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Trading Strategy: Equity Fund of Funds / Multi Strategy
For Non-US Investors Only
Program Description: The FTC Gideon I invests in equity indices futures and individual equity funds. The investment universe consists of over 1000 registered equity funds. Two different trading systems, both trend-following in nature are applied.
In February 2009 a market neutral overlay was added to the fund. The goal is to create additional Alpha, especially in bear markets where the exposure of the FTC Gideon I to individual equity funds can drop to 0 percent while the overlay strategy due to its long/short approach can take advantage of trading opportunities.
Over time the combination of trend-following and the systematic overlay is expected to produce return in both up and down markets, with an emphasis on capital preservation.
Investment Information
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 3.97% | 1.37% | -0.98% | 3.56% | -8.12% | 2.15% | 1.87% | -5.20% | 3.79% | 2.18% | 3.35% | 1.33% |
2020 | -3.13% | -9.08% | -15.10% | 10.11% | 2.91% | -0.77% | -1.38% | 3.24% | -0.59% | -2.48% | 6.30% | 1.98% |
2021 | 3.39% | 2.27% | 8.86% | 0.35% | 2.10% | 0.82% | 0.54% | 1.15% | 0.80% | 1.52% | -1.24% | 2.45% |
2022 | -0.13% | -2.58% | 3.05% | -0.97% | -3.57% | -5.32% | 8.11% | -1.71% | -6.43% | 4.51% | 1.99% | -4.97% |
2023 | 2.76% | 0.83% | -0.88% | 1.17% | 2.86% | 2.12% | 1.94% | -0.83% | -1.67% | -4.17% | 6.12% | 3.65% |
2024 | 3.96% | 2.20% | 3.08% | -1.92% |
2019 | 2020 | 2021 | 2022 | 2023 | 2024 YTD | |
---|---|---|---|---|---|---|
ROR | 8.79% | -10.03% | 25.20% | -8.71% | 14.35% | 7.42% |
Max DD | -9.36% | -25.22% | -1.24% | -10.11% | -6.56% | -1.92% |
++ This Manager offers a range of fees: Max selling fee 4.0%
An Important Note on the Start Date and End Dates of this Report. If the Start Date of this Report Predates the Inception of the Program, the Maximum Drawdown from Inception may be larger than indicated in this report. The Inception of this program is Jan 2006
*** Historical Drawdowns & Recoveries: The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown.
Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of
2019-01-31 to 2024-04-30
2. The Compound Annual ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth.
3. Downside Deviation uses a 5% Minimum Acceptable ROR
4. Sharpe Ratio uses a 1% Risk Free ROR
5. Sortino Ratio uses a 5% Minimum Acceptable ROR
6. Calmar Ratio Uses last 36 months of Data
7. Sterling Ratio uses last 36 months of Data
8. The hypothetical growth of $1,000 VAMI
ROR = Rate of Return
AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.
SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.
This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document or Fund's Offering Document.