TMS Capital Management, Ltd : TriFex Trading Fund, LP

archived programsClosed to new investments
Year-to-Date
N / A
Dec Performance
-9.73%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
29.12%
Sharpe (RFR=1%)
-0.15
CAROR
-7.04%
Assets
$ 1.4M
Worst DD
-77.68
S&P Correlation
-0.13

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
1/2004
TriFex Trading Fund, LP -9.73 - - - - -71.17 -57.28 -61.31
S&P 500 1.82 - - - - 78.02 57.83 186.10
+/- S&P 500 -11.55 - - - - -149.19 -115.11 -247.41

Strategy Description

Summary

TriFex Trading Fund, LP Financial Market's Trading Program achieves its earnings objectives through the speculative trading of foreign exchange, interest-related instruments and stock indices. It will also trade other markets when it identifies appropriate risk/reward opportunities.... Read More

Account & Fees

Type Fund
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
Investor Requirements Accredited Investors
Lock-up Period 1

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 9.22%
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
75.00%
Other
25.00%
Strategy Pie Chart

Composition

Summary

TriFex Trading Fund, LP Financial Market's Trading Program achieves its earnings objectives through the speculative trading of foreign exchange, interest-related instruments and stock indices. It will also trade other markets when it identifies appropriate risk/reward opportunities. This program is fundamental in its core market positioning and is discretionary in its management of these positions. TMS utilizes an extensive use of technical overlays to assist in determining optimum entry & exit points. In addition, TMS utilizes a dynamic portfolio risk analysis program that is designed to maintain the programs earnings volatility within prescribed parameters. These controls are rigidly adhered to.

   

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
-77.68 63 - 9/1/2011 12/1/2016
-36.47 36 3 1/1/2008 1/1/2011
-25.83 1 2 4/1/2011 5/1/2011
-9.21 5 4 9/1/2004 2/1/2005
-6.33 3 2 2/1/2007 5/1/2007
-5.83 12 4 7/1/2005 7/1/2006
-2.06 1 3 3/1/2004 4/1/2004
-0.94 1 2 10/1/2007 11/1/2007
-0.74 1 2 11/1/2006 12/1/2006
-0.59 1 1 7/1/2004 8/1/2004
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Consecutive Gains

Run-up Length (Mos.) Start End
69.59 4 6/1/2011 9/1/2011
68.50 3 2/1/2011 4/1/2011
57.98 5 9/1/2014 1/1/2015
50.64 2 12/1/2013 1/1/2014
19.40 1 10/1/2015 10/1/2015
15.38 5 3/1/2005 7/1/2005
15.34 5 6/1/2007 10/1/2007
14.59 1 5/1/2012 5/1/2012
14.00 1 9/1/2013 9/1/2013
13.53 4 4/1/2013 7/1/2013
7.07 2 10/1/2006 11/1/2006
6.10 1 1/1/2013 1/1/2013
5.48 2 6/1/2014 7/1/2014
5.34 3 1/1/2004 3/1/2004
4.84 1 6/1/2010 6/1/2010
3.76 1 2/1/2016 2/1/2016
3.62 1 4/1/2014 4/1/2014
3.24 3 5/1/2004 7/1/2004
2.84 1 8/1/2010 8/1/2010
2.69 1 9/1/2004 9/1/2004
2.62 1 10/1/2016 10/1/2016
2.41 1 8/1/2006 8/1/2006
2.25 1 3/1/2015 3/1/2015
2.18 2 12/1/2007 1/1/2008
1.78 1 10/1/2010 10/1/2010
1.71 2 1/1/2007 2/1/2007
1.13 1 12/1/2011 12/1/2011
0.86 2 6/1/2008 7/1/2008
0.76 1 9/1/2005 9/1/2005
0.65 2 4/1/2006 5/1/2006
0.65 1 3/1/2010 3/1/2010
0.13 1 12/1/2010 12/1/2010
0.08 1 1/1/2009 1/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-54.53 7 3/1/2016 9/1/2016
-40.94 7 6/1/2012 12/1/2012
-25.83 1 5/1/2011 5/1/2011
-24.79 3 11/1/2015 1/1/2016
-22.63 6 4/1/2015 9/1/2015
-20.85 2 11/1/2016 12/1/2016
-20.09 4 1/1/2012 4/1/2012
-19.13 2 10/1/2011 11/1/2011
-16.67 2 2/1/2013 3/1/2013
-14.25 2 2/1/2014 3/1/2014
-12.10 1 9/1/2010 9/1/2010
-10.22 2 4/1/2010 5/1/2010
-9.80 1 1/1/2011 1/1/2011
-9.43 1 2/1/2015 2/1/2015
-9.21 5 10/1/2004 2/1/2005
-8.17 1 7/1/2010 7/1/2010
-8.08 1 5/1/2014 5/1/2014
-7.11 1 8/1/2014 8/1/2014
-6.33 3 3/1/2007 5/1/2007
-5.96 2 10/1/2013 11/1/2013
-4.26 5 8/1/2008 12/1/2008
-3.79 2 6/1/2006 7/1/2006
-3.78 4 2/1/2008 5/1/2008
-3.53 1 11/1/2010 11/1/2010
-2.71 6 10/1/2005 3/1/2006
-2.06 1 4/1/2004 4/1/2004
-2.04 13 2/1/2009 2/1/2010
-0.94 1 11/1/2007 11/1/2007
-0.83 1 9/1/2006 9/1/2006
-0.80 1 8/1/2005 8/1/2005
-0.74 1 12/1/2006 12/1/2006
-0.59 1 8/1/2004 8/1/2004
-0.14 1 8/1/2013 8/1/2013
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods156.00154.00151.00145.00139.00133.00121.00109.0097.00
Percent Profitable41.0336.3641.0649.6658.9957.8957.8549.5448.45
Average Period Return-0.28-0.62-0.770.311.922.15-0.46-4.35-4.95
Average Gain5.7112.4416.8121.1221.0521.0014.7416.0519.41
Average Loss-4.54-8.08-13.01-20.22-25.60-23.77-21.32-24.39-27.85
Best Period49.0768.5073.1487.95103.87114.3465.0191.8559.15
Worst Period-25.83-39.73-52.95-68.06-67.60-72.78-56.75-51.37-72.71
Standard Deviation8.4115.1920.9428.9332.0432.3222.3025.4728.97
Gain Standard Deviation8.4215.7316.7520.7022.7926.2812.7115.3611.48
Loss Standard Deviation5.368.3013.5419.7721.7019.2514.2715.5120.41
Sharpe Ratio (1%)-0.04-0.06-0.06-0.020.010.00-0.16-0.33-0.35
Average Gain / Average Loss1.261.541.291.040.820.880.690.660.70
Profit / Loss Ratio0.890.880.901.031.181.210.950.650.66
Downside Deviation (10%)5.529.9315.7622.6825.3825.5126.3635.3243.26
Downside Deviation (5%)5.369.3614.6520.5122.1620.8118.2922.9727.75
Downside Deviation (0%)5.329.2214.3819.9921.4119.7816.6120.4724.70
Sortino Ratio (10%)-0.12-0.19-0.21-0.21-0.22-0.32-0.62-0.73-0.75
Sortino Ratio (5%)-0.07-0.09-0.09-0.030.020.01-0.19-0.37-0.36
Sortino Ratio (0%)-0.05-0.07-0.050.020.090.11-0.03-0.21-0.20

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.