T2 ASSOCIATES, INC. : T2 Associates Contrary #1 Pool

Year-to-Date: N / A
Dec Performance: -15.85%

Min Investment: $ 25k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 37.17%
Sharpe (RFR=1%): 0.52
CAROR: 15.26%

Assets: $ 1.1M
Worst DD: -28.39
S&P Correlation: -0.33

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	Dec	Qtr	YTD	1yr	3yr	5yr	10yr	Since 4/2010
T2 Associates Contrary #1 Pool	-15.85	-	-	-	-	-	89.26	96.32
S&P 500	-0.42	-	-	-	-	-	69.86	158.56
+/- S&P 500	-15.43	-	-	-	-	-	19.40	-62.24

Strategy Description

Summary

Account & Fees

Type	Fund
Minimum Investment	$ 25k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	2.00%
Performance Fee	20.00%
Average Commission	$2.50
Available to US Investors	Yes

Subscriptions

High Water Mark	Yes
Subscription Frequency	15-30 Days
Redemption Frequency	15-30 Days
Investor Requirements	QEP
Lock-up Period	0

Trading

Trading Frequency	3000 RT/YR/$M
Avg. Margin-to-Equity	25%
Targeted Worst DD	-25.00%
Worst Peak-to-Trough	25.00%
Sector Focus	Stock Index 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	0%
Systematic	100.00%

Strategy

Counter-trend: 75.00%
Trend-following: 25.00%

Composition

Stock Indices: 100.00%

Summary

T2 Associates, Inc. (the “CTA”) utilizes a systematic strategy based trading algorithm called “T2 Associates, Contrary #1 Program” consisting of multiple time frames trading similar strategies with modified parameters developed for a specific time frame. Initially the program has been developed for trading in the E-mini electronic trading markets, specifically, the S&P 500 index (Symbol ES), the NASDAQ 100 index (Symbol NQ), the Dow Jones Industrial Index (Symbol YM), and the E-mini Russell 2000 index (Symbol TF).

Investment Strategy

Counter Trend and Revert to Mean with some breakouts. Fully algorithmic as a swing system (in usually over night).

Risk Management

Utilize emergency stops at all times, along with reduced leverage for trading. Utilize at least 2X up to 4X margin coverage in the accounts to minimize the inherent leverage of the E Mini instruments

Compare to:

{{result.name}} {{result.description}}

Index: Chart Type:

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:

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
-28.39	19	-	12/1/2011	7/1/2013
-15.73	1	6	8/1/2010	9/1/2010
-15.59	1	5	3/1/2011	4/1/2011
-9.59	2	1	5/1/2010	7/1/2010

Consecutive Gains

Run-up	Length (Mos.)	Start	End
103.35	4	9/1/2011	12/1/2011
26.44	1	8/1/2010	8/1/2010
19.86	1	3/1/2011	3/1/2011
18.01	2	10/1/2010	11/1/2010
17.87	4	2/1/2014	5/1/2014
15.15	2	5/1/2011	6/1/2011
13.90	2	4/1/2010	5/1/2010
12.50	2	10/1/2013	11/1/2013
9.47	2	3/1/2012	4/1/2012
7.02	1	2/1/2013	2/1/2013
6.33	1	6/1/2013	6/1/2013
6.15	1	11/1/2014	11/1/2014
5.07	1	1/1/2011	1/1/2011
4.82	2	8/1/2012	9/1/2012
4.12	1	12/1/2012	12/1/2012
1.88	1	8/1/2013	8/1/2013
1.45	1	6/1/2012	6/1/2012
0.83	1	4/1/2013	4/1/2013

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-22.87	2	1/1/2012	2/1/2012
-15.85	1	12/1/2014	12/1/2014
-15.73	1	9/1/2010	9/1/2010
-15.59	1	4/1/2011	4/1/2011
-11.75	1	5/1/2013	5/1/2013
-11.10	2	7/1/2011	8/1/2011
-9.96	1	1/1/2013	1/1/2013
-9.59	2	6/1/2010	7/1/2010
-8.50	1	7/1/2013	7/1/2013
-7.40	2	12/1/2013	1/1/2014
-6.20	1	12/1/2010	12/1/2010
-4.34	1	3/1/2013	3/1/2013
-4.34	5	6/1/2014	10/1/2014
-2.95	1	2/1/2011	2/1/2011
-1.68	1	9/1/2013	9/1/2013
-1.64	1	7/1/2012	7/1/2012
-1.30	2	10/1/2012	11/1/2012
-1.13	1	5/1/2012	5/1/2012

