TMS Capital Management, Ltd : Triad Trading Fund, LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 May Qtr 2020 1yr 3yr 5yr 10yr Since11/1994 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 SummaryTRIAD 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% Composition Energy 85.00% Currency Futures 5.00% Interest Rates 5.00% Stock Indices 5.00% SummaryTRIAD 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. 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel