Third Coast Asset Management LLC : Aggressive Discretionary Program (Client)

archived programs
Year-to-Date
N / A
Aug Performance
-26.83%
Min Investment
$ 250k
Mgmt. Fee
1.00%
Perf. Fee
28.00%
Annualized Vol
37.40%
Sharpe (RFR=1%)
-0.97
CAROR
-
Assets
$ 2.0M
Worst DD
-28.21
S&P Correlation
0.57

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
2/2013
Aggressive Discretionary Program (Client) -26.83 - - - - - - -22.26
S&P 500 -3.13 - - - - - - 128.74
+/- S&P 500 -23.70 - - - - - - -151.00

Strategy Description

Summary

In the Aggressive Discretionary Program the Advisor looks for opportunities in the global futures markets using discretionary methods. A combination of trading experience, fundamental analysis, and mathematical models are used to find and execute trading ideas. The objective of the... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 1.00%
Performance Fee 28.00%
Average Commission $5.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 20%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 5.00%
4-12 Months 10.00%
1-3 Months 10.00%
1-30 Days 65.00%
Intraday 10.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Composition

Grains
45.00%
Stock Indices
45.00%
Currency Futures
5.00%
Interest Rates
5.00%
Composition Pie Chart

Summary

In the Aggressive Discretionary Program the Advisor looks for opportunities in the global futures markets using discretionary methods. A combination of trading experience, fundamental analysis, and mathematical models are used to find and execute trading ideas. The objective of the program is to generate returns using leverage when exceptional opportunities present themselves in markets. The program attempts to provide non correlated returns by not relying on directional trades at all times and by trading a wide variety of asset classes. Both futures and options on futures on domestic and foreign exchanges will be traded, this includes: agriculture, energy, interest rate, equity index, and foreign exchange contracts. Tolerance for risk should be high for those investing in this program.

   

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

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
-28.21 2 - 6/1/2013 8/1/2013
-1.53 1 1 3/1/2013 4/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
7.25 2 5/1/2013 6/1/2013
2.55 2 2/1/2013 3/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-28.21 2 7/1/2013 8/1/2013
-1.53 1 4/1/2013 4/1/2013
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Time Windows Analysis

 1 Month3 Month
Number of Periods7.005.00
Percent Profitable57.1480.00
Average Period Return-2.94-2.06
Average Gain2.423.58
Average Loss-10.08-24.59
Best Period5.055.60
Worst Period-26.83-24.59
Standard Deviation10.8012.74
Gain Standard Deviation1.882.21
Loss Standard Deviation14.50
Sharpe Ratio (1%)-0.28-0.18
Average Gain / Average Loss0.240.15
Profit / Loss Ratio0.320.58
Downside Deviation (10%)10.3611.55
Downside Deviation (5%)10.2211.11
Downside Deviation (0%)10.1811.00
Sortino Ratio (10%)-0.32-0.28
Sortino Ratio (5%)-0.30-0.21
Sortino Ratio (0%)-0.29-0.19

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.