Sequential Capital Management : Sequential 2 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -0.01% Min Investment $ 3,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 1.37% Sharpe (RFR=1%) -3.26 CAROR - Assets $ 3.0M Worst DD -0.58 S&P Correlation 1.00 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. Period Returns Program / Index Nov Qtr 2020 1yr 3yr 5yr 10yr Since10/2009 Sequential 2 -0.01 - - - - - - -0.58 S&P 500 5.74 - - - - - - 258.74 +/- S&P 500 -5.75 - - - - - - -259.32 Strategy Description SummarySequential 2 is identical to Sequential 1 in its methodologies. It differs in that it has a higher margin:equity ratio, trades certain markets that Sequential 1 does not, and tends to have longer average trade durations.... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $4.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4500 RT/YR/$M Avg. Margin-to-Equity 17% Targeted Worst DD -5.00% Worst Peak-to-Trough 10.00% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 95.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 25.00% Trend-following 75.00% SummarySequential 2 is identical to Sequential 1 in its methodologies. It differs in that it has a higher margin:equity ratio, trades certain markets that Sequential 1 does not, and tends to have longer average trade durations.Investment StrategyIs essentially identical to Sequential 1Risk ManagementIs essentially identical to Sequential 1 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 -0.58 -1 - 1/1/0001 11/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End -0.58 2 10/1/2009 11/1/2009 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