Trident Asset Management : Global Diversified

Year-to-Date: N / A
Aug Performance: 0.14%

Min Investment: $ 3,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 4.22%
Sharpe (RFR=1%): 1.17
CAROR: 5.99%

Assets: $ 50.0M
Worst DD: -6.68
S&P Correlation: 0.14

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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	Aug	Qtr	2020	1yr	3yr	5yr	10yr	Since 1/1995
Global Diversified	0.14	-	-	-	-	-	-0.87	179.49
S&P 500	1.98	-	-	-	-	-	53.52	690.24
+/- S&P 500	-1.84	-	-	-	-	-	-54.39	-510.75

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. ... 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	$8.00
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	10%
Targeted Worst DD	-10.00%
Worst Peak-to-Trough	7.01%
Sector Focus	Diversified 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: 50.00%
Industrial Metals: 10.00%
Precious Metals: 10.00%
Energy: 10.00%
Interest Rates: 10.00%
Stock Indices: 10.00%

Summary

Investment Strategy

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:

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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
-6.68	14	12	2/1/2001	4/1/2002
-5.37	12	6	10/1/2003	10/1/2004
-4.10	3	6	1/1/2000	4/1/2000
-3.31	5	4	12/1/1995	5/1/1996
-2.70	2	5	4/1/2005	6/1/2005
-2.52	4	2	11/1/1996	3/1/1997
-1.22	1	1	9/1/1998	10/1/1998
-1.21	6	-	12/1/2010	6/1/2011
-1.17	1	2	7/1/2003	8/1/2003
-1.15	2	1	6/1/1999	8/1/1999
-0.97	1	2	6/1/1995	7/1/1995
-0.79	1	3	3/1/2006	4/1/2006
-0.75	1	1	3/1/1999	4/1/1999
-0.75	1	1	3/1/2008	4/1/2008
-0.65	1	1	8/1/2006	9/1/2006
-0.47	1	1	12/1/2000	1/1/2001
-0.47	3	2	1/1/2010	4/1/2010
-0.46	1	1	11/1/2009	12/1/2009
-0.46	1	1	3/1/2009	4/1/2009
-0.46	1	1	11/1/2005	12/1/2005
-0.40	1	1	5/1/2003	6/1/2003
-0.36	1	1	7/1/1997	8/1/1997
-0.34	1	1	8/1/2008	9/1/2008
-0.25	1	1	10/1/2010	11/1/2010
-0.14	1	1	12/1/1998	1/1/1999
-0.12	1	1	5/1/2009	6/1/2009
-0.05	1	1	9/1/1999	10/1/1999

Consecutive Gains

Run-up	Length (Mos.)	Start	End
15.34	15	10/1/2006	12/1/2007
14.86	6	1/1/1995	6/1/1995
13.59	13	9/1/1997	9/1/1998
9.48	6	6/1/1996	11/1/1996
8.65	5	8/1/1995	12/1/1995
8.21	3	3/1/2003	5/1/2003
7.14	4	4/1/1997	7/1/1997
7.11	5	7/1/2009	11/1/2009
6.53	4	5/1/2008	8/1/2008
5.59	3	2/1/2005	4/1/2005
5.26	6	10/1/2008	3/1/2009
4.95	6	7/1/2000	12/1/2000
4.10	1	5/1/2002	5/1/2002
3.80	3	1/1/2006	3/1/2006
3.65	2	5/1/1999	6/1/1999
3.65	2	11/1/1998	12/1/1998
3.35	1	1/1/2003	1/1/2003
3.19	2	2/1/2008	3/1/2008
2.87	1	5/1/2009	5/1/2009
2.45	2	10/1/2005	11/1/2005
2.36	2	9/1/2003	10/1/2003
2.36	1	7/1/2003	7/1/2003
2.35	2	2/1/1999	3/1/1999
2.10	6	5/1/2010	10/1/2010
2.06	2	7/1/2005	8/1/2005
1.92	3	4/1/2004	6/1/2004
1.82	4	5/1/2006	8/1/2006
1.68	2	11/1/2004	12/1/2004
1.49	1	9/1/1999	9/1/1999
0.93	3	11/1/1999	1/1/2000
0.81	1	10/1/2002	10/1/2002
0.72	1	1/1/2010	1/1/2010
0.70	1	2/1/2001	2/1/2001
0.58	1	7/1/2002	7/1/2002
0.56	1	3/1/2002	3/1/2002
0.55	1	10/1/2001	10/1/2001
0.52	1	12/1/2010	12/1/2010
0.42	2	1/1/1997	2/1/1997
0.34	2	7/1/2011	8/1/2011
0.30	1	5/1/2000	5/1/2000
0.26	1	12/1/2003	12/1/2003
0.24	2	7/1/2012	8/1/2012
0.20	1	10/1/2011	10/1/2011
0.14	1	4/1/2011	4/1/2011
0.12	1	3/1/2012	3/1/2012
0.08	1	3/1/2010	3/1/2010
0.05	1	12/1/2011	12/1/2011
0.03	1	5/1/2012	5/1/2012

