Ross Beck : CTA Managed Account Program

archived programs
Year-to-Date
N / A
Performance
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
Worst DD
N/A
S&P Correlation
0.00

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.

Strategy Description

Summary

-Performance notes: From 2/1/05 to 9/30/05, Ross Beck was an introducing broker for his own firm and traded a single client account with discretion using the system described below; and clients were charged a pro-forma monthly incentive fee of 30% of new net profits. From February... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-Performance notes: From 2/1/05 to 9/30/05, Ross Beck was an introducing broker for his own firm and traded a single client account with discretion using the system described below; and clients were charged a pro-forma monthly incentive fee of 30% of new net profits. From February 2005 through September 2005, clients were charged a pro-forma monthly incentive fee of 30% of new net profits and clients were not charged a management fee and commissions charged were approximately $25 per round turn trade. However, commencing in October 2005, clients are charged approximately $5 per round turn trade. As such, the performance returns include pro-forma commissions charged at $5 per round turn trade. The specific trading methodology/system employed for the Ross Beck, CTA Managed Account Program - Indices is a countertrend trading system. The philosophy of the system is contrarian and based on the assumption that any significant move in the capital markets will retrace itself to Fibonacci support and resistance levels. The primary instrument traded is the Mini Dow futures contract trading at the Chicago Board of Trade. The advisor uses a 95% systematic and a 5% discretionary approach. The system is always in the market, long or short. Position size is dynamic and will change based on market volatility. The system performs best during times of moderate volatility.

   

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
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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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.