TMS Capital Management, Ltd : Triad Trading Fund, LP

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

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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	2020	1yr	3yr	5yr	10yr	Since 11/1994
Triad Trading Fund, LP	-4.63	-	-	-	-	-19.60	14.63	1,724.64
S&P 500	1.16	-	-	-	-	84.06	57.54	719.38
+/- S&P 500	-5.79	-	-	-	-	-103.66	-42.91	1,005.26

Strategy Description

Summary

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%

Composition

Energy: 85.00%
Currency Futures: 5.00%
Interest Rates: 5.00%
Stock Indices: 5.00%

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.

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Index: Chart Type:

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:

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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	271.00	269.00	266.00	260.00	254.00	248.00	236.00	224.00	212.00
Percent Profitable	59.78	60.59	62.03	66.54	75.59	85.48	84.75	91.96	96.70
Average Period Return	1.26	3.92	8.24	17.72	28.50	40.06	63.52	95.21	140.03
Average Gain	4.62	10.57	18.64	32.24	42.17	49.27	76.17	105.18	145.51
Average Loss	-3.76	-6.30	-8.73	-11.14	-13.85	-14.17	-6.75	-18.81	-20.39
Best Period	25.07	35.54	65.53	89.20	132.13	207.32	242.38	352.64	383.72
Worst Period	-33.59	-30.88	-26.48	-28.15	-31.00	-32.27	-17.82	-26.53	-28.53
Standard Deviation	6.07	11.22	17.80	27.86	37.05	45.06	54.81	70.42	100.22
Gain Standard Deviation	4.62	8.55	14.19	22.64	32.04	42.13	49.91	64.41	97.33
Loss Standard Deviation	4.28	5.89	6.32	6.78	8.28	9.42	3.78	7.58	9.45
Sharpe Ratio (1%)	0.20	0.34	0.45	0.62	0.75	0.87	1.13	1.32	1.37
Average Gain / Average Loss	1.23	1.68	2.13	2.89	3.04	3.48	11.28	5.59	7.14
Profit / Loss Ratio	1.84	2.58	3.49	5.75	9.43	20.48	62.67	63.98	208.99
Downside Deviation (10%)	3.76	5.99	7.93	10.14	11.41	10.20	9.23	11.97	9.94
Downside Deviation (5%)	3.60	5.46	6.76	7.78	8.28	6.78	3.54	6.26	4.46
Downside Deviation (0%)	3.59	5.40	6.63	7.53	7.96	6.45	3.01	5.73	4.03
Sortino Ratio (10%)	0.23	0.45	0.73	1.25	1.83	2.92	5.17	6.15	11.31
Sortino Ratio (5%)	0.34	0.70	1.18	2.21	3.35	5.76	17.52	14.88	30.84
Sortino Ratio (0%)	0.35	0.73	1.24	2.35	3.58	6.21	21.08	16.63	34.73

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.

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TMS Capital Management, Ltd : Triad Trading Fund, LP

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

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TMS Capital Management, Ltd : Triad Trading Fund, LP

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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