80 12/2013 Trend Following Strategy Index Month 4 6.80 12/2013 Trend Following Strategy Index Month 6 4.10 9/2013 Diversified Trader Index Month 10 4.10 9/2013 Trend Following Strategy Index Month 5 3.72 8/2013 IASG CTA Index 5 Year 6 242.41 2007 - 2012 Trend Following Strategy Index Month 9 0.80 10/2012 Trend Following Strategy Index Month 8 3.97 9/2012 Diversified Trader Index Month 7 13.81 7/2012 Systematic Trader Index Month 7 13.81 7/2012 Trend Following Strategy Index Month 3 13.81 7/2012 Diversified Trader Index Month 3 10.66 3/2012 Trend Following Strategy Index Month 4 10.66 3/2012 Systematic Trader Index Month 4 10.66 3/2012 IASG CTA Index Month 6 10.66 3/2012 IASG CTA Index 5 Year 6 321.75 2006 - 2011 Trend Following Strategy Index Month 7 10.30 9/2011 Diversified Trader Index Month 1 20.81 8/2011 Trend Following Strategy Index Month 1 20.81 8/2011 Systematic Trader Index Month 2 20.81 8/2011 IASG CTA Index Month 2 20.81 8/2011 Trend Following Strategy Index Month 3 7.24 3/2011 Systematic Trader Index Month 6 7.24 3/2011 Diversified Trader Index Month 7 7.24 3/2011 IASG CTA Index 5 Year 8 219.60 2005 - 2010 IASG CTA Index Month 3 12.79 7/2010 Diversified Trader Index Month 2 12.79 7/2010 Trend Following Strategy Index Month 1 12.79 7/2010 Systematic Trader Index Month 1 12.79 7/2010 Systematic Trader Index Month 1 27.93 5/2010 Diversified Trader Index Month 1 27.93 5/2010 Trend Following Strategy Index Month 1 27.93 5/2010 IASG CTA Index Month 1 27.93 5/2010 IASG CTA Index 3 Year 6 183.40 2006 - 2009 IASG CTA Index 5 Year 5 217.67 2004 - 2009 Trend Following Strategy Index Month 5 3.58 12/2009 Trend Following Strategy Index Month 10 6.52 8/2009 Trend Following Strategy Index Month 3 2.52 6/2009 Systematic Trader Index Month 4 20.28 5/2009 Trend Following Strategy Index Month 4 20.28 5/2009 IASG CTA Index Month 7 20.28 5/2009 Diversified Trader Index Month 6 20.28 5/2009 IASG CTA Index 5 Year 10 190.75 2003 - 2008 IASG CTA Index Month 3 24.65 8/2008 Diversified Trader Index Month 2 24.65 8/2008 Systematic Trader Index Month 2 24.65 8/2008 Trend Following Strategy Index Month 2 24.65 8/2008 Diversified Trader Index Month 9 13.24 6/2008 Trend Following Strategy Index Month 7 13.24 6/2008 Systematic Trader Index Month 7 13.24 6/2008 IASG CTA Index Month 1 34.37 1/2008 Trend Following Strategy Index Month 1 34.37 1/2008 Diversified Trader Index Month 1 34.37 1/2008 Systematic Trader Index Month 1 34.37 1/2008 IASG CTA Index Annual 7 57.97 2007 Systematic Trader Index Month 4 14.32 11/2007 Trend Following Strategy Index Month 3 14.32 11/2007 IASG CTA Index Month 5 14.32 11/2007 Diversified Trader Index Month 4 14.32 11/2007 Systematic Trader Index Month 3 16.78 8/2007 IASG CTA Index Month 4 16.78 8/2007 Trend Following Strategy Index Month 1 16.78 8/2007 Diversified Trader Index Month 2 16.78 8/2007 Systematic Trader Index Month 2 13.91 7/2007 IASG CTA Index Month 3 13.91 7/2007 Diversified Trader Index Month 1 13.91 7/2007 Trend Following Strategy Index Month 2 13.91 7/2007 Trend Following Strategy Index Month 1 5.13 2/2007 Systematic Trader Index Month 5 5.13 2/2007 Diversified Trader Index Month 7 5.13 2/2007 IASG CTA Index Month 10 5.13 2/2007 Trend Following Strategy Index Month 9 7.27 11/2006 Systematic Trader Index Month 10 7.27 11/2006 Diversified Trader Index Month 9 9.22 10/2006 Systematic Trader Index Month 7 9.22 10/2006 Trend Following Strategy Index Month 6 9.22 10/2006 Trend Following Strategy Index Month 1 6.54 2/2006 IASG CTA Index Month 3 6.54 2/2006 Systematic Trader Index Month 2 6.54 2/2006 Diversified Trader Index Month 2 6.54 2/2006 Trend Following Strategy Index Month 6 8.30 12/2005 IASG CTA Index Annual 6 37.67 2005 Systematic Trader Index Month 7 8.30 12/2005 Diversified Trader Index Month 9 8.30 12/2005 IASG CTA Index Month 10 8.30 12/2005 IASG CTA Index Month 6 14.44 11/2005 Trend Following Strategy Index Month 6 14.44 11/2005 Diversified Trader Index Month 6 14.44 11/2005 Systematic Trader Index Month 6 14.44 11/2005 Systematic Trader Index Month 2 16.81 8/2005 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