Sovereign Managed Futures : Domestic Program

archived programs
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

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

-Our trading philosophy is centered around taking advantage of the fundamental supply and demand forces which act on commodities markets. By quantifying fundamental influences on the market and weighting them appropriately, we feel we can take advantage of long term trends earlier... 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

-Our trading philosophy is centered around taking advantage of the fundamental supply and demand forces which act on commodities markets. By quantifying fundamental influences on the market and weighting them appropriately, we feel we can take advantage of long term trends earlier which increases our overall winning percentage of trades. Our proprietary statistical model is the primary means by which we quantify fundamental influences on the commodities markets. These relevant factors are used as inputs in to a logistic regression. As these factors have less or more influence on prices, their coefficients are weighted differently as a result of the regression equation. This allows the model to adapt to changing market conditions. This system, in conjunction with rigorous money management techniques, provides a winning strategy for our clients. Our statistical model gives our firm an edge over other CTA's in the long-term, trend following space. The model allows us to increase our winning percentage of trades over 5-10% higher than traditional trend followers. This higher winning percentage is achieved since our model quickly identifies the early stages of a trend.

   

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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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
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.