Salida Capital Corp : BTR Global Macro Program

archived programs
Year-to-Date
N / A
Sep Performance
-11.65%
Min Investment
$ 1,000k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
20.29%
Sharpe (RFR=1%)
0.87
CAROR
18.00%
Assets
$ 20.0M
Worst DD
-22.96
S&P Correlation
0.12

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
7/2005
BTR Global Macro Program -11.65 - - - - - - 71.22
S&P 500 -9.08 - - - - - - 180.68
+/- S&P 500 -2.57 - - - - - - -109.46

Strategy Description

Summary

-Salida Capital Corp is the exclusive advisor to the BTR group of funds. Salida is an 18 person firm located in Toronto, Canada. Currently, Salida manages approximately USD$600 million for a broadly based institutional and high net worth clientele. The BTR Global Macro Fund represents... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
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

-Salida Capital Corp is the exclusive advisor to the BTR group of funds. Salida is an 18 person firm located in Toronto, Canada. Currently, Salida manages approximately USD$600 million for a broadly based institutional and high net worth clientele. The BTR Global Macro Fund represents an evolution of time-tested Global Macro and Trend Following strategies developed by the fundâ??s manager Jason Russell, CFA. Mr. Russell has over 15 years of investment experience with CIBC World Markets, Merrill Lynch and Bankers Trust. The fundâ??s objective is to achieve exceptional absolute returns with low correlation to traditional and alternative asset classes. Suitable investors have a long-term horizon and a willingness to accept short-term volatility. The fundâ??s strategy is designed to mechanically realize gains from price trends in global markets including currency, energy, agricultural, interest rate, metal and equity markets. It does so by systematically responding to market prices, volatility, portfolio risk and select external data by entering, exiting and re-sizing positions within its universe of markets. The strategy employs some truly unique approaches to trend identification and risk management that do not use traditional indicators used by many competing managers.

   

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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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-22.96 4 15 4/1/2006 8/1/2006
-13.25 2 - 7/1/2008 9/1/2008
-7.02 1 2 9/1/2005 10/1/2005
-5.51 2 1 3/1/2008 5/1/2008
-0.44 1 1 11/1/2007 12/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
38.41 6 11/1/2005 4/1/2006
30.27 3 1/1/2008 3/1/2008
23.58 4 8/1/2007 11/1/2007
17.26 5 9/1/2006 1/1/2007
9.24 2 6/1/2008 7/1/2008
8.36 3 7/1/2005 9/1/2005
8.24 3 4/1/2007 6/1/2007
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Consecutive Losses

Run-up Length (Mos.) Start End
-22.96 4 5/1/2006 8/1/2006
-13.25 2 8/1/2008 9/1/2008
-8.52 2 2/1/2007 3/1/2007
-7.02 1 10/1/2005 10/1/2005
-5.51 2 4/1/2008 5/1/2008
-4.35 1 7/1/2007 7/1/2007
-0.44 1 12/1/2007 12/1/2007
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods39.0037.0034.0028.0022.0016.00
Percent Profitable66.6770.2776.4782.1486.36100.00
Average Period Return1.565.6112.2321.2129.9040.28
Average Gain4.8111.2919.4227.5735.0940.28
Average Loss-4.95-7.81-11.11-8.07-2.94
Best Period12.1030.2751.3465.9372.9182.15
Worst Period-13.80-22.29-17.70-14.23-4.7013.92
Standard Deviation5.8611.6817.7624.3626.3119.74
Gain Standard Deviation3.427.8613.4022.0224.4819.74
Loss Standard Deviation3.947.405.585.941.90
Sharpe Ratio (1%)0.250.460.660.831.081.94
Average Gain / Average Loss0.971.451.753.4211.92
Profit / Loss Ratio1.943.425.6815.7275.47
Downside Deviation (10%)3.796.257.076.104.16
Downside Deviation (5%)3.645.846.184.441.74
Downside Deviation (0%)3.605.745.964.081.23
Sortino Ratio (10%)0.300.701.382.665.36
Sortino Ratio (5%)0.410.921.904.5516.32
Sortino Ratio (0%)0.430.982.055.1924.34

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.