Transtrend B.V. : DTP – Standard Risk (USD) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 0.16% Min Investment $ 25,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 8.86% Sharpe (RFR=1%) 0.88 CAROR 8.70% Assets $ 0k Worst DD -10.92 S&P Correlation -0.09 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 Mar Qtr 2020 1yr 3yr 5yr 10yr Since6/1992 DTP – Standard Risk (USD) 0.16 - - - - - -8.22 518.06 S&P 500 0.69 - - - - - 66.22 810.82 +/- S&P 500 -0.53 - - - - - -74.44 -292.77 Strategy Description SummaryTranstrend is an asset manager purely focused on systematic trading strategies. Transtrend's trading approach is based on quantitative analysis of price behaviour in a large variety of markets. The underlying trading strategies have no directional bias. Depending on the signals that... Read More Account & Fees Type Managed Account Minimum Investment $ 25,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition SummaryTranstrend is an asset manager purely focused on systematic trading strategies. Transtrend's trading approach is based on quantitative analysis of price behaviour in a large variety of markets. The underlying trading strategies have no directional bias. Depending on the signals that are generated by the trading strategies, they can go long or short in their attempt to benefit from medium term trends in outright markets as well as in combinations of markets. Risk management is at the heart of Transtrend's methodology. Distinctive data management and an advanced technical infrastructure are supportive key elements. The investment approach is consistent and applied with utmost discipline. 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 -10.92 11 13 2/1/2009 1/1/2010 -9.91 31 - 2/1/2011 9/1/2013 -7.09 5 3 8/1/1992 1/1/1993 -6.26 2 6 6/1/1994 8/1/1994 -6.05 6 3 2/1/2004 8/1/2004 -6.00 3 12 7/1/1999 10/1/1999 -5.83 1 2 9/1/1997 10/1/1997 -5.44 8 3 11/1/2005 7/1/2006 -4.77 4 5 5/1/2003 9/1/2003 -4.51 2 2 1/1/2007 3/1/2007 -3.80 1 2 1/1/1996 2/1/1996 -3.67 3 2 2/1/1997 5/1/1997 -3.47 3 2 7/1/1993 10/1/1993 -3.39 1 4 3/1/1998 4/1/1998 -3.37 1 2 2/1/2003 3/1/2003 -3.15 2 1 6/1/2007 8/1/2007 -3.07 1 2 12/1/2004 1/1/2005 -2.89 3 3 12/1/1998 3/1/1999 -2.87 2 1 6/1/2008 8/1/2008 -2.71 2 1 9/1/2002 11/1/2002 -2.30 4 2 6/1/1995 10/1/1995 -2.18 1 2 3/1/2005 4/1/2005 -1.97 2 1 4/1/1996 6/1/1996 -1.93 1 1 11/1/1996 12/1/1996 -1.84 1 1 10/1/2001 11/1/2001 -1.79 1 2 4/1/1993 5/1/1993 -1.40 1 3 10/1/2007 11/1/2007 -1.40 2 4 12/1/2001 2/1/2002 -1.13 1 3 3/1/2001 4/1/2001 -0.53 2 1 9/1/1998 