TMS Capital Management, Ltd : Triad Trading Fund Cayman Islands Ltd Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Nov Qtr 2020 1yr 3yr 5yr 10yr Since1/2010 Triad Trading Fund Cayman Islands Ltd 0.54 - - - - - - -4.40 S&P 500 -0.23 - - - - - - 246.15 +/- S&P 500 0.77 - - - - - - -250.55 Strategy Description SummaryTriad 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% SummaryTriad 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. 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 -23.73 5 - 2/1/2010 7/1/2010 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel