Strategic Global Advisors LLC : Global Select L/S

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

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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	Since 12/2006
Global Select L/S	-0.01	0.73	-	0.44	0.44	5.25	-	19.14
S&P 500	4.95	5.52	-	22.21	53.00	32.99	-	13.24
+/- S&P 500	-4.96	-4.79	-	-21.78	-52.56	-27.74	-	5.90

Strategy Description

Summary

The 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%

Summary

Investment Strategy

The 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 Management

Risk 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.

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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.

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Index:

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	80.00	78.00	75.00	69.00	63.00	57.00	45.00	33.00
Percent Profitable	50.00	57.69	64.00	63.77	58.73	59.65	53.33	72.73
Average Period Return	0.23	0.73	1.54	3.37	4.38	5.27	5.98	8.23
Average Gain	0.99	2.11	3.24	6.26	9.01	10.58	13.59	12.05
Average Loss	-0.59	-1.14	-1.48	-1.73	-2.22	-2.59	-2.72	-1.94
Best Period	3.57	8.34	14.91	17.75	25.27	25.49	26.97	24.13
Worst Period	-2.24	-3.53	-4.58	-4.81	-4.69	-5.15	-3.95	-3.15
Standard Deviation	1.11	2.44	4.10	6.15	8.41	9.96	10.69	9.39
Gain Standard Deviation	1.00	2.24	4.14	5.90	8.18	9.74	9.37	8.16
Loss Standard Deviation	0.53	1.08	1.42	1.49	1.43	1.49	1.02	0.99
Sharpe Ratio (1%)	0.13	0.20	0.25	0.39	0.34	0.33	0.28	0.44
Average Gain / Average Loss	1.69	1.84	2.20	3.62	4.07	4.09	4.99	6.21
Profit / Loss Ratio	1.83	2.51	3.90	6.37	5.79	6.05	5.70	16.57
Downside Deviation (10%)	0.78	1.74	2.78	4.71	7.12	9.46	13.88	16.21
Downside Deviation (5%)	0.58	1.14	1.46	1.87	2.59	3.15	4.01	3.30
Downside Deviation (0%)	0.53	1.02	1.22	1.36	1.68	1.89	1.98	1.12
Sortino Ratio (10%)	-0.23	-0.29	-0.33	-0.35	-0.45	-0.53	-0.70	-0.82
Sortino Ratio (5%)	0.25	0.42	0.72	1.26	1.11	1.03	0.73	1.26
Sortino Ratio (0%)	0.42	0.72	1.26	2.47	2.60	2.79	3.02	7.32

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.

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Strategic Global Advisors LLC : Global Select L/S

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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