Third Coast Asset Management LLC : Aggressive Discretionary Program (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance 1.99% Min Investment $ 250k Mgmt. Fee 1.00% Perf. Fee 28.00% Annualized Vol 21.62% Sharpe (RFR=1%) 2.35 CAROR 62.68% Assets $ 510k Worst DD -16.65 S&P Correlation -0.26 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since1/2008 Aggressive Discretionary Program (Proprietary) 1.99 - - - - - 142.68 1,086.46 S&P 500 5.04 - - - - - 75.05 151.29 +/- S&P 500 -3.05 - - - - - 67.63 935.17 Strategy Description SummaryIn 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 Management Fee 1.00% Performance Fee 28.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 4-12 Months 1-3 Months 1-30 Days Intraday Decision-Making Discretionary 100.00% Systematic 0% Strategy Composition SummaryIn 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. 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 -16.65 1 9 7/1/2009 8/1/2009 -4.05 1 2 7/1/2011 8/1/2011 -1.81 1 1 9/1/2012 10/1/2012 -1.43 1 1 2/1/2012 3/1/2012 -0.66 1 1 8/1/2010 9/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 299.59 19 1/1/2008 7/1/2009 47.82 10 10/1/2010 7/1/2011 40.33 6 4/1/2012 9/1/2012 35.88 4 5/1/2010 8/1/2010 16.64 6 9/1/2011 2/1/2012 8.72 3 11/1/2012 1/1/2013 6.81 3 11/1/2009 1/1/2010 4.77 1 9/1/2009 9/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.65 1 8/1/2009 8/1/2009 -4.05 1 8/1/2011 8/1/2011 -2.01 1 10/1/2009 10/1/2009 -1.81 1 10/1/2012 10/1/2012 -1.48 3 2/1/2010 4/1/2010 -1.43 1 3/1/2012 3/1/2012 -0.66 1 9/1/2010 9/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods61.0059.0056.0050.0044.0038.0026.0014.00 Percent Profitable85.2591.5392.86100.00100.00100.00100.00100.00 Average Period Return4.3213.5428.1355.3082.15116.73226.08400.88 Average Gain5.6015.3630.7055.3082.15116.73226.08400.88 Average Loss-3.12-6.10-5.30 Best Period33.1253.35113.48211.71276.44252.30458.78684.57 Worst Period-16.65-14.43-8.602.2720.4068.71130.27263.57 Standard Deviation6.2413.4926.3246.1951.3839.8396.27142.16 Gain Standard Deviation5.4912.5325.5446.1951.3839.8396.27142.16 Loss Standard Deviation5.205.702.71 Sharpe Ratio (1%)0.680.991.051.181.572.882.322.79 Average Gain / Average Loss1.792.525.80 Profit / Loss Ratio10.3727.2175.37 Downside Deviation (10%)2.322.602.170.39 Downside Deviation (5%)2.252.371.67 Downside Deviation (0%)2.232.311.55 Sortino Ratio (10%)1.684.7411.81130.37 Sortino Ratio (5%)1.885.6116.54 Sortino Ratio (0%)1.935.8518.17 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