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year
Number of Periods	57.00	55.00	52.00	46.00	40.00	34.00	22.00
Percent Profitable	52.63	60.00	73.08	63.04	62.50	76.47	90.91
Average Period Return	1.71	5.02	10.13	22.09	34.91	39.19	57.58
Average Gain	8.35	13.03	17.47	39.90	60.66	54.05	64.91
Average Loss	-5.68	-7.00	-9.79	-8.28	-7.99	-9.14	-15.71
Best Period	49.26	94.89	80.77	114.76	151.48	112.96	115.76
Worst Period	-17.82	-22.26	-15.63	-17.85	-23.21	-20.54	-24.74
Standard Deviation	10.73	17.46	21.77	33.53	46.43	45.07	34.06
Gain Standard Deviation	9.83	18.01	20.96	30.06	40.44	41.10	25.53
Loss Standard Deviation	5.72	6.08	4.96	5.05	6.74	7.37	12.77
Sharpe Ratio (1%)	0.15	0.27	0.44	0.63	0.72	0.82	1.60
Average Gain / Average Loss	1.47	1.86	1.78	4.82	7.59	5.91	4.13
Profit / Loss Ratio	1.63	2.79	4.84	8.22	12.65	19.22	41.31
Downside Deviation (10%)	5.70	6.42	6.83	8.61	10.47	10.54	10.13
Downside Deviation (5%)	5.53	5.93	5.89	6.38	7.05	6.36	6.27
Downside Deviation (0%)	5.49	5.81	5.65	5.85	6.31	5.55	5.46
Sortino Ratio (10%)	0.23	0.59	1.12	1.99	2.61	2.75	4.13
Sortino Ratio (5%)	0.29	0.80	1.64	3.31	4.74	5.84	8.70
Sortino Ratio (0%)	0.31	0.86	1.79	3.78	5.53	7.06	10.54

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Stock Index Trader Index	Month	2	4.69	4/2014
Stock Index Trader Index	Month	2	5.81	3/2014
Systematic Trader Index	Month	6	5.81	3/2014
IASG CTA Index	Month	7	5.81	3/2014
Stock Index Trader Index	Month	7	4.44	2/2014
Stock Index Trader Index	Month	4	4.34	11/2013
Stock Index Trader Index	Month	2	7.82	10/2013
Systematic Trader Index	Month	9	7.82	10/2013
IASG CTA Index	Month	8	6.33	6/2013
Systematic Trader Index	Month	8	6.33	6/2013
Stock Index Trader Index	Month	3	6.33	6/2013
Systematic Trader Index	Month	7	7.02	2/2013
Stock Index Trader Index	Month	1	7.02	2/2013
Stock Index Trader Index	Month	1	4.12	12/2012
Stock Index Trader Index	Month	1	3.98	9/2012
Stock Index Trader Index	Month	1	8.60	4/2012
Systematic Trader Index	Month	2	8.60	4/2012
IASG CTA Index	Month	6	8.60	4/2012
IASG CTA Index	Annual	1	114.76	2011
Systematic Trader Index	Month	2	19.55	11/2011
Stock Index Trader Index	Month	2	19.55	11/2011
IASG CTA Index	Month	4	19.55	11/2011
IASG CTA Index	Month	7	9.22	10/2011
Systematic Trader Index	Month	3	9.22	10/2011
Stock Index Trader Index	Month	2	9.22	10/2011
IASG CTA Index	Month	1	49.26	9/2011
Systematic Trader Index	Month	1	49.26	9/2011
Stock Index Trader Index	Month	1	49.26	9/2011
Stock Index Trader Index	Month	7	1.88	6/2011
IASG CTA Index	Month	5	13.03	5/2011
Systematic Trader Index	Month	2	13.03	5/2011
Stock Index Trader Index	Month	1	13.03	5/2011
Stock Index Trader Index	Month	1	19.86	3/2011
IASG CTA Index	Month	2	19.86	3/2011
Systematic Trader Index	Month	1	19.86	3/2011
Stock Index Trader Index	Month	2	5.07	1/2011
IASG CTA Index	Month	1	11.91	11/2010
Systematic Trader Index	Month	1	11.91	11/2010
Stock Index Trader Index	Month	1	11.91	11/2010
Stock Index Trader Index	Month	5	5.45	10/2010
Stock Index Trader Index	Month	1	26.44	8/2010
IASG CTA Index	Month	2	26.44	8/2010
Systematic Trader Index	Month	1	26.44	8/2010
Stock Index Trader Index	Month	7	3.30	5/2010

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

^#2

Top Performer

STOCK INDEX TRADER INDEX

APRIL
2014

Get Free Research Report on This CTA

Get additional information on T2 ASSOCIATES, INC., including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by T2 ASSOCIATES, INC.

Program Name	CAROR

IASG Activity

Blends 3
Portfolios 4
Watchlists 9

Find the right managed futures programs for you with our comprehensive free CTA database.

T2 ASSOCIATES, INC. : T2 Associates Contrary #1 Pool

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

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

T2 ASSOCIATES, INC. : T2 Associates Contrary #1 Pool

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

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: