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Subject:
Anderson Creek Trading - Standard Diversified Strategy (Prop)
Anderson Creek Trading
Standard Diversified Strategy (Prop)
Prop.
Overview
Charts
Stats & Ratios
Show All
Investment Strategy
Anderson Creek Trading's Standard Diversified Strategy is a quantitative systematic diversified trend-following strategy trading the long and short side of futures markets in foreign currencies, grains, softs, energy, metals, meats, interest rates, and equity indexes.Â
Performance (VAMI)
Monthly Returns
Fund Manager
Markham Gross
Fund Information
Inception Date
Jul 2012
Minimum Investment
250,000 USD
Management Fee
2.00%
Performance Fee
20.00%
Highwater Mark
Yes
Phone
7752985083
E-mail
[email protected]
Website
andersoncreekcta.com
Statistics
Total Return Cumulative
23.73%
Sharpe Ratio
0.19
Sortino Ratio
0.22
Winning Months (%)
47.62%
Correlation vs. S&P 500 TR
0.01
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
1.48
8.70
2.39
-1.05
0.30
0.98
-0.61
-6.33
2.87
8.41
2023
0.11
-4.26
-3.04
2.93
4.11
3.82
0.35
-5.33
-4.38
-1.76
-1.78
0.84
-8.61
2022
2.67
5.38
-0.35
2.69
-4.83
-3.81
-1.97
-2.55
-0.44
-0.67
-4.71
0.34
-8.45
2021
2.98
11.82
-0.98
3.87
-1.70
-1.50
-2.92
1.58
2.34
-1.77
-2.17
-1.45
9.61
2020
-1.46
7.04
12.93
-0.06
0.43
-2.87
9.61
6.96
-3.06
2.24
9.88
15.83
71.74
2019
-2.55
-0.35
-2.78
2.09
-3.29
-1.24
-2.14
3.30
-6.55
-2.49
-0.66
-0.25
-15.97
2018
12.57
-0.87
-5.65
-1.04
1.14
-2.98
-0.70
2.10
0.60
-9.54
-2.02
3.86
-4.01
2017
-7.48
-0.97
0.12
0.74
-0.68
-6.47
6.23
-1.76
-3.24
3.10
1.39
-2.96
-12.07
2016
1.36
1.45
-4.15
3.10
-4.74
-3.04
-1.37
0.67
1.17
-2.78
4.36
-2.66
-6.89
2015
2.99
-1.09
1.01
-3.32
-0.01
-2.12
-3.26
-0.83
3.96
-5.24
5.02
-3.42
-6.67
2014
0.48
-1.16
0.76
-2.70
0.14
1.31
6.04
0.50
12.32
-5.34
3.75
0.89
17.16
2013
0.07
0.50
0.25
0.36
1.50
0.33
-1.73
-0.63
-0.23
1.33
-0.67
-1.10
-0.07
2012
0.64
1.28
1.29
-2.23
-0.33
-0.17
0.44
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Monthly Returns
Performance (VAMI)
Distribution of Monthly Returns
12 Month Rolling ROR
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
AUM
Volatility (12 Months Rolling)
Risk/Return Comparison
Drawdown
Instruments
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Return Statistics
Last Month
-
Year To Date
8.41%
3 Month ROR
-4.23%
12 Months ROR
5.48%
36 Month ROR
-14.11%
Total Return Cumulative
23.73%
Total Return Annualized
1.75%
Best Month
15.83%
Winning Months (%)
47.62%
Gain Deviation
3.59
Risk Statistics
Standard Deviation Annualized
13.87%
Max Drawdown (Monthly)
-41.03%
Max Drawdown # of Months
71
Worst Month
-9.54%
Losing Months (%)
52.38%
Average Losing Month
-2.48%
Loss Deviation
1.93
Correlation vs S&P 500
0.01
Correlation vs DJ/CS MF
0.37
Risk/Reward Statistics
Sharpe Ratio
0.19
Sortino Ratio
0.22
Omega Ratio
0.66
Skewness
1.17
Kurtosis
2.71
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-41.03%
-
60
-
11
-
02/2015
-
12/2020
-
2
-25.06%
-
19
-
0
-
05/2022
-
-
-
3
-7.46%
-
8
-
2
-
05/2021
-
02/2022
-
4
-5.57%
-
10
-
3
-
07/2013
-
07/2014
-
5
-5.34%
-
1
-
3
-
10/2014
-
01/2015
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
15.83%
-9.54%
0.22%
-0.23%
2.87%
47.62%
3 Months
33.38%
-11.07%
0.71%
-0.98%
-4.23%
44.14%
6 Months
50.74%
-14.16%
1.63%
-1.20%
-4.02%
43.66%
1 Year
87.49%
-21.09%
3.52%
-2.26%
5.48%
42.65%
2 Years
96.12%
-29.39%
8.01%
-7.20%
-5.91%
43.55%
3 Years
81.69%
-30.79%
11.30%
0.55%
-14.11%
50.00%
5 Years
65.26%
-41.03%
13.03%
17.31%
64.96%
53.41%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
1.75%
5.28%
11.81%
22.19%
58.08%
116.45%
% Positive
47.62%
44.14%
43.66%
42.65%
43.55%
50.00%
Avg. Pos. Period
3.19%
6.83%
11.63%
20.50%
36.39%
38.24%
Avg. Neg. Period
-2.48%
-4.13%
-6.12%
-9.11%
-13.88%
-15.65%
Sharpe Ratio
0.19
0.32
0.45
0.56
0.84
1.16
Sortino Ratio
0.22
0.40
0.60
0.73
1.19
1.84
Standard Deviation
4.00%
7.75%
12.63%
21.59%
32.99%
33.75%
Downside Deviation
2.27%
3.74%
5.42%
7.96%
11.28%
