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Recent Statistics
  • Mar Return: 4.21%
  • YTD Return: 9.66%
  • Annual CROR:1 32.45 %
  • Worst DD:2 -10.44%
  • Losing Streak:3 0.00 %
  • Sharpe Ratio:4 1.65
  • Min Investment: $5,000,000
  • AUM:5 $33,228,527
  • Calmar Ratio:6 N/A
• The U.S. Volatility (VOL) Strategy aims to take advantage of the systematic mispricing of VIX Futures, which exist due to behavioral and structural reasons. • The Strategy is built upon a classification model with the goal of differentiating between periods where VIX Futures may be overpriced, under priced, or fairly-priced. • Depending on the classification, the VOL Strategy buys or sells VIX futures, hedging the VIX exposure with S&P 500 futures.

Dennis Hammond, the Chief Executive Officer, founded and led Hammond Associates, a nationally recognized institutional consulting firm. Clients included over 300 Colleges and Universities, Foundations, Corporations, Hospitals, and Family Offices with over $60B in assets. Mr. Dennis Hammond holds a B.A. from the University of Kansas, a J.D. from Villanova Law School, and an L.L.M. from Washington University Law School.

Victor Bubnow, the Chief Operating Officer, served as Director of Financial Reporting for Knight-Ridder, Inc., and CFO of Miami Herald. Mr. Bubnow graduated Summa Cum Laude from the University of Florida with a B.A. in Business Administration with a major in Accounting and a minor in Economics. He has been a CPA (currently inactive) since 1976.

Robert Robinson, the Chief Financial Officer, served as Chief Financial Officer for Hammond & Associates for eight years prior to the sale of Hammond in which he played a key role. Previously, served as CFO in the financial services, communications and chemical manufacturing industries. Mr. Robinson is a former U.S. Army officer and graduate of the University of Southern Mississippi with degrees in accounting and finance.

Trishul Patel, Senior Managing Director, Quantitative & Volatility Research, was the head of Quantitative Analysis for Regent Markets Group in Malaysia, where his team created a market in proprietary derivatives with over $750 million in notional value across all products including FX, Commodities, Indices, and Stocks. Trishul attended the National University of Singapore - Centre for Quant Finance, and holds a BSCE, Master of Engineering, and MBA from Cornell University.

Accounting Notes: The following represents the pro forma extracted trading results of a trading strategy managed by Sandpointe, LLC. The historical performance has been retroactively adjusted on a pro forma basis to reflect the trading strategy and the cost/fee structure of the program being offered. The pro forma management fee is calculated at a rate of 2% per annum. The pro forma performance fee is calculated at a rate of 20% of pro forma gross profits and losses reduced by the pro forma management fee. Pro forma rate of return is calculated by dividing the pro forma gross profits and losses less the pro forma management and performance fees by the pro forma beginning net asset value.


  • Trading Methodology
    100% Discretionary
  • Style Sub-Categories
    Fundamental
  • Trading Style
    100% Managed Futures
  • Market Allocation

  • Holding Period
    100% Long Term
  • Sector
    US
    Contracts
    Futures
    Options
    ETFs

Pro Forma Performance adjusted for a 2% Management Fee and 20% Incentive Fee

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2017 5.74% -0.49% 4.21%   9.66% -0.49%
2016 -0.02% -1.81% 11.95% 1.69% 12.64% -5.27% 8.88% 3.18% 0.58% -0.74% -0.12% -0.83% 32.48% -5.27%
2015-0.17% 10.17% 8.21% 8.96% 6.29% -0.14% 1.17% 1.99% -2.06% -6.47% 2.30% -2.65% 29.55% -8.77%

Years201520162017 YTD
ROR29.55%32.48%9.66%
Max DD-8.77%-5.27%-0.49%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Program Information
  • Start Date: May-2014
  • New Money: Yes
  • Min Investment: $5,000,000
  • Fund Minimum: $5,000,000
  • Notional Funds: No
  • NFA Member: Yes
  • NFA Number: 0478270
  • Currency: US Dollar
  • AUM:5 $33,228,527
  • Annual CROR:1 : 32.45%
  • Worst Drawdown:2 -10.44 %
  • Losing Streak:3 0.00 %
  • Sharpe Ratio:4 1.65
  • Calmar Ratio:6 N/A
  • Margin:7: 0
  • Mgt Fee: 2.00%
  • Incentive Fee: 20.00%
  • Other Fees: None
  • Avg Comm:8 0
  • Max Comm:9:
  • Round Turns:10 0
Additional Information
  • Other Memberships: None Listed
  • Correlations: AG CTA Index: -0.211 | AG Discretionary CTA Index: 0.138 |
  • Track Record Prepared By: Arthur F. Bell & Associates

    Accounting Notes: The following represents the pro forma extracted trading results of a trading strategy managed by Sandpointe, LLC. The historical performance has been retroactively adjusted on a pro forma basis to reflect the trading strategy and the cost/fee structure of the program being offered. The pro forma management fee is calculated at a rate of 2% per annum. The pro forma performance fee is calculated at a rate of 20% of pro forma gross profits and losses reduced by the pro forma management fee. Pro forma rate of return is calculated by dividing the pro forma gross profits and losses less the pro forma management and performance fees by the pro forma beginning net asset value.

  • Chart
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  • * By selecting to be contacted by a Representatives Autumn Gold may refer you to a third party broker or directly to the Manager.

    (P) - Proprietary Trading Results (C) - Client Trading Results

    1. Rate of Returns are calculated from the start date of each program. Usually returns are calculated based on the Annual Compounded Rate of Return method. In some cases returns have been calculated on an Non-Compounded basis. This would occur when a Manager trades based on account unit rather than on account equity.

         The Annual Compound Rate of Return ("Annual CROR") represents the compounded rate of return or each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period.

         Annual Rate of Return ("Annual ROR") is calculated adding each month's return.

    2. The Worst Peak-to-Valley Drawdown ("Worst Drawdown") is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value.

    3. The Current Losing Streak ("Losing Streak") represents the extent of the Adviso'rs current drawdown.

    4. Sharpe Ratio is a risk adjusted ratio that rewards consistancy of returns. Traders are penalized for volatility regardless of whether it is onthe up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.

    5. Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

    6. Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

    7. Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

    8. The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

    9. Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

    10. Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

  • RISK DISCLOSURE

    PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

    THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND/OR FOREIGN EXCHANGE ('FOREX') IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

    PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

    THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

    PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

    AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.