Third Coast Asset Management LLC : Diversified Spread Program (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -19.24% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 28.00% Annualized Vol 32.01% Sharpe (RFR=1%) -1.21 CAROR - Assets $ 400k Worst DD -20.78 S&P Correlation 0.54 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since4/2013 Diversified Spread Program (Client) -19.24 - - - - - - -16.45 S&P 500 -3.13 - - - - - - 154.14 +/- S&P 500 -16.11 - - - - - - -170.59 Strategy Description SummaryIn the Diversified Spread Program the Advisor utilizes both mathematical models and fundamental analysis to find opportunities in spread markets across different asset classes. By using historical patterns to generate trade ideas while using fundamental and technical analysis to manage... Read More Account & Fees Type Managed Account Minimum Investment $ 100k 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 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 20.00% 1-30 Days 75.00% Intraday 5.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Composition Grains 30.00% Stock Indices 30.00% Energy 10.00% Livestock 10.00% Softs 10.00% Currency Futures 5.00% Interest Rates 5.00% SummaryIn the Diversified Spread Program the Advisor utilizes both mathematical models and fundamental analysis to find opportunities in spread markets across different asset classes. By using historical patterns to generate trade ideas while using fundamental and technical analysis to manage risk, the program attempts to generate solid returns with moderate risk. The strategy works towards the concept of market neutrality by avoiding directional risk when possible. The program will trade any asset class but the focus will be on agriculture, energy, and equity futures. 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. The lack of directional risk often provides low correlation to other investment vehicles in most market regimes. The program can perform well in bull, bear, range bound and volatile market environments providing numerous opportunities in each regime, although, of course, no guarantee can be made that losses will not occur. 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 -20.78 2 - 6/1/2013 8/1/2013 -0.43 1 1 4/1/2013 5/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.17 1 6/1/2013 6/1/2013 2.67 1 4/1/2013 4/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.78 2 7/1/2013 8/1/2013 -0.43 1 5/1/2013 5/1/2013 Show More Time Windows Analysis 1 Month Number of Periods5.00 Percent Profitable40.00 Average Period Return-3.15 Average Gain2.92 Average Loss-7.19 Best Period3.17 Worst Period-19.24 Standard Deviation9.24 Gain Standard Deviation0.35 Loss Standard Deviation10.46 Sharpe Ratio (1%)-0.35 Average Gain / Average Loss0.41 Profit / Loss Ratio0.27 Downside Deviation (10%)8.86 Downside Deviation (5%)8.69 Downside Deviation (0%)8.65 Sortino Ratio (10%)-0.40 Sortino Ratio (5%)-0.37 Sortino Ratio (0%)-0.36 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