12.54%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Fund Information
Minimum Investment
250,000 USD (notional funding: 40.00%)
AUM
1,761,249 USD
Management Fee
2.00%
Performance Fee
20.00%
Highwater Mark
Yes
RT per Million
750
Margin to Equity
-
Legal Structure
Managed Account
Investment Restriction
None
Company Information
Company
Anderson Creek Trading
Principal
Markham Gross
Phone
7752985083
E-mail
[email protected]
License Number
NFA 473128
Location
Incline Village , United States
Performance Compiled by
Turnkey Trading Partners
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
1.48
8.70
2.39
-1.05
0.30
0.98
-0.61
-6.33
2.87
8.41
2023
0.11
-4.26
-3.04
2.93
4.11
3.82
0.35
-5.33
-4.38
-1.76
-1.78
0.84
-8.61
2022
2.67
5.38
-0.35
2.69
-4.83
-3.81
-1.97
-2.55
-0.44
-0.67
-4.71
0.34
-8.45
2021
2.98
11.82
-0.98
3.87
-1.70
-1.50
-2.92
1.58
2.34
-1.77
-2.17
-1.45
9.61
2020
-1.46
7.04
12.93
-0.06
0.43
-2.87
9.61
6.96
-3.06
2.24
9.88
15.83
71.74
2019
-2.55
-0.35
-2.78
2.09
-3.29
-1.24
-2.14
3.30
-6.55
-2.49
-0.66
-0.25
-15.97
2018
12.57
-0.87
-5.65
-1.04
1.14
-2.98
-0.70
2.10
0.60
-9.54
-2.02
3.86
-4.01
2017
-7.48
-0.97
0.12
0.74
-0.68
-6.47
6.23
-1.76
-3.24
3.10
1.39
-2.96
-12.07
2016
1.36
1.45
-4.15
3.10
-4.74
-3.04
-1.37
0.67
1.17
-2.78
4.36
-2.66
-6.89
2015
2.99
-1.09
1.01
-3.32
-0.01
-2.12
-3.26
-0.83
3.96
-5.24
5.02
-3.42
-6.67
2014
0.48
-1.16
0.76
-2.70
0.14
1.31
6.04
0.50
12.32
-5.34
3.75
0.89
17.16
2013
0.07
0.50
0.25
0.36
1.50
0.33
-1.73
-0.63
-0.23
1.33
-0.67
-1.10
-0.07
2012
0.64
1.28
1.29
-2.23
-0.33
-0.17
0.44
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
Strategy Description
Anderson Creek Trading's Standard Diversified Strategy is a quantitative systematic diversified trend-following strategy trading the long and short side of futures markets in foreign currencies, grains, softs, energy, metals, meats, interest rates, and equity indexes.Â
Return Statistics
Last Month
-
Year To Date
8.41%
3 Month ROR
-4.23%
12 Months ROR
5.48%
36 Month ROR
-14.11%
Total Return Cumulative
23.73%
Total Return Annualized
1.75%
Best Month
15.83%
Winning Months (%)
47.62%
Gain Deviation
3.59
Risk Statistics
Standard Deviation Annualized
13.87%
Max Drawdown (Monthly)
-41.03%
Max Drawdown # of Months
71
Worst Month
-9.54%
Losing Months (%)
52.38%
Average Losing Month
-2.48%
Loss Deviation
1.93
Correlation vs S&P 500
0.01
Correlation vs DJ/CS MF
0.37
Risk/Reward Statistics
Sharpe Ratio
0.19
Sortino Ratio
0.22
Omega Ratio
0.66
Skewness
1.17
Kurtosis
2.71
Monthly Returns
Performance (VAMI)
Fund Manager
Markham Gross
Distribution of Monthly Returns
12 Month Rolling ROR
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-41.03%
-
60
-
11
-
02/2015
-
12/2020
-
2
-25.06%
-
19
-
0
-
05/2022
-
-
-
3
-7.46%
-
8
-
2
-
05/2021
-
02/2022
-
4
-5.57%
-
10
-
3
-
07/2013
-
07/2014
-
5
-5.34%
-
1
-
3
-
10/2014
-
01/2015
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
15.83%
-9.54%
0.22%
-0.23%
2.87%
47.62%
3 Months
33.38%
-11.07%
0.71%
-0.98%
-4.23%
44.14%
6 Months
50.74%
-14.16%
1.63%
-1.20%
-4.02%
43.66%
1 Year
87.49%
-21.09%
3.52%
-2.26%
5.48%
42.65%
2 Years
96.12%
-29.39%
8.01%
-7.20%
-5.91%
43.55%
3 Years
81.69%
-30.79%
11.30%
0.55%
-14.11%
50.00%
5 Years
65.26%
-41.03%
13.03%
17.31%
64.96%
53.41%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
1.75%
5.28%
11.81%
22.19%
58.08%
116.45%
% Positive
47.62%
44.14%
43.66%
42.65%
43.55%
50.00%
Avg. Pos. Period
3.19%
6.83%
11.63%
20.50%
36.39%
38.24%
Avg. Neg. Period
-2.48%
-4.13%
-6.12%
-9.11%
-13.88%
-15.65%
Sharpe Ratio
0.19
0.32
0.45
0.56
0.84
1.16
Sortino Ratio
0.22
0.40
0.60
0.73
1.19
1.84
Standard Deviation
4.00%
7.75%
12.63%
21.59%
32.99%
33.75%
Downside Deviation
2.27%
3.74%
5.42%
7.96%
11.28%
12.54%
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
Drawdown
Volatility (12 Months Rolling)
Instruments
AUM
For the latest performance, please scan the image above with a QR Reader.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS