Trident Asset Management : Global Diversified

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
1/1995
Global Diversified 0.14 - - - - - 0.16 179.49
S&P 500 1.98 - - - - - 53.52 636.43
+/- S&P 500 -1.84 - - - - - -53.36 -456.94

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%
Strategy Pie Chart

Composition

Currency FX
50.00%
Industrial Metals
10.00%
Precious Metals
10.00%
Energy
10.00%
Interest Rates
10.00%
Stock Indices
10.00%
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.

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.

   

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
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
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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
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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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods212.00210.00207.00201.00195.00189.00177.00165.00153.00
Percent Profitable64.6277.1474.4080.6083.5989.9593.79100.00100.00
Average Period Return0.491.482.945.848.8712.1318.9425.3030.74
Average Gain1.132.354.497.6810.9613.7420.3225.3030.74
Average Loss-0.69-1.44-1.56-1.81-1.76-2.27-1.92
Best Period5.329.5014.8623.5921.9128.7642.6158.3267.81
Worst Period-2.91-4.47-4.07-5.78-5.67-6.17-4.990.262.11
Standard Deviation1.222.323.615.597.479.2712.7315.3516.59
Gain Standard Deviation0.961.822.754.546.318.3311.9015.3516.59
Loss Standard Deviation0.631.121.261.711.381.681.41
Sharpe Ratio (1%)0.340.530.680.870.991.091.251.381.55
Average Gain / Average Loss1.631.642.894.256.246.0410.56
Profit / Loss Ratio3.075.528.3817.6431.7754.07159.41
Downside Deviation (10%)0.751.432.233.474.625.396.758.119.62
Downside Deviation (5%)0.590.961.221.451.451.501.310.520.39
Downside Deviation (0%)0.550.871.011.090.900.890.58
Sortino Ratio (10%)0.110.180.210.240.280.350.470.460.32
Sortino Ratio (5%)0.701.282.013.335.106.7612.1840.5965.91
Sortino Ratio (0%)0.901.712.925.379.8513.6532.40

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.