Ross Beck : CTA Managed Account Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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. 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. 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 Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End Show More 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. x {{title}} x {{title}} Add Cancel