TYL Trading : Spartan

archived programs
Year-to-Date
N / A
Dec Performance
-1.05%
Min Investment
$ 100k
Mgmt. Fee
3.00%
Perf. Fee
25.00%
Annualized Vol
72.03%
Sharpe (RFR=1%)
0.54
CAROR
23.29%
Assets
$ 400k
Worst DD
-47.99
S&P Correlation
-0.01

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
5/2007
Spartan -1.05 - - - - - - 74.76
S&P 500 1.78 - - - - - - 126.32
+/- S&P 500 -2.83 - - - - - - -51.56

Strategy Description

Summary

The SPARTAN Program methodology is primarily a medium to long term directional trend following model. 100% discretion used for trade selection. The principal objective is to make outsized returns by capturing major price moves. Attempt to risk about 2% on new trades and keep overall... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 3.00%
Performance Fee 25.00%
Average Commission $8.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 800 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Composition

Summary

The SPARTAN Program methodology is primarily a medium to long term directional trend following model. 100% discretion used for trade selection. The principal objective is to make outsized returns by capturing major price moves. Attempt to risk about 2% on new trades and keep overall drawdown under 50%. Can be used as absolute return investment vehicle or as a diversification tool for a portfolio of traditional investments.

   

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
-47.99 20 - 2/1/2008 10/1/2009
-23.98 3 2 1/1/0001 7/1/2007
-2.86 1 2 9/1/2007 10/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
169.56 4 11/1/2007 2/1/2008
63.89 2 8/1/2007 9/1/2007
17.75 2 4/1/2009 5/1/2009
5.55 1 6/1/2008 6/1/2008
4.10 1 11/1/2009 11/1/2009
2.93 2 7/1/2009 8/1/2009
2.72 1 1/1/2009 1/1/2009
0.05 1 10/1/2008 10/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-32.41 3 3/1/2008 5/1/2008
-23.98 3 5/1/2007 7/1/2007
-20.17 3 7/1/2008 9/1/2008
-10.87 2 2/1/2009 3/1/2009
-9.51 2 9/1/2009 10/1/2009
-9.10 1 6/1/2009 6/1/2009
-2.86 1 10/1/2007 10/1/2007
-1.05 1 12/1/2009 12/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods32.0030.0027.0021.0015.00
Percent Profitable43.7543.3348.1547.6266.67
Average Period Return3.3010.8726.0235.6539.30
Average Gain15.8138.4467.2491.5172.76
Average Loss-7.24-10.21-12.26-15.13-27.61
Best Period96.06165.65277.06163.12151.16
Worst Period-26.06-32.41-40.34-46.32-42.52
Standard Deviation20.7938.3064.7266.9860.32
Gain Standard Deviation26.0344.7573.4956.0143.55
Loss Standard Deviation6.318.2210.7213.898.66
Sharpe Ratio (1%)0.150.280.390.520.63
Average Gain / Average Loss2.183.765.496.052.63
Profit / Loss Ratio1.912.885.095.505.27
Downside Deviation (10%)6.9310.5012.9517.4420.81
Downside Deviation (5%)6.759.9011.8215.1017.39
Downside Deviation (0%)6.709.7511.5414.5516.56
Sortino Ratio (10%)0.420.921.821.761.52
Sortino Ratio (5%)0.481.072.162.292.17
Sortino Ratio (0%)0.491.112.252.452.37

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.