Trident Asset Management : Global Currency - Aggressive Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -0.05% Min Investment $ 3,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 2.58% Sharpe (RFR=1%) 1.58 CAROR 5.16% Assets $ 35.8M Worst DD -2.44 S&P Correlation 0.23 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since9/2006 Global Currency - Aggressive -0.05 - - - - - -0.37 34.12 S&P 500 3.96 - - - - - 37.59 159.32 +/- S&P 500 -4.01 - - - - - -37.96 -125.20 Strategy Description Summary-Trident Asset Management employs a 100% discretionary trading methodology, with investment decisions based on economic fundamental and technical analysis, used in conjunction with solid risk management techniques to control volatility and risk. The objective of this trading methodology... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD 15.00% Worst Peak-to-Trough -2.44% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 30.00% 1-3 Months 30.00% 1-30 Days 10.00% Intraday 30.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 70.00% Technical 30.00% Composition Currency FX 100.00% Summary-Trident Asset Management employs a 100% discretionary trading methodology, with investment decisions based on economic fundamental and technical analysis, used in conjunction with solid risk management techniques to control volatility and risk. The objective of this trading methodology is to identify both improperly valued assets, as well as markets near their cyclical extremes and to initiate trading positions which will capitalize on the eventual corrections is asset prices brought about by market forces. The strategy will also attempt to exploit any aberrations in the global markets resulting from unexpected political or monetary events that occur from time to time. 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 -2.44 8 5 3/1/2008 11/1/2008 -1.46 11 - 4/1/2011 3/1/2012 -0.39 1 3 1/1/2010 2/1/2010 -0.24 1 1 10/1/2010 11/1/2010 -0.23 1 1 5/1/2009 6/1/2009 -0.20 3 1 12/1/2010 3/1/2011 -0.04 1 1 6/1/2010 7/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 21.10 19 9/1/2006 3/1/2008 6.84 7 7/1/2009 1/1/2010 5.35 6 12/1/2008 5/1/2009 1.80 4 3/1/2010 6/1/2010 0.86 3 8/1/2010 10/1/2010 0.43 1 12/1/2010 12/1/2010 0.25 2 8/1/2008 9/1/2008 0.23 1 4/1/2011 4/1/2011 0.18 2 4/1/2012 5/1/2012 0.16 1 10/1/2011 10/1/2011 0.14 2 7/1/2011 8/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -1.90 4 4/1/2008 7/1/2008 -0.90 5 11/1/2011 3/1/2012 -0.87 2 5/1/2011 6/1/2011 -0.80 2 10/1/2008 11/1/2008 -0.39 1 2/1/2010 2/1/2010 -0.24 1 11/1/2010 11/1/2010 -0.23 1 6/1/2009 6/1/2009 -0.20 3 1/1/2011 3/1/2011 -0.05 1 6/1/2012 6/1/2012 -0.04 1 7/1/2010 7/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods70.0068.0065.0059.0053.0047.0035.0023.00 Percent Profitable68.5776.4772.3174.5890.5795.74100.00100.00 Average Period Return0.421.222.334.366.448.8615.1218.30 Average Gain0.731.803.546.077.209.2615.1218.30 Average Loss-0.28-0.68-0.84-0.65-0.87-0.23 Best Period2.666.6210.9517.7320.1918.9226.9734.62 Worst Period-0.81-1.78-1.97-1.33-1.31-0.317.8210.62 Standard Deviation0.741.783.114.825.324.504.397.26 Gain Standard Deviation0.681.622.814.425.014.154.397.26 Loss Standard Deviation0.250.450.520.370.370.11 Sharpe Ratio (1%)0.460.540.590.700.931.522.751.96 Average Gain / Average Loss2.612.654.209.418.3139.73 Profit / Loss Ratio6.268.6210.9627.5979.80893.89 Downside Deviation (10%)0.421.081.973.444.214.082.926.63 Downside Deviation (5%)0.230.500.760.880.780.49 Downside Deviation (0%)0.200.390.520.370.280.05 Sortino Ratio (10%)0.04-0.01-0.07-0.19-0.27-0.34-0.22-0.49 Sortino Ratio (5%)1.451.942.413.816.3113.87 Sortino Ratio (0%)2.133.124.5011.7022.63175.38 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