TMS Capital Management, Ltd : Triad Trading Fund Cayman Islands Ltd

archived programs
Year-to-Date
N / A
Nov Performance
0.54%
Min Investment
$ 25k
Mgmt. Fee
1.00%
Perf. Fee
5.00%
Annualized Vol
25.13%
Sharpe (RFR=1%)
-0.13
CAROR
-
Assets
$ 1.8M
Worst DD
-23.73
S&P Correlation
-0.19

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
1/2010
Triad Trading Fund Cayman Islands Ltd 0.54 - - - - - 0.69 -4.40
S&P 500 -0.23 - - - - - -10.22 209.93
+/- S&P 500 0.77 - - - - - 10.91 -214.33

Strategy Description

Summary

Triad Trading Fund Cayman Islands is an offshore investment vehicle for Triad Trading Fund LP. Triad Trading Fund is a multi-advisor fund that employs TMS Capital Management Ltd. to oversee combinations of senior energy-based CTA programs that vary in their risk profiles and earnings... Read More

Account & Fees

Type Fund
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 5.00%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark Yes
Subscription Frequency Monthly
Redemption Frequency Quarterly
Investor Requirements Accredited Investors
Lock-up Period 3

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough -5.76%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
90.00%
Other
10.00%
Strategy Pie Chart

Summary

Triad Trading Fund Cayman Islands is an offshore investment vehicle for Triad Trading Fund LP. Triad Trading Fund is a multi-advisor fund that employs TMS Capital Management Ltd. to oversee combinations of senior energy-based CTA programs that vary in their risk profiles and earnings objectives. These CTAs rely primarily on fundamental analysis to shape their core market views and on technical analysis to assist in determining entry and exit points. These traders will stay with a trend as long as they feel that the fundamentals make sense. Historically the emphasis has been on short to medium-term positioning around a core directional view.

   

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
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
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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
-23.73 5 - 2/1/2010 7/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
20.73 4 8/1/2010 11/1/2010
3.83 2 1/1/2010 2/1/2010
0.67 1 4/1/2010 4/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-19.59 3 5/1/2010 7/1/2010
-5.78 1 3/1/2010 3/1/2010
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Time Windows Analysis

 1 Month3 Month
Number of Periods11.009.00
Percent Profitable63.6433.33
Average Period Return-0.18-1.60
Average Gain3.5310.89
Average Loss-6.67-7.85
Best Period17.7120.08
Worst Period-9.48-19.59
Standard Deviation7.2511.71
Gain Standard Deviation6.308.79
Loss Standard Deviation2.786.92
Sharpe Ratio (1%)-0.04-0.16
Average Gain / Average Loss0.531.39
Profit / Loss Ratio0.930.69
Downside Deviation (10%)4.519.03
Downside Deviation (5%)4.328.39
Downside Deviation (0%)4.288.23
Sortino Ratio (10%)-0.13-0.31
Sortino Ratio (5%)-0.06-0.22
Sortino Ratio (0%)-0.04-0.19

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.