Trident Capital Management LLC : Trident Futures Fund LP

Year-to-Date
8.40%
Jun Performance
1.10%
Min Investment
$ 1,000k
Mgmt. Fee
1.50%
Perf. Fee
20.00%
Annualized Vol
12.95%
Sharpe (RFR=1%)
1.18
CAROR
-
Assets
$ 18.8M
Worst DD
-6.06
S&P Correlation
-0.17

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
1/2019
Trident Futures Fund LP 1.10 -1.12 8.40 8.81 - - - 26.10
S&P 500 1.84 19.95 -4.04 5.39 - - - 14.64
+/- S&P 500 -0.74 -21.07 12.44 3.42 - - - 11.46

Strategy Description

Investment Strategy

Trident Capital Management LLC (“Trident” or “Trident Capital”) is a systematic, diversified, global macro strategy that provides exposure to fixed income, equities, foreign exchange, and commodities through managed futures. Combined with proprietary Momentum Models created... Read More

Account & Fees

Type Fund
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 5.00
Management Fee 1.50%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 15-30 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 4000 RT/YR/$M
Avg. Margin-to-Equity 8%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 70.00%
1-30 Days 30.00%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Composition

Interest Rates
42.00%
Stock Indices
29.00%
Energy
18.00%
Currency Futures
4.00%
Softs
3.00%
Industrial Metals
2.00%
Precious Metals
2.00%
Composition Pie Chart

Investment Strategy

Trident Capital Management LLC (“Trident” or “Trident Capital”) is a systematic, diversified, global macro strategy that provides exposure to fixed income, equities, foreign exchange, and commodities through managed futures. Combined with proprietary Momentum Models created for the post 2008 trading era, Trident features two unique models: the Vega and Risk Regime models, which use proprietary measures of market volatility and risk appetite to add stability and consistency to Trident’s portfolio. These models are meant to be especially valuable in times of crisis by either being “short” equity or “long” fixed income, or both.

   

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
-6.06 2 5 8/1/2019 10/1/2019
-3.17 1 1 4/1/2019 5/1/2019
-2.20 2 - 3/1/2020 5/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
11.59 3 6/1/2019 8/1/2019
10.30 1 3/1/2020 3/1/2020
9.93 4 1/1/2019 4/1/2019
4.87 3 11/1/2019 1/1/2020
1.10 1 6/1/2020 6/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.06 2 9/1/2019 10/1/2019
-3.17 1 5/1/2019 5/1/2019
-2.20 2 4/1/2020 5/1/2020
-1.20 1 2/1/2020 2/1/2020
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods18.0016.0013.007.00
Percent Profitable66.6775.0092.31100.00
Average Period Return1.364.177.8614.84
Average Gain3.106.628.7314.84
Average Loss-2.11-3.16-2.67
Best Period10.3011.5915.8919.79
Worst Period-5.30-4.46-2.678.81
Standard Deviation3.745.096.413.62
Gain Standard Deviation3.192.935.833.62
Loss Standard Deviation1.871.51
Sharpe Ratio (1%)0.340.771.153.82
Average Gain / Average Loss1.472.103.28
Profit / Loss Ratio2.936.2939.30
Downside Deviation (10%)1.762.291.65
Downside Deviation (5%)1.611.830.88
Downside Deviation (0%)1.571.710.74
Sortino Ratio (10%)0.541.293.27
Sortino Ratio (5%)0.802.158.37
Sortino Ratio (0%)0.872.4410.62

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.