Strategic Global Advisors LLC : Global Select L/S Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -0.01% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 3.84% Sharpe (RFR=1%) 0.44 CAROR 2.66% Assets $ 1.0M Worst DD -5.20 S&P Correlation -0.22 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since12/2006 Global Select L/S -0.01 - - - - - 0.78 19.14 S&P 500 4.95 - - - - - 70.19 144.25 +/- S&P 500 -4.96 - - - - - -69.41 -125.11 Strategy Description SummaryThe Global Select LS Program is a short-term, low-vol, absolute return strategy. The program employs a systematic framework to generate trade signals and utilizes discretion to enter and exit the markets. Trades tend to be short-term in length, averaging less than five (5) days. The... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 5.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Counter-trend 25.00% Trend-following 75.00% Composition Currency Futures 18.00% Precious Metals 18.00% Energy 18.00% Interest Rates 18.00% Stock Indices 18.00% Grains 10.00% SummaryThe Global Select LS Program is a short-term, low-vol, absolute return strategy. The program employs a systematic framework to generate trade signals and utilizes discretion to enter and exit the markets. Trades tend to be short-term in length, averaging less than five (5) days. The primary objective of the program is to generate consistent returns while tightly controlling risk.Investment StrategyThe Strategic Global Advisors L/S Program employs a discretionary trading strategy which utilizes a systematic framework to participate in both the long and short side of the global futures markets. The program is comprised of four (4) separate models: market entry, stop-loss, profit taking and money management. Each model is based on basic principles of market psychology and price action abstracted from thirty (30) years of market analysis and trading experience. The primary objective of the program is to generate consistent profits while controlling risk and maintaining low downside volatility. Each model was developed with this objective in mind. Risk management is integral to the strategy with a bottom up focus on limiting exposure and tightly controlling losses for each individual position, which, when combined with diversification, yields a robust risk/reward profile. Risk ManagementRisk management consists of several elements. Exposure is determined for each market according to volatility and maximum risk calculations. Positions are taken when trading setups are perceived and an optimal entry is presented. Otherwise the position is out of the market. Each trade is followed continuously and stop levels adjusted according to price action. Any add-on positions are treated as separate trades with their own stop levels and profit targets. Generally approximately from 2 to 10% of the client’s assets may be devoted to margin commodity positions, but greater or lesser levels ranging from zero to a soft limit of 20% may be committed during transitory 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 -5.20 28 - 11/1/2009 3/1/2012 -4.20 7 3 1/1/0001 6/1/2007 -3.53 3 4 3/1/2008 6/1/2008 -1.68 2 5 4/1/2009 6/1/2009 -0.46 2 1 1/1/2009 3/1/2009 -0.13 1 1 12/1/2007 1/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 13.87 6 7/1/2007 12/1/2007 9.34 7 7/1/2008 1/1/2009 6.20 2 2/1/2008 3/1/2008 1.86 1 11/1/2009 11/1/2009 1.49 2 11/1/2010 12/1/2010 1.46 3 7/1/2009 9/1/2009 1.41 2 3/1/2010 4/1/2010 1.02 6 3/1/2011 8/1/2011 0.94 1 2/1/2007 2/1/2007 0.74 1 6/1/2013 6/1/2013 0.66 2 4/1/2012 5/1/2012 0.61 1 7/1/2012 7/1/2012 0.53 1 4/1/2009 4/1/2009 0.41 3 10/1/2012 12/1/2012 0.30 1 12/1/2011 12/1/2011 0.04 1 4/1/2013 4/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -4.58 6 5/1/2010 10/1/2010 -3.53 3 4/1/2008 6/1/2008 -3.28 4 3/1/2007 6/1/2007 -1.87 2 12/1/2006 1/1/2007 -1.87 3 12/1/2009 2/1/2010 -1.68 2 5/1/2009 6/1/2009 -1.57 3 9/1/2011 11/1/2011 -1.03 2 1/1/2011 2/1/2011 -0.48 3 1/1/2013 3/1/2013 -0.46 2 2/1/2009 3/1/2009 -0.43 1 10/1/2009 10/1/2009 -0.35 3 1/1/2012 3/1/2012 -0.26 2 8/1/2012 9/1/2012 -0.13 1 1/1/2008 1/1/2008 -0.01 1 7/1/2013 7/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods80.0078.0075.0069.0063.0057.0045.0033.00 Percent Profitable50.0057.6964.0063.7758.7359.6553.3372.73 Average Period Return0.230.731.543.374.385.275.988.23 Average Gain0.992.113.246.269.0110.5813.5912.05 Average Loss-0.59-1.14-1.48-1.73-2.22-2.59-2.72-1.94 Best Period3.578.3414.9117.7525.2725.4926.9724.13 Worst Period-2.24-3.53-4.58-4.81-4.69-5.15-3.95-3.15 Standard Deviation1.112.444.106.158.419.9610.699.39 Gain Standard Deviation1.002.244.145.908.189.749.378.16 Loss Standard Deviation0.531.081.421.491.431.491.020.99 Sharpe Ratio (1%)0.130.200.250.390.340.330.280.44 Average Gain / Average Loss1.691.842.203.624.074.094.996.21 Profit / Loss Ratio1.832.513.906.375.796.055.7016.57 Downside Deviation (10%)0.781.742.784.717.129.4613.8816.21 Downside Deviation (5%)0.581.141.461.872.593.154.013.30 Downside Deviation (0%)0.531.021.221.361.681.891.981.12 Sortino Ratio (10%)-0.23-0.29-0.33-0.35-0.45-0.53-0.70-0.82 Sortino Ratio (5%)0.250.420.721.261.111.030.731.26 Sortino Ratio (0%)0.420.721.262.472.602.793.027.32 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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