Rotella Capital Management : Rotella Texo Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -2.30% Min Investment $ 5,000k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 7.14% Sharpe (RFR=1%) 0.29 CAROR 2.87% Assets $ 25.3M Worst DD -11.63 S&P Correlation 0.25 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since6/2007 Rotella Texo Program -2.30 - - - - - -8.24 20.44 S&P 500 2.36 - - - - - 66.20 192.09 +/- S&P 500 -4.66 - - - - - -74.45 -171.65 Strategy Description SummaryThe Rotella Texo Program identifies statistically significant pairs within defined market sectors and attempts to profit from the convergence / divergence of those pairs from their historical relationship. The Texo portfolio invests in three asset classes and over 40 futures markets... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD Worst Peak-to-Trough -8.40% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition SummaryThe Rotella Texo Program identifies statistically significant pairs within defined market sectors and attempts to profit from the convergence / divergence of those pairs from their historical relationship. The Texo portfolio invests in three asset classes and over 40 futures markets across North America, Europe, and Asia Pacific. A systematic investment process is coupled with discretionary leverage management to produce consistent returns with disciplined risk management, even in extreme market conditions such as those witnessed in 2008. Texo was developed by an independent research group and is managed by Veeru Perianan. 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 -11.63 17 - 7/1/2012 12/1/2013 -8.33 3 9 9/1/2008 12/1/2008 -6.65 17 5 3/1/2010 8/1/2011 -4.89 1 6 12/1/2007 1/1/2008 -2.24 1 5 1/1/2012 2/1/2012 -0.60 1 1 6/1/2007 7/1/2007 -0.26 1 1 11/1/2009 12/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.63 5 8/1/2007 12/1/2007 8.82 3 9/1/2009 11/1/2009 8.27 8 2/1/2008 9/1/2008 4.93 5 1/1/2009 5/1/2009 4.53 2 12/1/2011 1/1/2012 4.41 4 12/1/2010 3/1/2011 3.96 2 9/1/2011 10/1/2011 3.77 3 1/1/2010 3/1/2010 3.54 1 7/1/2009 7/1/2009 2.90 1 7/1/2012 7/1/2012 2.41 1 6/1/2007 6/1/2007 2.20 3 9/1/2013 11/1/2013 1.49 1 12/1/2012 12/1/2012 1.46 1 7/1/2013 7/1/2013 1.32 2 3/1/2012 4/1/2012 1.23 1 7/1/2011 7/1/2011 0.60 1 5/1/2011 5/1/2011 0.27 1 10/1/2010 10/1/2010 0.10 1 3/1/2013 3/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.33 3 10/1/2008 12/1/2008 -6.51 4 8/1/2012 11/1/2012 -5.89 1 8/1/2011 8/1/2011 -4.89 1 1/1/2008 1/1/2008 -4.45 6 4/1/2010 9/1/2010 -4.11 2 1/1/2013 2/1/2013 -3.57 1 8/1/2013 8/1/2013 -2.30 1 12/1/2013 12/1/2013 -2.24 1 2/1/2012 2/1/2012 -1.39 1 6/1/2011 6/1/2011 -0.95 1 11/1/2010 11/1/2010 -0.89 2 5/1/2012 6/1/2012 -0.71 1 11/1/2011 11/1/2011 -0.69 3 4/1/2013 6/1/2013 -0.60 1 7/1/2007 7/1/2007 -0.33 1 8/1/2009 8/1/2009 -0.31 1 4/1/2011 4/1/2011 -0.29 1 6/1/2009 6/1/2009 -0.26 1 12/1/2009 12/1/2009 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