Sona Trading Strategies LLC. : Diversified Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -1.58% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.41% Sharpe (RFR=1%) 0.13 CAROR 1.91% Assets $ 2.2M Worst DD -33.53 S&P Correlation -0.14 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 YTD 1yr 3yr 5yr 10yr Since9/2006 Diversified Program -1.58 - - - - -13.42 -12.88 23.66 S&P 500 0.37 - - - - 80.68 72.73 203.88 +/- S&P 500 -1.95 - - - - -94.10 -85.61 -180.22 Strategy Description SummaryThe Sona Trading Strategies proprietary trading system is systematic and technical in nature. The principal objective of the trading system is to profit from major and sustained price trends in the futures markets. The program trades a diversified portfolio of nearly fifty markets... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 3.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency 1-7 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Trend-following 100.00% Composition Currency Futures 12.00% Industrial Metals 11.00% Precious Metals 11.00% Energy 11.00% Grains 11.00% Interest Rates 11.00% Livestock 11.00% Softs 11.00% Stock Indices 11.00% SummaryThe Sona Trading Strategies proprietary trading system is systematic and technical in nature. The principal objective of the trading system is to profit from major and sustained price trends in the futures markets. The program trades a diversified portfolio of nearly fifty markets across non-correlated market sectors. The system employs short, medium, and long term positions, while seeking to maximize profits during strong trends and reduce overall exposure when markets are trendless. The disciplined trading approach uses computer generated trading signals and evaluates the strength of a trend via utilization of conditional probabilities. Trades are managed to exploit established trends and neutralize exposure during unfavorable market conditions. 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 -33.53 32 - 1/1/2015 9/1/2017 -16.76 20 8 5/1/2012 1/1/2014 -15.35 9 4 4/1/2011 1/1/2012 -13.77 5 6 11/1/2009 4/1/2010 -7.87 1 3 6/1/2008 7/1/2008 -5.30 9 3 11/1/2006 8/1/2007 -5.27 3 1 12/1/2010 3/1/2011 -4.95 1 1 9/1/2014 10/1/2014 -3.82 1 1 9/1/2009 10/1/2009 -3.66 1 1 10/1/2010 11/1/2010 -3.56 4 1 12/1/2008 4/1/2009 -2.17 1 3 5/1/2009 6/1/2009 -2.16 2 1 2/1/2008 4/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.65 5 5/1/2014 9/1/2014 22.30 3 8/1/2010 10/1/2010 22.14 5 8/1/2008 12/1/2008 17.93 6 9/1/2007 2/1/2008 15.60 3 11/1/2014 1/1/2015 14.92 1 5/1/2012 5/1/2012 7.68 2 11/1/2016 12/1/2016 7.59 1 4/1/2011 4/1/2011 6.70 1 10/1/2017 10/1/2017 6.50 1 5/1/2009 5/1/2009 6.32 1 12/1/2010 12/1/2010 6.28 3 7/1/2011 9/1/2011 6.11 1 7/1/2012 7/1/2012 5.69 1 11/1/2009 11/1/2009 5.59 4 3/1/2013 6/1/2013 5.54 1 2/1/2014 2/1/2014 4.70 2 1/1/2016 2/1/2016 4.70 2 2/1/2012 