SuperTrend Capital Management : High Frequency Forex Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance 0.00% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 25.27% Sharpe (RFR=1%) 1.31 CAROR - Assets $ 0k Worst DD -7.20 S&P Correlation -0.34 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since2/2010 High Frequency Forex 0.00 - - - - - 0.00 29.30 S&P 500 -0.23 - - - - - -10.22 201.34 +/- S&P 500 0.23 - - - - - 10.22 -172.04 Strategy Description SummaryKENNETH F. MCCADDEN, is the Managing Member of SuperTrend. He is responsible for all trading decisions for SuperTrend . Mr. McCadden's career has spanned nearly 2 decades of trading positions with international banking institutions. Mr. McCadden enlisted into the United States Marine... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 2800 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 0% Intraday 90.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 50.00% Trend-following 50.00% Composition Currency FX 100.00% SummaryKENNETH F. MCCADDEN, is the Managing Member of SuperTrend. He is responsible for all trading decisions for SuperTrend . Mr. McCadden's career has spanned nearly 2 decades of trading positions with international banking institutions. Mr. McCadden enlisted into the United States Marine Corps in 1983, after which time he attended Hosftra University before graduating in 1990 with a BA in finance. Upon his graduation, Mr. McCadden worked in the Institutional Fixed Income Department at JP Morgan before moving up to a trading position in the International Arbitrage Department at Deutsche Bank. In 1996 Mr. McCadden accepted a position with the newly formed Schwab Capital Markets (which he continued with UBS after its acquisition of Schwab Capital Markets in 2004) where he was consistently ranked in the top tier of his peers for nearly a decade. He left UBS in September 2007 to form SuperTrend .Investment StrategySuperTrend conducts extensive research in the Forex market to develop it's algorithms. The main focus is to quantify risk with several high frequency models. The algorithms are fully automated, trade 24 hours 5 days a week and carry zero weekend exposure. 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 -7.20 1 - 8/1/2010 9/1/2010 -4.24 1 1 3/1/2010 4/1/2010 -3.98 1 1 5/1/2010 6/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 22.06 2 7/1/2010 8/1/2010 12.14 2 2/1/2010 3/1/2010 10.71 1 5/1/2010 5/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.20 3 9/1/2010 11/1/2010 -4.24 1 4/1/2010 4/1/2010 -3.98 1 6/1/2010 6/1/2010 Show More Time Windows Analysis 1 Month3 Month Number of Periods10.008.00 Percent Profitable50.0087.50 Average Period Return2.838.57 Average Gain8.7510.82 Average Loss-5.14-7.20 Best Period14.6317.20 Worst Period-7.20-7.20 Standard Deviation7.298.30 Gain Standard Deviation4.765.75 Loss Standard Deviation1.79 Sharpe Ratio (1%)0.381.00 Average Gain / Average Loss1.701.50 Profit / Loss Ratio2.8410.52 Downside Deviation (10%)3.152.98 Downside Deviation (5%)2.972.63 Downside Deviation (0%)2.932.55 Sortino Ratio (10%)0.772.46 Sortino Ratio (5%)0.933.16 Sortino Ratio (0%)0.973.37 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