Structured Markets Inc. : Structured Markets Inc. Proprietary Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance -2.76% Min Investment $ 2,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.37% Sharpe (RFR=1%) 0.73 CAROR 7.67% Assets $ 273k Worst DD -13.10 S&P Correlation -0.21 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since1/2005 Structured Markets Inc. Proprietary Trading Program -2.76 - - - - - 25.82 114.62 S&P 500 0.85 - - - - - 80.25 193.26 +/- S&P 500 -3.61 - - - - - -54.42 -78.63 Strategy Description SummaryPerformance note: Notional funding has recently been added to the Proprietary trading performance. This change was made to better refelect leverage levels that are utilized by customer accounts. Please see the "Structured Markets Inc." listing for client trading results, which started... Read More Account & Fees Type Managed Account Minimum Investment $ 2,000k Trading Level Incremental Increase $ 2,000k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 6000 RT/YR/$M Avg. Margin-to-Equity 11% Targeted Worst DD -10.00% Worst Peak-to-Trough 13.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 70.00% Intraday 25.00% Decision-Making Discretionary 15.00% Systematic 85.00% Strategy Counter-trend 10.00% Momentum 40.00% Pattern Recognition 30.00% Trend-following 20.00% Composition Currency Futures 20.00% Energy 20.00% Stock Indices 20.00% Precious Metals 10.00% Grains 10.00% Interest Rates 10.00% Livestock 5.00% Softs 5.00% SummaryPerformance note: Notional funding has recently been added to the Proprietary trading performance. This change was made to better refelect leverage levels that are utilized by customer accounts. Please see the "Structured Markets Inc." listing for client trading results, which started in March of 2012.Investment StrategyStructured Markets Inc. ("SMI") is an emerging CTA owned and operated by Nigel Bahadur. The trading Program manages approximately 85% of the assets in the portfolio using a multi-system, short-term, diversified approach. A top-down risk management approach controls risk by allocating trading exposure to a variety of systematic, short term trading systems. Approximately 25% of all trades are day trades, 50% are held 2-5 days, 10% 5-10 days. Prior to forming Structured Markets Inc., Nigel Bahadur worked for seven years at the Granat Fund, managed by Linda Raschke. There he developed automated strategies, researched trading concepts and developed custom technology. Client trading started in March 2012.Risk ManagementThe manager utilizes a top-down plan to manage risk. The model is designed to allocate market exposure to several (15) different systems that diversify the Program by markets, system type and time frames. New systems are constantly being researched and tested for inclusion in the Program. Current systems include: (short term) trend following, pattern recognition, mean reversion and counter trend. Current research is focused on additional counter trend and market neutral systems and looking for earlier entry points in trend trades. Opportunities in exchange traded spreads, non-dollar currency crosses, and additional non US markets are also being researched. The advisor believes risk adjusted rates of return will improve as new, non-correlated systems are added. The discretionary trading component gives the Program exposure to time frames not covered by systematic trading, which adds further balance to the portfolio. 