TMS Capital Management, Ltd : Triad Trading Fund, LP

archived programs
Year-to-Date
N / A
May Performance
-4.63%
Min Investment
$ 25k
Mgmt. Fee
1.00%
Perf. Fee
5.00%
Annualized Vol
21.03%
Sharpe (RFR=1%)
0.67
CAROR
13.72%
Assets
$ 5.2M
Worst DD
-33.59
S&P Correlation
-0.02

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
11/1994
Triad Trading Fund, LP -4.63 - - - - -20.88 11.78 1,724.64
S&P 500 1.16 - - - - 84.06 57.54 663.59
+/- S&P 500 -5.79 - - - - -104.94 -45.77 1,061.06

Strategy Description

Summary

TRIAD TRADING FUND is a multi-advisor fund that employs TMS Capital Management Ltd. to oversee a combination 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... 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 Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
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 -33.59%
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
70.00%
Momentum
25.00%
Other
5.00%
Strategy Pie Chart

Composition

Energy
85.00%
Currency Futures
5.00%
Interest Rates
5.00%
Stock Indices
5.00%
Composition Pie Chart

Summary

TRIAD TRADING FUND is a multi-advisor fund that employs TMS Capital Management Ltd. to oversee a combination 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
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
-33.59 1 10 6/1/2008 7/1/2008
-32.54 16 - 8/1/2012 12/1/2013
-27.27 3 18 12/1/2002 3/1/2003
-26.39 14 5 5/1/1999 7/1/2000
-23.72 5 14 2/1/2010 7/1/2010
-16.27 6 9 12/1/1997 6/1/1998
-14.85 5 2 2/1/1996 7/1/1996
-14.83 7 8 4/1/2006 11/1/2006
-11.93 7 1 3/1/1997 10/1/1997
-8.97 1 2 9/1/2005 10/1/2005
-7.31 5 1 8/1/2007 1/1/2008
-4.50 3 1 4/1/2012 7/1/2012
-4.02 6 4 1/1/1995 7/1/1995
-3.02 1 1 8/1/2009 9/1/2009
-2.83 1 1 9/1/2001 10/1/2001
-2.74 2 1 10/1/2004 12/1/2004
-1.76 2 3 4/1/2001 6/1/2001
-1.31 2 1 6/1/2002 8/1/2002
-0.94 1 1 1/1/1997 2/1/1997
-0.40 1 1 9/1/2011 10/1/2011
-0.35 1 2 10/1/2009 11/1/2009
-0.12 1 1 9/1/2002 10/1/2002
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Consecutive Gains

Run-up Length (Mos.) Start End
68.96 9 1/1/2005 9/1/2005
54.77 5 2/1/2008 6/1/2008
54.64 6 11/1/2000 4/1/2001
52.32 6 8/1/1996 1/1/1997
50.07 6 11/1/2005 4/1/2006
40.63 6 11/1/2011 4/1/2012
36.79 8 11/1/2001 6/1/2002
36.46 6 8/1/2008 1/1/2009
34.88 2 12/1/2014 1/1/2015
32.40 4 7/1/2004 10/1/2004
32.10 6 3/1/2009 8/1/2009
26.24 2 8/1/2000 9/1/2000
23.57 7 8/1/1995 2/1/1996
21.84 5 5/1/2011 9/1/2011
20.73 4 8/1/2010 11/1/2010
19.21 2 11/1/1997 12/1/1997
15.08 3 3/1/1999 5/1/1999
14.18 2 1/1/2014 2/1/2014
13.41 3 4/1/2003 6/1/2003
12.38 3 6/1/2007 8/1/2007
11.90 2 2/1/2004 3/1/2004
11.33 3 4/1/2000 6/1/2000
9.91 3 2/1/2007 4/1/2007
9.68 1 2/1/2011 2/1/2011
7.80 2 9/1/2014 10/1/2014
6.90 3 2/1/2017 4/1/2017
6.89 1 9/1/1998 9/1/1998
6.89 3 2/1/2013 4/1/2013
5.82 1 9/1/2002 9/1/2002
5.59 2 12/1/1998 1/1/1999
5.11 1 8/1/2012 8/1/2012
5.02 2 10/1/2003 11/1/2003
4.88 2 8/1/1997 9/1/1997
4.86 1 10/1/2009 10/1/2009
4.37 3 7/1/2001 9/1/2001
4.23 1 10/1/2015 10/1/2015
4.19 3 12/1/2009 2/1/2010
4.04 1 5/1/2004 5/1/2004
3.81 1 12/1/2006 12/1/2006
3.72 1 3/1/1997 3/1/1997
3.52 1 2/1/2016 2/1/2016
3.19 1 10/1/1999 10/1/1999
3.13 1 7/1/2015 7/1/2015
2.47 1 3/1/2015 3/1/2015
2.43 1 12/1/2016 12/1/2016
2.42 1 4/1/2014 4/1/2014
2.31 1 8/1/2003 8/1/2003
1.90 1 12/1/1999 12/1/1999
1.85 1 6/1/1996 6/1/1996
1.67 2 11/1/2012 12/1/2012
1.64 2 11/1/2007 12/1/2007
1.54 1 7/1/1998 7/1/1998
1.49 2 7/1/2006 8/1/2006
1.44 1 7/1/1999 7/1/1999
1.20 1 11/1/2002 11/1/2002
1.18 1 4/1/1998 4/1/1998
0.85 1 7/1/2016 7/1/2016
0.68 1 4/1/2010 4/1/2010
0.67 1 8/1/2013 8/1/2013
0.58 3 3/1/1995 5/1/1995
0.41 3 11/1/1994 1/1/1995
0.30 1 10/1/2016 10/1/2016
0.14 1 6/1/1997 6/1/1997
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Consecutive Losses