3/1/2012 4.55 3 4/1/2007 6/1/2007 4.31 1 9/1/2015 9/1/2015 4.12 2 5/1/2008 6/1/2008 3.44 1 4/1/2016 4/1/2016 2.70 3 7/1/2009 9/1/2009 2.64 3 9/1/2006 11/1/2006 2.54 2 12/1/2012 1/1/2013 2.23 1 2/1/2017 2/1/2017 1.97 2 5/1/2010 6/1/2010 1.81 1 6/1/2017 6/1/2017 1.72 1 7/1/2016 7/1/2016 1.71 1 4/1/2017 4/1/2017 1.65 3 10/1/2013 12/1/2013 1.64 1 11/1/2011 11/1/2011 1.50 1 2/1/2011 2/1/2011 1.02 1 11/1/2015 11/1/2015 0.73 1 3/1/2010 3/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.15 7 2/1/2015 8/1/2015 -12.31 3 12/1/2009 2/1/2010 -11.20 2 5/1/2011 6/1/2011 -10.10 3 7/1/2013 9/1/2013 -9.15 3 7/1/2017 9/1/2017 -8.82 1 10/1/2011 10/1/2011 -7.96 4 8/1/2012 11/1/2012 -7.87 1 7/1/2008 7/1/2008 -7.50 1 10/1/2015 10/1/2015 -7.27 1 6/1/2012 6/1/2012 -7.00 2 5/1/2016 6/1/2016 -6.70 1 3/1/2017 3/1/2017 -6.47 1 1/1/2014 1/1/2014 -6.10 3 8/1/2016 10/1/2016 -5.24 1 3/1/2011 3/1/2011 -5.15 4 12/1/2006 3/1/2007 -4.95 1 10/1/2014 10/1/2014 -4.78 1 1/1/2017 1/1/2017 -4.50 2 7/1/2007 8/1/2007 -3.82 1 10/1/2009 10/1/2009 -3.69 2 3/1/2014 4/1/2014 -3.66 1 11/1/2010 11/1/2010 -3.56 4 1/1/2009 4/1/2009 -3.21 2 12/1/2011 1/1/2012 -2.47 1 5/1/2017 5/1/2017 -2.38 1 4/1/2010 4/1/2010 -2.37 1 12/1/2015 12/1/2015 -2.33 1 3/1/2016 3/1/2016 -2.17 1 6/1/2009 6/1/2009 -2.16 2 3/1/2008 4/1/2008 -1.58 1 11/1/2017 11/1/2017 -1.51 1 1/1/2011 1/1/2011 -1.30 1 7/1/2010 7/1/2010 -0.94 1 4/1/2012 4/1/2012 -0.68 1 2/1/2013 2/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods135.00133.00130.00124.00118.00112.00100.0088.0076.00 Percent Profitable52.5948.8745.3852.4264.4171.4368.0077.2775.00 Average Period Return0.240.671.453.224.896.6010.2413.2715.74 Average Gain3.165.979.9813.4812.9313.5218.0519.5523.55 Average Loss-2.99-4.41-5.63-8.08-9.65-10.70-6.34-8.07-7.68 Best Period15.7922.3033.1538.1131.6536.8545.0553.6955.43 Worst Period-8.82-12.31-15.70-20.71-22.17-24.05-26.96-14.22-20.08 Standard Deviation4.166.899.9712.5913.0614.5015.6917.3719.82 Gain Standard Deviation3.295.718.208.097.9710.2012.2514.5216.31 Loss Standard Deviation2.152.973.934.035.867.456.644.216.15 Sharpe Ratio (1%)0.040.060.100.180.260.320.460.530.54 Average Gain / Average Loss1.051.361.771.671.341.262.842.423.07 Profit / Loss Ratio1.171.301.471.842.423.166.058.249.20 Downside Deviation (10%)2.764.556.659.4710.9912.3414.3016.6921.71 Downside Deviation (5%)2.583.945.376.847.507.856.496.127.18 Downside Deviation (0%)2.533.795.066.226.716.935.154.314.87 Sortino Ratio (10%)-0.06-0.12-0.15-0.19-0.25-0.30-0.39-0.50-0.55 Sortino Ratio (5%)0.060.110.180.320.450.581.111.511.48 Sortino Ratio (0%)0.100.180.290.520.730.951.993.083.24 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 5 1.81 6/2017 Diversified Trader Index Month 7 1.81 6/2017 Trend Following Strategy Index Month 8 1.71 4/2017 Trend Following Strategy Index Month 8 3.44 4/2016 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