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

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

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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
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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 - - - - - 2.53 96.32
S&P 500 -0.42 - - - - - 69.86 271.40
+/- S&P 500 -15.43 - - - - - -67.33 -175.08

Strategy Description

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... 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%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

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

   

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

Monthly Annual
Reward
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Average Gain:
Gain Deviation:
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Standard Deviation:
Worst Loss:
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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
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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
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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
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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.

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