Transtrend B.V. : DTP – Standard Risk (USD)

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

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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	Mar	Qtr	2020	1yr	3yr	5yr	10yr	Since 6/1992
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

Summary

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

Summary

Transtrend 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.

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	262.00	260.00	257.00	251.00	245.00	239.00	227.00	215.00	203.00
Percent Profitable	57.25	65.77	72.76	81.27	84.90	87.87	91.19	93.02	96.55
Average Period Return	0.73	2.17	4.39	9.21	14.43	20.06	32.47	46.21	61.25
Average Gain	2.41	4.41	7.02	12.17	17.59	23.24	36.06	50.02	63.68
Average Loss	-1.52	-2.14	-2.64	-3.64	-3.36	-2.92	-4.71	-4.66	-6.68
Best Period	12.73	14.67	20.37	30.38	39.11	54.78	80.57	109.16	131.67
Worst Period	-5.83	-6.00	-8.54	-10.56	-8.07	-7.65	-8.90	-7.50	-9.05
Standard Deviation	2.56	4.32	5.94	9.00	12.01	15.12	20.92	25.50	29.63
Gain Standard Deviation	1.96	3.52	4.63	7.15	10.13	13.28	18.23	22.12	27.16
Loss Standard Deviation	1.17	1.55	2.11	2.54	2.33	1.98	2.78	1.70	2.31
Sharpe Ratio (1%)	0.25	0.44	0.65	0.91	1.08	1.19	1.41	1.65	1.90
Average Gain / Average Loss	1.59	2.06	2.65	3.34	5.23	7.96	7.66	10.75	9.53
Profit / Loss Ratio	2.13	3.96	7.09	14.49	29.42	57.65	79.25	143.27	266.83
Downside Deviation (10%)	1.47	2.19	2.93	4.06	4.78	5.26	7.07	7.96	8.08
Downside Deviation (5%)	1.29	1.66	1.97	2.29	2.10	1.86	2.47	2.37	2.27
Downside Deviation (0%)	1.25	1.54	1.76	1.91	1.58	1.22	1.61	1.30	1.30
Sortino Ratio (10%)	0.22	0.43	0.65	1.04	1.43	1.87	2.36	3.10	4.16
Sortino Ratio (5%)	0.50	1.15	1.97	3.59	6.16	9.70	11.90	17.82	24.78
Sortino Ratio (0%)	0.58	1.41	2.49	4.81	9.12	16.42	20.13	35.44	47.02

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.

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Transtrend B.V. : DTP – Standard Risk (USD)

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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Find the right managed futures programs for you with our comprehensive free CTA database.

Transtrend B.V. : DTP – Standard Risk (USD)

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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