Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
AXEL is a short term multi system program trading a diversified portfolio of US Futures. Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
AUM & Cumulative Returns
Distribution
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
Futures Truth Company, FTC-CTA Axel
Average RoR
-0.11%
Max Gain
9.33%
Gain Frequency
41.67%
Average Gain
4.69%
Gain Deviation
3.62%
Risk
Standard Deviation
5.14%
Worst Loss
-7.18%
Loss Frequency
58.33%
Average Loss
-3.53%
Loss Deviation
2.62%
Reward/Risk
Sharpe (RFR=1%)
-0.04
Skewness
0.48
Kurtosis
-0.47
Reward
Futures Truth Company, FTC-CTA Axel
Compound RoR
-2.70%
Average RoR
-0.88%
Max Gain
13.08%
Gain Frequency
66.67%
Average Gain
19.61%
Gain Deviation
12.54%
Risk
Standard Deviation
17.81%
Worst Loss
-13.96%
Loss Frequency
33.33%
Average Loss
-41.87%
Loss Deviation
9.09%
Reward/Risk
Sharpe (RFR=1%)
-0.13
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 (Months)
Recovery (Months)
Peak
Valley
-19.66
5
—
10/2014
3/2015
-3.45
2
1
7/2014
9/2014
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
14.38
3
5/2014
7/2014
9.33
1
10/2014
10/2014
0.30
1
4/2015
4/2015
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-19.66
5
11/2014
3/2015
-3.45
2
8/2014
9/2014
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