11/1/1998 -0.24 1 1 7/1/2005 8/1/2005 -0.24 1 1 12/1/2008 1/1/2009 -0.22 1 1 3/1/1995 4/1/1995 -0.15 1 1 7/1/1997 8/1/1997 -0.15 1 1 9/1/2005 10/1/2005 -0.05 1 1 3/1/1994 4/1/1994 Show More Consecutive Gains Run-up Length (Mos.) Start End 17.02 5 7/1/1996 11/1/1996 16.93 8 8/1/2000 3/1/2001 15.26 5 11/1/1993 3/1/1994 14.94 5 5/1/2002 9/1/2002 14.84 2 8/1/1998 9/1/1998 14.55 6 8/1/2006 1/1/2007 14.14 2 2/1/1995 3/1/1995 13.47 5 11/1/1997 3/1/1998 12.14 4 9/1/2008 12/1/2008 11.09 4 7/1/2001 10/1/2001 11.02 2 9/1/2007 10/1/2007 10.85 3 4/1/2007 6/1/2007 10.68 3 12/1/2002 2/1/2003 10.49 2 6/1/1997 7/1/1997 9.92 4 9/1/2004 12/1/2004 9.59 5 2/1/2008 6/1/2008 8.91 2 1/1/1997 2/1/1997 8.57 3 6/1/1992 8/1/1992 8.42 3 11/1/1995 1/1/1996 7.28 3 2/1/2010 4/1/2010 6.95 2 5/1/1995 6/1/1995 6.75 3 8/1/2010 10/1/2010 6.46 2 6/1/1993 7/1/1993 6.37 2 4/1/2003 5/1/2003 6.02 1 11/1/1994 11/1/1994 5.71 3 11/1/1999 1/1/2000 5.56 2 3/1/1996 4/1/1996 5.52 3 5/1/2005 7/1/2005 5.35 1 2/1/1993 2/1/1993 5.21 2 4/1/2012 5/1/2012 5.02 2 1/1/2004 2/1/2004 4.25 1 4/1/1993 4/1/1993 4.19 2 6/1/1999 7/1/1999 3.66 4 11/1/2011 2/1/2012 3.43 2 3/1/2013 4/1/2013 3.26 2 2/1/2005 3/1/2005 3.11 1 12/1/2001 12/1/2001 3.06 2 5/1/1998 6/1/1998 2.84 1 7/1/2012 7/1/2012 2.50 2 5/1/1994 6/1/1994 2.36 1 11/1/2005 11/1/2005 2.21 1 12/1/2010 12/1/2010 2.13 2 3/1/2006 4/1/2006 2.03 1 4/1/1999 4/1/1999 2.02 3 10/1/2013 12/1/2013 1.85 1 5/1/2000 5/1/2000 1.71 1 11/1/1992 11/1/1992 1.66 1 4/1/2011 4/1/2011 1.61 1 10/1/2003 10/1/2003 1.38 1 11/1/2009 11/1/2009 1.37 1 9/1/1994 9/1/1994 1.29 1 7/1/2011 7/1/2011 1.28 1 9/1/1997 9/1/1997 1.19 1 12/1/1998 12/1/1998 1.09 1 9/1/2005 9/1/2005 1.09 1 2/1/2011 2/1/2011 1.08 1 1/1/2006 1/1/2006 1.01 1 3/1/2002 3/1/2002 0.99 1 2/1/1999 2/1/1999 0.97 1 12/1/2007 12/1/2007 0.91 1 5/1/2001 5/1/2001 0.89 2 2/1/2014 3/1/2014 0.85 1 5/1/2009 5/1/2009 0.54 1 9/1/1995 9/1/1995 0.48 1 9/1/1999 9/1/1999 0.40 1 2/1/2009 2/1/2009 0.36 1 8/1/2009 8/1/2009 0.30 2 12/1/2012 1/1/2013 0.21 1 7/1/2013 7/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.26 2 7/1/1994 8/1/1994 -6.05 6 3/1/2004 8/1/2004 -6.05 2 12/1/1992 1/1/1993 -5.83 1 10/1/1997 10/1/1997 -5.76 2 12/1/2009 1/1/2010 -5.56 4 8/1/2012 11/1/2012 -5.12 3 8/1/2011 10/1/2011 -4.97 3 5/1/2006 7/1/2006 -4.86 1 10/1/1999 10/1/1999 -4.83 2 5/1/2011 6/1/2011 -4.77 4 6/1/2003 9/1/2003 -4.51 2 2/1/2007 3/1/2007 -4.30 2 12/1/1994 1/1/1995 -3.87 3 5/1/2010 7/1/2010 -3.80 1 2/1/1996 2/1/1996 -3.67 3 3/1/1997 5/1/1997 -3.54 2 5/1/2013 6/1/2013 -3.51 1 6/1/2012 6/1/2012 -3.47 3 8/1/1993 