Run-up Length (Mos.) Start End
-33.59 1 7/1/2008 7/1/2008
-27.27 4 12/1/2002 3/1/2003
-19.59 3 5/1/2010 7/1/2010
-19.27 4 3/1/2016 6/1/2016
-18.61 3 5/1/2013 7/1/2013
-15.81 1 7/1/2000 7/1/2000
-15.17 4 9/1/2013 12/1/2013
-12.49 2 12/1/2003 1/1/2004
-12.40 4 5/1/2014 8/1/2014
-11.55 3 3/1/1996 5/1/1996
-11.54 1 11/1/1999 11/1/1999
-11.20 2 3/1/2011 4/1/2011
-10.86 3 1/1/1998 3/1/1998
-10.18 2 8/1/1999 9/1/1999
-8.97 1 10/1/2005 10/1/2005
-8.73 3 9/1/2006 11/1/2006
-8.13 1 10/1/1997 10/1/1997
-8.06 2 5/1/2006 6/1/2006
-7.66 2 9/1/2012 10/1/2012
-7.59 2 12/1/2010 1/1/2011
-7.49 3 4/1/2015 6/1/2015
-7.16 2 5/1/1998 6/1/1998
-6.96 1 1/1/2017 1/1/2017
-6.56 1 11/1/2014 11/1/2014
-6.10 2 4/1/1997 5/1/1997
-5.78 1 3/1/2010 3/1/2010
-5.48 1 7/1/1996 7/1/1996
-4.63 1 5/1/2017 5/1/2017
-4.55 3 11/1/2015 1/1/2016
-4.52 1 1/1/2008 1/1/2008
-4.50 3 5/1/2012 7/1/2012
-4.49 2 9/1/2007 10/1/2007
-4.33 3 1/1/2000 3/1/2000
-3.29 1 1/1/2013 1/1/2013
-3.14 1 6/1/1999 6/1/1999
-3.02 1 9/1/2009 9/1/2009
-2.83 1 10/1/2001 10/1/2001
-2.79 1 7/1/1997 7/1/1997
-2.74 2 11/1/2004 12/1/2004
-2.50 1 1/1/2007 1/1/2007
-2.37 2 6/1/1995 7/1/1995
-2.29 2 10/1/1998 11/1/1998
-2.26 1 2/1/1995 2/1/1995
-2.08 2 8/1/2015 9/1/2015
-1.99 1 3/1/2014 3/1/2014
-1.87 1 10/1/2000 10/1/2000
-1.76 2 5/1/2001 6/1/2001
-1.31 2 7/1/2002 8/1/2002
-1.08 1 4/1/2004 4/1/2004
-0.94 1 2/1/1997 2/1/1997
-0.86 2 8/1/2016 9/1/2016
-0.71 1 11/1/2016 11/1/2016
-0.62 1 6/1/2004 6/1/2004
-0.51 1 2/1/1999 2/1/1999
-0.40 1 10/1/2011 10/1/2011
-0.38 1 7/1/2003 7/1/2003
-0.35 1 11/1/2009 11/1/2009
-0.34 1 8/1/1998 8/1/1998
-0.33 1 9/1/2003 9/1/2003
-0.30 1 5/1/2007 5/1/2007
-0.29 1 2/1/2009 2/1/2009
-0.22 1 2/1/2015 2/1/2015
-0.12 1 10/1/2002 10/1/2002
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods271.00269.00266.00260.00254.00248.00236.00224.00212.00
Percent Profitable59.7860.5962.0366.5475.5985.4884.7591.9696.70
Average Period Return1.263.928.2417.7228.5040.0663.5295.21140.03
Average Gain4.6210.5718.6432.2442.1749.2776.17105.18145.51
Average Loss-3.76-6.30-8.73-11.14-13.85-14.17-6.75-18.81-20.39
Best Period25.0735.5465.5389.20132.13207.32242.38352.64383.72
Worst Period-33.59-30.88-26.48-28.15-31.00-32.27-17.82-26.53-28.53
Standard Deviation6.0711.2217.8027.8637.0545.0654.8170.42100.22
Gain Standard Deviation4.628.5514.1922.6432.0442.1349.9164.4197.33
Loss Standard Deviation4.285.896.326.788.289.423.787.589.45
Sharpe Ratio (1%)0.200.340.450.620.750.871.131.321.37
Average Gain / Average Loss1.231.682.132.893.043.4811.285.597.14
Profit / Loss Ratio1.842.583.495.759.4320.4862.6763.98208.99
Downside Deviation (10%)3.765.997.9310.1411.4110.209.2311.979.94
Downside Deviation (5%)3.605.466.767.788.286.783.546.264.46
Downside Deviation (0%)3.595.406.637.537.966.453.015.734.03
Sortino Ratio (10%)0.230.450.731.251.832.925.176.1511.31
Sortino Ratio (5%)0.340.701.182.213.355.7617.5214.8830.84
Sortino Ratio (0%)0.350.731.242.353.586.2121.0816.6334.73

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.