RAM Management Group

MRTP Aggressive

Year-to-Date
N/A
Minimum Investment
1,000,000
Management Fee 3.00%
Performance Fee 20.00%
Annualized Volatility 31.20%
Sharpe (RFR=1%) 0.34
CAROR 7.21%
Assets 4,050,000
Worst Drawdown -64.82
S&P Correlation -0.20

Summary

The Advisor's technical trading system is designed to forecast and take advantage of trends and counter-trends in futures prices. The MRTP program described here invests only in futures contracts. Strategy: The Managed Risk Trading Program (MRTP) employs a technically based systematic trading model. It utilizes multiple breakout, volatility, trend and counter-trend following characteristics to generate entry and exit trade signals in over 25 different commodity, foreign exchange, equity index, and financial based futures contracts. The trading model's objective is to capitalize on the direction of price movement experienced in a wide range of futures markets. The MRTP uses various proprietary technical, statistical, and pattern recognition analysis to identify potential profit opportunities. Risk Management: The key to the MRTP Programs' past success in providing consistent returns, which have been non-correlated to highly followed equity indices, has been its ability to manage risk. The MRTP manages risk with the objective of limiting losses, diversifying positions, and preserving capital. Strategies and risk control features include limiting the overall number of trades in each market and across all markets, use of protective stops, and use of less aggressive risk/reward objectives (Conservative program only). At the same time, the MRTP suppresses risk by limiting duplications of positions in closely related markets, by restricting the initiation of positions to situations in which the Advisor feels the likelihood of a profit is higher than normal, and by trading in many different futures markets. The key factor, the Advisor believes, in limiting drawdowns is the MRTP's ability to identify situations in which responding to initiation signals is more likely than usual to lead to a losing trade. Hence, the MRTP is strives to preserve more capital for opening positions that are, in the judgment of the Advisor, more likely than usual to be profitable. Money Management: The money management portion of the strategy utilizes individual futures market volatility studies, individual account balances, and overall established risk settings to calculate position size. It also uses these features as a function to equalize the acceptable risk exposure per unit-position. The objective is to equally weight the position size with the amount of acceptable dollar risk for each of the various futures market