Sequential Capital Management : Sequential 2

archived programsClosed to new investments
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

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 YTD 1yr 3yr 5yr 10yr Since
10/2009
Sequential 2 -0.01 - - - - - - -0.58
S&P 500 5.74 - - - - - - 234.31
+/- S&P 500 -5.75 - - - - - - -234.89

Strategy Description

Summary

Sequential 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%
Strategy Pie Chart

Summary

Sequential 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 Strategy

Is essentially identical to Sequential 1

Risk Management

Is essentially identical to Sequential 1

   

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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Reward
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Risk
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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
-0.58 -1 - 1/1/0001 11/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.58 2 10/1/2009 11/1/2009
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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.