Trident Asset Management : Global Currency - Aggressive

archived programs
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

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 Since
9/2006
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%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

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.

   

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
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
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Average Gain:
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Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
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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
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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
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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.