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-5.03	4	7/1/2004	10/1/2004
-4.10	3	2/1/2000	4/1/2000
-3.96	7	3/1/2001	9/1/2001
-3.31	5	1/1/1996	5/1/1996
-2.70	2	5/1/2005	6/1/2005
-2.61	2	11/1/2002	12/1/2002
-2.42	4	11/1/2001	2/1/2002
-2.32	2	8/1/2002	9/1/2002
-1.97	3	1/1/2004	3/1/2004
-1.61	1	2/1/2003	2/1/2003
-1.58	1	12/1/1996	12/1/1996
-1.51	1	4/1/2002	4/1/2002
-1.37	1	3/1/1997	3/1/1997
-1.22	1	10/1/1998	10/1/1998
-1.18	1	1/1/2005	1/1/2005
-1.17	1	8/1/2003	8/1/2003
-1.15	2	7/1/1999	8/1/1999
-0.97	1	7/1/1995	7/1/1995
-0.87	2	5/1/2011	6/1/2011
-0.79	1	4/1/2006	4/1/2006
-0.75	1	4/1/2008	4/1/2008
-0.75	1	4/1/1999	4/1/1999
-0.65	1	9/1/2006	9/1/2006
-0.53	1	11/1/2003	11/1/2003
-0.48	3	1/1/2011	3/1/2011
-0.47	1	1/1/2001	1/1/2001
-0.46	1	12/1/2009	12/1/2009
-0.46	1	4/1/2009	4/1/2009
-0.46	1	12/1/2005	12/1/2005
-0.44	2	1/1/2012	2/1/2012
-0.41	1	9/1/2005	9/1/2005
-0.40	1	6/1/2003	6/1/2003
-0.39	1	2/1/2010	2/1/2010
-0.36	1	8/1/1997	8/1/1997
-0.34	1	9/1/2008	9/1/2008
-0.25	1	11/1/2010	11/1/2010
-0.16	1	4/1/2010	4/1/2010
-0.14	1	1/1/1999	1/1/1999
-0.12	1	6/1/2009	6/1/2009
-0.10	1	4/1/2012	4/1/2012
-0.09	1	6/1/2002	6/1/2002
-0.09	1	6/1/2000	6/1/2000
-0.08	1	6/1/2012	6/1/2012
-0.05	1	10/1/1999	10/1/1999
-0.02	1	9/1/2011	9/1/2011

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	212.00	210.00	207.00	201.00	195.00	189.00	177.00	165.00	153.00
Percent Profitable	64.62	77.14	74.40	80.60	83.59	89.95	93.79	100.00	100.00
Average Period Return	0.49	1.48	2.94	5.84	8.87	12.13	18.94	25.30	30.74
Average Gain	1.13	2.35	4.49	7.68	10.96	13.74	20.32	25.30	30.74
Average Loss	-0.69	-1.44	-1.56	-1.81	-1.76	-2.27	-1.92
Best Period	5.32	9.50	14.86	23.59	21.91	28.76	42.61	58.32	67.81
Worst Period	-2.91	-4.47	-4.07	-5.78	-5.67	-6.17	-4.99	0.26	2.11
Standard Deviation	1.22	2.32	3.61	5.59	7.47	9.27	12.73	15.35	16.59
Gain Standard Deviation	0.96	1.82	2.75	4.54	6.31	8.33	11.90	15.35	16.59
Loss Standard Deviation	0.63	1.12	1.26	1.71	1.38	1.68	1.41
Sharpe Ratio (1%)	0.34	0.53	0.68	0.87	0.99	1.09	1.25	1.38	1.55
Average Gain / Average Loss	1.63	1.64	2.89	4.25	6.24	6.04	10.56
Profit / Loss Ratio	3.07	5.52	8.38	17.64	31.77	54.07	159.41
Downside Deviation (10%)	0.75	1.43	2.23	3.47	4.62	5.39	6.75	8.11	9.62
Downside Deviation (5%)	0.59	0.96	1.22	1.45	1.45	1.50	1.31	0.52	0.39
Downside Deviation (0%)	0.55	0.87	1.01	1.09	0.90	0.89	0.58
Sortino Ratio (10%)	0.11	0.18	0.21	0.24	0.28	0.35	0.47	0.46	0.32
Sortino Ratio (5%)	0.70	1.28	2.01	3.33	5.10	6.76	12.18	40.59	65.91
Sortino Ratio (0%)	0.90	1.71	2.92	5.37	9.85	13.65	32.40

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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Trident Asset Management : Global Diversified

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Trident Asset Management : Global Diversified

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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