Shaffer Asset Management : Foreign Exchange (FX) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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. Strategy Description Summary-THE SAM FX (FOREIGN EXCHANGE) PROGRAM is a fully mechanical and non-emotional computerized trading system. It utilizes proprietary trading strategies beginning with extensive, rigorous and quantitative studies of large databases of historical prices of foreign spot currencies. Historical... 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 SAM FX (FOREIGN EXCHANGE) PROGRAM is a fully mechanical and non-emotional computerized trading system. It utilizes proprietary trading strategies beginning with extensive, rigorous and quantitative studies of large databases of historical prices of foreign spot currencies. Historical data is continuously applied to current market situations. The system analyzes the historical data based on statistical probability functions. The system reviews exit points for optimal risk-reward parameters and generates new orders daily to adjust to changing market conditions. Margin requirements, market volatility analysis and money management rules are used to limit drawdowns and preserve capital. Currently, the program trades the U.S. Dollar against 7 major foreign currencies which include the Australian Dollar, British Pound, Canadian Dollar, Euro Currency, Japanese Yen, New Zealand Dollar and Swiss Franc. BIO Daniel S. Shaffer is the managing principal and head trader of SAM. He began his career in 1983 trading for his own account as a floor trader on the New York Futures Exchange (NYFE). Mr. Shaffer left the floor and joined Bear Stearns and traded commodity futures. Thereafter, he joined Coopers & Lybrand and consulted Wall Street firms while obtaining his Masters Degree in Accounting from New York University. He then returned to Bear Stearns and later joined Hambrecht & Quist. In 1989, Mr. Shaffer became an independent Financial Planner and Money Manager. He obtained his Certified Public Accounting (CPA) designation in 1989 and his Chartered Financial Consultant (ChFC) designation in 1992 from The American College. Mr. Shaffer received his Bachelors Degree in Speech Communications from Syracuse University in 1983. In 1991, Mr. Shaffer began the development of computerized trading systems based on price and time parameters to quantify psychology of the markets. In 1999, he began trading individual managed commodity accounts under his firm, Shaffer Asset Management, which is registered as a CTA and CPO. 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 Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End 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