10/1/1993 -3.39 1 4/1/1998 4/1/1998 -3.37 1 3/1/2003 3/1/2003 -3.17 2 9/1/2009 10/1/2009 -3.15 2 7/1/2007 8/1/2007 -3.07 1 1/1/2005 1/1/2005 -2.87 2 7/1/2008 8/1/2008 -2.86 3 2/1/2000 4/1/2000 -2.77 2 9/1/1992 10/1/1992 -2.71 2 10/1/2002 11/1/2002 -2.50 2 3/1/2009 4/1/2009 -2.43 2 8/1/2013 9/1/2013 -2.43 2 6/1/2009 7/1/2009 -2.32 1 1/1/1999 1/1/1999 -2.21 1 7/1/1998 7/1/1998 -2.18 1 4/1/2005 4/1/2005 -1.99 1 12/1/2005 12/1/2005 -1.97 2 5/1/1996 6/1/1996 -1.93 2 6/1/2000 7/1/2000 -1.93 1 12/1/1996 12/1/1996 -1.84 1 11/1/2001 11/1/2001 -1.79 1 5/1/1999 5/1/1999 -1.79 1 5/1/1993 5/1/1993 -1.67 1 8/1/1999 8/1/1999 -1.65 1 2/1/2006 2/1/2006 -1.64 1 3/1/2011 3/1/2011 -1.60 1 1/1/2014 1/1/2014 -1.59 2 7/1/1995 8/1/1995 -1.56 1 3/1/1999 3/1/1999 -1.40 1 11/1/2007 11/1/2007 -1.40 2 1/1/2002 2/1/2002 -1.29 1 10/1/1994 10/1/1994 -1.26 1 10/1/1995 10/1/1995 -1.13 1 4/1/2001 4/1/2001 -0.91 1 4/1/2002 4/1/2002 -0.90 1 2/1/2013 2/1/2013 -0.66 1 11/1/2010 11/1/2010 -0.60 2 11/1/2003 12/1/2003 -0.59 1 3/1/2012 3/1/2012 -0.53 2 10/1/1998 11/1/1998 -0.50 1 1/1/2011 1/1/2011 -0.49 1 6/1/2001 6/1/2001 -0.48 1 3/1/1993 3/1/1993 -0.32 1 1/1/2008 1/1/2008 -0.24 1 1/1/2009 1/1/2009 -0.24 1 8/1/2005 8/1/2005 -0.22 1 4/1/1995 4/1/1995 -0.15 1 10/1/2005 10/1/2005 -0.15 1 8/1/1997 8/1/1997 -0.05 1 4/1/1994 4/1/1994 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods262.00260.00257.00251.00245.00239.00227.00215.00203.00 Percent Profitable57.2565.7772.7681.2784.9087.8791.1993.0296.55 Average Period Return0.732.174.399.2114.4320.0632.4746.2161.25 Average Gain2.414.417.0212.1717.5923.2436.0650.0263.68 Average Loss-1.52-2.14-2.64-3.64-3.36-2.92-4.71-4.66-6.68 Best Period12.7314.6720.3730.3839.1154.7880.57109.16131.67 Worst Period-5.83-6.00-8.54-10.56-8.07-7.65-8.90-7.50-9.05 Standard Deviation2.564.325.949.0012.0115.1220.9225.5029.63 Gain Standard Deviation1.963.524.637.1510.1313.2818.2322.1227.16 Loss Standard Deviation1.171.552.112.542.331.982.781.702.31 Sharpe Ratio (1%)0.250.440.650.911.081.191.411.651.90 Average Gain / Average Loss1.592.062.653.345.237.967.6610.759.53 Profit / Loss Ratio2.133.967.0914.4929.4257.6579.25143.27266.83 Downside Deviation (10%)1.472.192.934.064.785.267.077.968.08 Downside Deviation (5%)1.291.661.972.292.101.862.472.372.27 Downside Deviation (0%)1.251.541.761.911.581.221.611.301.30 Sortino Ratio (10%)0.220.430.651.041.431.872.363.104.16 Sortino Ratio (5%)0.501.151.973.596.169.7011.9017.8224.78 Sortino Ratio (0%)0.581.412.494.819.1216.4220.1335.4447.02 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