T24 Capital : T24 Capital I Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 11.72% Sep Performance 12.52% Min Investment $ 100k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 22.19% Sharpe (RFR=1%) 0.75 CAROR 16.51% Assets $ 5.0M Worst DD -23.67 S&P Correlation 0.41 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since12/2014 T24 Capital I 12.52 12.52 11.72 10.37 35.00 96.06 - 143.88 S&P 500 -3.92 8.47 4.09 12.98 32.33 73.37 - 74.11 +/- S&P 500 16.44 4.05 7.63 -2.61 2.67 22.69 - 69.77 Strategy Description Investment Strategyt24 CAPITAL PARTNERS MASTER FUND I's primary investment objective is to generate capital appreciation through use of the T24 price prediction and portfolio optimization complex. The T24 Complex is a proprietary artificial intelligence (AI) system developed by Dr. Desmond... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.50% Performance Fee 20.00% Average Commission 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 3800 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Investment Strategyt24 CAPITAL PARTNERS MASTER FUND I's primary investment objective is to generate capital appreciation through use of the T24 price prediction and portfolio optimization complex. The T24 Complex is a proprietary artificial intelligence (AI) system developed by Dr. Desmond Lun. This AI system consists of two modules: a prediction module, which produces a multidimensional probability density function ("pdf") of future prices, and an allocation module, which produces a portfolio allocation using the pdf of future prices. The T24 Complex expresses its investment thesis using listed futures contracts. More specifically, a tradeable universe that typically falls in the range of 20 to 50 different contracts, generally financial futures. The primary instruments used are futures on equity indices or government interest rates, although there are from time to time investments in other futures contracts that are common to hedging of financial risk such as precious metals or non-government interest rate markets such as LIBOR. *T24 Capital Partners Master Fund II, LP, runs at approximately 60% higher gross leverage to its equity capital relative to Master Fund I. 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 -23.67 2 6 1/1/2020 3/1/2020 -13.87 3 2 1/1/2016 4/1/2016 -12.13 4 3 8/1/2018 12/1/2018 -6.20 1 2 7/1/2015 8/1/2015 -6.13 4 3 1/1/0001 3/1/2015 -5.93 1 1 12/1/2017 1/1/2018 -5.62 2 3 3/1/2018 5/1/2018 -5.08 2 2 8/1/2017 10/1/2017 -4.83 3 1 9/1/2016 12/1/2016 -3.55 3 1 2/1/2017 5/1/2017 -2.50 2 1 3/1/2019 5/1/2019 -2.13 2 2 7/1/2019 9/1/2019 -1.40 1 1 6/1/2017 7/1/2017 -1.21 1 1 11/1/2019 12/1/2019 -0.69 1 1 10/1/2015 11/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 52.11 5 5/1/2016 9/1/2016 24.20 2 6/1/2015 7/1/2015 21.02 3 7/1/2020 9/1/2020 19.65 2 4/1/2020 5/1/2020 14.03 2 9/1/2015 10/1/2015 13.93 3 1/1/2019 3/1/2019 11.43 2 6/1/2019 7/1/2019 10.74 2 2/1/2018 3/1/2018 9.86 3 6/1/2018 8/1/2018 9.40 2 1/1/2017 2/1/2017 7.62 2 12/1/2015 1/1/2016 7.26 2 11/1/2017 12/1/2017 7.14 1 11/1/2018 11/1/2018 4.79 1 1/1/2020 1/1/2020 4.30 1 6/1/2017 6/1/2017 2.62 2 10/1/2019 11/1/2019 2.59 1 4/1/2015 4/1/2015 1.58 1 8/1/2017 8/1/2017 1.06 1 11/1/2016 11/1/2016 0.91 1 4/1/2017 4/1/2017 0.20 1 2/1/2015 2/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -23.67 2 2/1/2020 3/1/2020 -13.87 3 2/1/2016 4/1/2016 -10.96 2 9/1/2018 10/1/2018 -7.89 1 12/1/2018 12/1/2018 -6.20 1 8/1/2015 8/1/2015 -5.93 1 1/1/2018 1/1/2018 -5.62 2 4/1/2018 5/1/2018 -5.08 2 9/1/2017 10/1/2017 -4.78 2 12/1/2014 1/1/2015 -3.54 1 6/1/2020 6/1/2020 -3.48 1 10/1/2016 10/1/2016 -2.78 1 3/1/2017 3/1/2017 -2.50 2 4/1/2019 5/1/2019 -2.43 1 12/1/2016 12/1/2016 -2.13 2 8/1/2019 9/1/2019 -2.09 1 5/1/2015 5/1/2015 -1.69 1 5/1/2017 5/1/2017 -1.62 1 3/1/2015 3/1/2015 -1.40 1 7/1/2017 7/1/2017 -1.21 1 12/1/2019 12/1/2019 -0.69 1 11/1/2015 11/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods70.0068.0065.0059.0053.0047.0035.0023.00 Percent Profitable57.1466.1875.3888.1496.2397.8797.14100.00 Average Period Return1.484.158.4417.0227.2134.6850.5677.47 Average Gain5.378.9513.0619.9128.4935.6752.0977.47 Average Loss-3.72-5.23-5.72-4.39-5.50-10.51-1.65 Best Period25.8536.0549.2155.3886.8491.38107.87115.75 Worst Period-18.64-20.01-18.91-13.78-7.77-10.51-1.6530.38 Standard Deviation6.4110.0014.0517.1124.2328.6630.3025.83 Gain Standard Deviation5.038.4513.0016.0923.7928.1729.3425.83 Loss Standard Deviation3.844.764.224.603.21 Sharpe Ratio (1%)0.220.390.570.941.061.141.572.84 Average Gain / Average Loss1.451.712.284.535.183.3931.66 Profit / Loss Ratio1.933.356.9933.67132.18156.071076.33 Downside Deviation (10%)3.664.634.563.612.903.483.13 Downside Deviation (5%)3.514.183.692.371.441.830.79 Downside Deviation (0%)3.474.073.492.111.161.530.28 Sortino Ratio (10%)0.290.631.313.336.767.0111.10 Sortino Ratio (5%)0.400.932.156.7717.9117.8960.13 Sortino Ratio (0%)0.431.022.428.0823.5522.62181.76 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