Saati Asset Management : Investment 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

-The Program attempts to achieve capital appreciation through speculative trading in commodity interests. The Advisor relies heavily on discretionary strategies that utilize fundamental and technical analysis to enter and exit trades. Fundamental analysis, as used by the Advisor, is... 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

-The Program attempts to achieve capital appreciation through speculative trading in commodity interests. The Advisor relies heavily on discretionary strategies that utilize fundamental and technical analysis to enter and exit trades. Fundamental analysis, as used by the Advisor, is based on a top-down approach where significant economic indicators are reviewed to assess the macroeconomic situation of domestic and foreign economies. Rather than attempt to forecast future economic indicators, the Advisor concentrates mostly on directional bias towards economic expectations. Unlike fundamental analysis, technical analysis attempts to forecast future price direction through the use of chart patterns and other mathematically based indicators. While the Advisor will occasionally utilize automated trading strategies and indicators to confirm technical patterns, all trades are entered on a discretionary basis. Sophisticated mathematical and portfolio optimization algorithms are applied dynamically to manage hedge ratios between different strategies and asset classes. A disciplined risk management practice is applied to ensure capital preservation. The risk management program is dynamic in nature and, generally speaking, reduces the risk budget of an account as capital losses accumulate; conversely, the risk budget is increased for an account that achieves gradual capital appreciation. The Program will primarily trade equity index and interest rate futures and options on futures contracts. A significant portion of the Program will concentrate on trading equity index futures, options on futures and volatility index futures contracts. The remaining portion will focus on interest rate exposure by utilizing directional interest rate and yield spread strategies. The allocation of ratios for equity index and interest rate exposures will vary over time and is purely discretionary. As opportunities arise, the Advisor will occasionally participate in trading foreign exchange and precious metals futures; foreign exchange and precious metals exposures, however, are infrequent and will generally represent a smaller portion of risk than either equity index or fixed income exposures. Mr. Saati has spent many years in the commodity trading business, fulfilling roles as a risk manager, structurer and trader. Over the years, Mr. Saati has had the benefit of working on some of the most active trade floors in the natural gas and power industry. This insight has been invaluable for observing market price dynamics and understanding the different psychical states of traders. Through his observations, the Manager has developed strategies that give considerable weight to the psychology behind markets

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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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

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Top Performer Badges

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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.