T2 ASSOCIATES, INC. : T2 Associates Contrary #1 Pool Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Since4/2010 T2 Associates Contrary #1 Pool -15.85 - - - - - 32.24 96.32 S&P 500 -0.42 - - - - - 69.86 242.08 +/- S&P 500 -15.43 - - - - - -37.62 -145.76 Strategy Description SummaryT2 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... Read More 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% SummaryT2 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 StrategyCounter Trend and Revert to Mean with some breakouts. Fully algorithmic as a swing system (in usually over night). Risk ManagementUtilize 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: 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods57.0055.0052.0046.0040.0034.0022.00 Percent Profitable52.6360.0073.0863.0462.5076.4790.91 Average Period Return1.715.0210.1322.0934.9139.1957.58 Average Gain8.3513.0317.4739.9060.6654.0564.91 Average Loss-5.68-7.00-9.79-8.28-7.99-9.14-15.71 Best Period49.2694.8980.77114.76151.48112.96115.76 Worst Period-17.82-22.26-15.63-17.85-23.21-20.54-24.74 Standard Deviation10.7317.4621.7733.5346.4345.0734.06 Gain Standard Deviation9.8318.0120.9630.0640.4441.1025.53 Loss Standard Deviation5.726.084.965.056.747.3712.77 Sharpe Ratio (1%)0.150.270.440.630.720.821.60 Average Gain / Average Loss1.471.861.784.827.595.914.13 Profit / Loss Ratio1.632.794.848.2212.6519.2241.31 Downside Deviation (10%)5.706.426.838.6110.4710.5410.13 Downside Deviation (5%)5.535.935.896.387.056.366.27 Downside Deviation (0%)5.495.815.655.856.315.555.46 Sortino Ratio (10%)0.230.591.121.992.612.754.13 Sortino Ratio (5%)0.290.801.643.314.745.848.70 Sortino Ratio (0%)0.310.861.793.785.537.0610.54 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. x {{title}} x {{title}} Add Cancel