TrueAlpha Technology Asset Management : PMC Managed Futures SP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance -1.90% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.51% Sharpe (RFR=1%) 1.14 CAROR 13.18% Assets $ 50.0M Worst DD -12.13 S&P Correlation -0.21 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 May Qtr YTD 1yr 3yr 5yr 10yr Since3/2013 PMC Managed Futures SP -1.90 - - - - 14.36 - 91.57 S&P 500 2.16 - - - - 64.22 - 179.88 +/- S&P 500 -4.06 - - - - -49.86 - -88.31 Strategy Description SummaryMiran Managed Futures Segregated Portfolio offers a 100% intraday trend following and counter-trend strategies across global index futures markets with a focus on Asia markets, particularly greater china. ... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 3.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 9000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -12.00% Worst Peak-to-Trough 4.85% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 20.00% Momentum 20.00% Pattern Recognition 20.00% Technical 20.00% Trend-following 20.00% Composition Stock Indices 75.00% Energy 15.00% Precious Metals 10.00% SummaryMiran Managed Futures Segregated Portfolio offers a 100% intraday trend following and counter-trend strategies across global index futures markets with a focus on Asia markets, particularly greater china. Investment Strategy100% intraday strategy focused on intraday trend-following and intraday mean reversion. System is 100% automated with signals generated by technical information that includes price, volume, open interest and order book information. Risk Management1) Each signal generated always come with a stoploss predetermined. 2) Daily PNL stoploss Limit 3) Each market has a maxium gross exposure limit. And an aggregate max exposure limit. 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 -12.13 2 5 6/1/2014 8/1/2014 -6.11 2 2 8/1/2013 10/1/2013 -3.65 5 3 10/1/2015 3/1/2016 -3.13 3 6 7/1/2016 10/1/2016 -2.78 1 2 5/1/2015 6/1/2015 -2.77 1 2 2/1/2014 3/1/2014 -1.90 1 - 4/1/2018 5/1/2018 -0.86 1 1 1/1/2015 2/1/2015 -0.53 1 1 6/1/2017 7/1/2017 -0.50 1 1 5/1/2013 6/1/2013 -0.45 2 1 11/1/2017 1/1/2018 -0.15 1 1 1/1/0001 3/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 22.03 3 3/1/2015 5/1/2015 20.09 4 11/1/2013 2/1/2014 12.58 4 7/1/2015 10/1/2015 12.31 3 9/1/2014 11/1/2014 8.17 3 4/1/2014 6/1/2014 7.40 4 3/1/2017 6/1/2017 6.79 4 8/1/2017 11/1/2017 5.50 4 4/1/2016 7/1/2016 4.23 2 7/1/2013 8/1/2013 4.09 3 2/1/2018 4/1/2018 3.28 1 1/1/2015 1/1/2015 1.79 1 11/1/2016 11/1/2016 1.35 1 9/1/2016 9/1/2016 0.85 2 4/1/2013 5/1/2013 0.67 1 1/1/2017 1/1/2017 0.27 1 1/1/2016 1/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -12.13 2 7/1/2014 8/1/2014 -6.11 2 9/1/2013 10/1/2013 -2.78 1 6/1/2015 6/1/2015 -2.77 1 3/1/2014 3/1/2014 -2.32 1 10/1/2016 10/1/2016 -2.15 1 8/1/2016 8/1/2016 -2.04 2 11/1/2015 12/1/2015 -1.91 2 2/1/2016 3/1/2016 -1.90 1 5/1/2018 5/1/2018 -0.98 1 12/1/2016 12/1/2016 -0.96 1 12/1/2014 12/1/2014 -0.86 1 2/1/2015 2/1/2015 -0.53 1 7/1/2017 7/1/2017 -0.50 1 6/1/2013 6/1/2013 -0.45 2 12/1/2017 1/1/2018 -0.15 1 3/1/2013 3/1/2013 -0.14 1 2/1/2017 2/1/2017 Show More 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