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 -13.10 3 11 5/1/2009 8/1/2009 -11.20 5 6 12/1/2006 5/1/2007 -10.08 11 - 12/1/2013 11/1/2014 -5.97 1 3 4/1/2011 5/1/2011 -4.99 7 8 8/1/2012 3/1/2013 -3.84 2 2 1/1/2006 3/1/2006 -3.58 2 4 9/1/2011 11/1/2011 -2.87 2 1 7/1/2010 9/1/2010 -2.36 1 4 8/1/2005 9/1/2005 -2.35 1 2 3/1/2012 4/1/2012 -1.54 1 1 12/1/2007 1/1/2008 -1.33 1 1 3/1/2009 4/1/2009 -0.87 1 1 1/1/2011 2/1/2011 -0.61 1 1 2/1/2005 3/1/2005 -0.20 1 1 6/1/2012 7/1/2012 -0.14 1 1 1/1/2009 2/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 37.75 12 2/1/2008 1/1/2009 17.33 4 10/1/2010 1/1/2011 14.84 3 5/1/2010 7/1/2010 13.81 9 4/1/2006 12/1/2006 10.83 4 6/1/2007 9/1/2007 9.85 2 3/1/2011 4/1/2011 9.36 3 9/1/2009 11/1/2009 8.02 4 6/1/2011 9/1/2011 7.57 3 10/1/2013 12/1/2013 6.81 5 4/1/2005 8/1/2005 6.31 1 5/1/2009 5/1/2009 5.22 2 11/1/2007 12/1/2007 5.12 2 4/1/2013 5/1/2013 4.87 4 12/1/2014 3/1/2015 4.45 4 12/1/2011 3/1/2012 3.67 4 10/1/2005 1/1/2006 2.87 2 5/1/2012 6/1/2012 2.32 1 1/1/2010 1/1/2010 2.29 1 2/1/2014 2/1/2014 1.08 2 1/1/2005 2/1/2005 1.04 1 1/1/2013 1/1/2013 0.92 1 5/1/2014 5/1/2014 0.85 1 3/1/2009 3/1/2009 0.68 1 11/1/2012 11/1/2012 0.23 1 8/1/2012 8/1/2012 0.15 1 3/1/2007 3/1/2007 0.12 1 8/1/2013 8/1/2013 0.08 1 8/1/2014 8/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.10 3 6/1/2009 8/1/2009 -9.54 3 2/1/2010 4/1/2010 -8.80 2 1/1/2007 2/1/2007 -7.72 3 9/1/2014 11/1/2014 -5.97 1 5/1/2011 5/1/2011 -3.84 2 2/1/2006 3/1/2006 -3.67 2 2/1/2013 3/1/2013 -3.58 2 10/1/2011 11/1/2011 -2.87 2 8/1/2010 9/1/2010 -2.78 2 4/1/2007 5/1/2007 -2.76 1 4/1/2015 4/1/2015 -2.60 1 1/1/2014 1/1/2014 -2.37 2 6/1/2013 7/1/2013 -2.36 1 9/1/2005 9/1/2005 -2.35 1 4/1/2012 4/1/2012 -1.97 1 12/1/2012 12/1/2012 -1.88 2 3/1/2014 4/1/2014 -1.54 1 1/1/2008 1/1/2008 -1.33 1 4/1/2009 4/1/2009 -1.31 2 6/1/2014 7/1/2014 -1.10 1 10/1/2007 10/1/2007 -1.09 2 9/1/2012 10/1/2012 -0.87 1 2/1/2011 2/1/2011 -0.61 1 3/1/2005 3/1/2005 -0.49 1 9/1/2013 9/1/2013 -0.35 1 12/1/2009 12/1/2009 -0.20 1 7/1/2012 7/1/2012 -0.14 1 2/1/2009 2/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods124.00122.00119.00113.00107.00101.0089.0077.0065.00 Percent Profitable64.5264.7571.4380.5389.7290.1092.1398.70100.00 Average Period Return0.652.044.108.9414.4720.0434.7251.6467.34 Average Gain2.124.827.2112.0616.4122.5137.8152.3467.34 Average Loss-2.01-3.07-3.66-3.94-2.51-2.45-1.41-1.51 Best Period9.2815.8327.1042.5150.2365.2667.98101.78110.56 Worst Period-6.39-13.10-10.39-8.99-5.91-5.64-2.66-1.5126.95 Standard Deviation2.705.047.2211.7914.5615.9018.3722.8723.93 Gain Standard Deviation1.903.495.9710.9814.1014.7815.6222.1823.93 Loss Standard Deviation1.733.082.963.051.851.640.62 Sharpe Ratio (1%)0.210.360.500.670.891.131.732.082.60 Average Gain / Average Loss1.051.571.973.066.549.2026.8634.56 Profit / Loss Ratio1.922.894.9212.6557.0483.69314.682626.49 Downside Deviation (10%)1.773.133.684.434.184.895.574.480.09 Downside Deviation (5%)1.612.672.722.551.411.491.280.69 Downside Deviation (0%)1.572.562.502.180.980.910.430.17 Sortino Ratio (10%)0.140.260.440.891.652.003.416.72442.13 Sortino Ratio (5%)0.350.671.333.129.1712.1124.7869.44 Sortino Ratio (0%)0.420.801.644.1014.7121.9481.52299.20 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. x {{title}} x {{title}} Add Cancel