Stratford Capital Management, Inc. : Equity Index Program

archived programsClosed to new investments
Year-to-Date
N / A
Dec Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
39.45%
Sharpe (RFR=1%)
0.53
CAROR
16.37%
Assets
$ 727k
Worst DD
-35.31
S&P Correlation
-0.30

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
3/2008
Equity Index Program 0.00 - - - - - 15.75 108.04
S&P 500 0.71 - - - - - 62.07 144.66
+/- S&P 500 -0.71 - - - - - -46.32 -36.62

Strategy Description

Summary

Stratford Capital Management's Equity Index Program is a short term discretionary program based on the fundamentals of U.S. equity indicies.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $1.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 30000 RT/YR/$M
Avg. Margin-to-Equity 1%
Targeted Worst DD -10.00%
Worst Peak-to-Trough 9.76%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 2.00%
Intraday 98.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
80.00%
Other
20.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Stratford Capital Management's Equity Index Program is a short term discretionary program based on the fundamentals of U.S. equity indicies.

Investment Strategy

Our focus is on U.S. equities. We use exchange-traded futures in some of the world’s most liquid markets: the Standard & Poor’s 500 stock index, the Nasdaq and the Dow Jones Industrial Average. Our 25 years of trading experience, coupled with a deep understanding of these markets, and proprietary influence rankings allows us to take advantage of opportunities others might miss. Stratford has a short-term discretionary trading strategy. We can readily adapt to changing market conditions. The market tells us how and when to trade and we have the flexibility to move as needed. Beginning in October 2011 we reduced trading leverage by approximately one half of our previous level.

Risk Management

Kevin J. Benoit launched the Equity Index Program in 2008 and is the principal trader. His 25 years of trading experience puts Stratford a step ahead of the competition. His background includes heading an arbitrage group at Prudential Securities, acting as the Chief Investment Officer for CNE Group, and guest lecturing at Seton Hall and Rutgers Universities.

   

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

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-35.31 9 4 7/1/2010 4/1/2011
-31.54 14 - 9/1/2011 11/1/2012
-26.48 6 3 8/1/2009 2/1/2010
-9.55 4 4 1/1/0001 6/1/2008
-7.80 3 1 3/1/2009 6/1/2009
-1.47 1 1 12/1/2008 1/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
156.83 5 5/1/2011 9/1/2011
69.46 5 3/1/2010 7/1/2010
33.40 3 10/1/2008 12/1/2008
14.36 2 2/1/2009 3/1/2009
12.10 2 7/1/2009 8/1/2009
8.65 1 7/1/2008 7/1/2008
6.03 1 1/1/2010 1/1/2010
6.01 1 5/1/2009 5/1/2009
2.18 1 12/1/2010 12/1/2010
2.12 2 9/1/2010 10/1/2010
2.07 2 4/1/2008 5/1/2008
1.00 1 11/1/2011 11/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-31.01 4 1/1/2011 4/1/2011
-29.52 13 12/1/2011 12/1/2012
-26.26 4 9/1/2009 12/1/2009
-8.17 1 6/1/2008 6/1/2008
-6.99 1 4/1/2009 4/1/2009
-6.61 1 11/1/2010 11/1/2010
-6.49 1 6/1/2009 6/1/2009
-5.97 1 2/1/2010 2/1/2010
-3.83 2 8/1/2008 9/1/2008
-3.83 1 10/1/2011 10/1/2011
-3.78 1 8/1/2010 8/1/2010
-3.50 1 3/1/2008 3/1/2008
-1.47 1 1/1/2009 1/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods58.0056.0053.0047.0041.0035.0023.00
Percent Profitable44.8346.4350.9465.96100.0091.43100.00
Average Period Return1.826.8215.7629.6643.9262.0494.55
Average Gain9.7225.5546.1953.0943.9268.6494.55
Average Loss-4.90-9.42-15.84-15.73-8.36
Best Period59.55105.51148.82126.66160.05168.89221.57
Worst Period-22.59-28.79-34.16-31.341.29-14.0221.64
Standard Deviation11.3926.9942.9940.1335.1455.9649.82
Gain Standard Deviation12.2429.1940.8127.4735.1453.9249.82
Loss Standard Deviation4.797.728.629.776.93
Sharpe Ratio (1%)0.150.240.350.711.211.071.84
Average Gain / Average Loss1.982.712.923.378.21
Profit / Loss Ratio1.722.353.036.5487.54
Downside Deviation (10%)5.119.5714.1313.311.005.71
Downside Deviation (5%)4.939.0012.8811.220.033.46
Downside Deviation (0%)4.898.8512.5710.712.96
Sortino Ratio (10%)0.280.580.941.8536.299.07
Sortino Ratio (5%)0.350.731.182.561245.4517.35
Sortino Ratio (0%)0.370.771.252.7720.98

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.