Anderson Creek Trading

Standard Diversified Strategy (Prop) Prop.

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. 

Performance (VAMI)

Monthly Returns

Fund Manager

Markham Gross

General Information

Inception DateJul 2012
Minimum Investment250,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone7752985083
E-mail[email protected]
Websiteandersoncreekcta.com

Statistics

Total Return Cumulative 29.20%
Sharpe Ratio 0.22
Sortino Ratio 0.28
Winning Months (%) 47.92%
Correlation vs. S&P 500 TR 0.02

Monthly Performance

  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 13.19
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 0.98%
Year To Date 13.19%
3 Month ROR 0.22%
12 Months ROR 0.05%
36 Month ROR -9.49%
Total Return Cumulative 29.20%
Total Return Annualized 2.16%
Best Month 15.83%
Winning Months (%) 47.92%
Gain Deviation 3.62

Risk Statistics

Standard Deviation Annualized 13.86%
Max Drawdown (Monthly) -41.03%
Max Drawdown Length 71
Worst Month -9.54%
Losing Months (%) 52.08%
Average Losing Month -2.45%
Loss Deviation 1.89
Correlation vs S&P 500 0.02
Correlation vs DJ/CS MF 0.36

Risk/Reward Statistics

Sharpe Ratio 0.22
Sortino Ratio 0.28
Omega Ratio 0.67
Skewness 1.20
Kurtosis 2.76

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 BestWorstAverageMedianLastWinning %
1 Month 15.83%-9.54%0.26%-0.20%0.98%47.92%
3 Months 33.38%-11.07%0.79%-0.95%0.22%44.37%
6 Months 50.74%-14.16%1.65%-1.18%13.19%43.88%
1 Year 87.49%-21.09%3.58%-2.50%0.05%42.86%
2 Years 96.12%-29.39%8.38%-7.84%-6.56%44.63%
3 Years 81.69%-30.79%11.94%1.81%-9.49%51.38%
5 Years 62.71%-41.03%11.37%13.42%62.71%51.76%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg2.16%6.28%11.92%22.47%63.23%130.69%
% Positive47.92%44.37%43.88%42.86%44.63%51.38%
Avg. Pos. Period3.20%6.93%11.64%20.76%36.39%38.24%
Avg. Neg. Period-2.45%-4.10%-6.17%-9.31%-14.20%-15.86%
Sharpe Ratio0.220.350.450.570.871.22
Sortino Ratio0.280.470.600.731.271.99
Standard Deviation4.00%7.80%12.72%21.82%33.31%33.98%
Downside Deviation2.23%3.73%5.45%8.05%11.36%12.54%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

Company Information

Minimum Investment250,000 USD (notional funding: 40.00%)
AUM1,831,943 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million750
Margin to Equity -
Legal StructureManaged Account
Investment RestrictionNone

Company Information

CompanyAnderson Creek Trading
PrincipalMarkham Gross
Phone7752985083
E-mail[email protected]
License NumberNFA 473128
LocationIncline Village , United States
Performance Compiled byTurnkey Trading Partners

Monthly Performance

  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 13.19
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. 

Return Statistics

Last Month 0.98%
Year To Date 13.19%
3 Month ROR 0.22%
12 Months ROR 0.05%
36 Month ROR -9.49%
Total Return Cumulative 29.20%
Total Return Annualized 2.16%
Best Month 15.83%
Winning Months (%) 47.92%
Gain Deviation 3.62

Risk Statistics

Standard Deviation Annualized 13.86%
Max Drawdown (Monthly) -41.03%
Max Drawdown Length 71
Worst Month -9.54%
Losing Months (%) 52.08%
Average Losing Month -2.45%
Loss Deviation 1.89
Correlation vs S&P 500 0.02
Correlation vs DJ/CS MF 0.36

Risk/Reward Statistics

Sharpe Ratio 0.22
Sortino Ratio 0.28
Omega Ratio 0.67
Skewness 1.20
Kurtosis 2.76

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 BestWorstAverageMedianLastWinning %
1 Month 15.83%-9.54%0.26%-0.20%0.98%47.92%
3 Months 33.38%-11.07%0.79%-0.95%0.22%44.37%
6 Months 50.74%-14.16%1.65%-1.18%13.19%43.88%
1 Year 87.49%-21.09%3.58%-2.50%0.05%42.86%
2 Years 96.12%-29.39%8.38%-7.84%-6.56%44.63%
3 Years 81.69%-30.79%11.94%1.81%-9.49%51.38%
5 Years 62.71%-41.03%11.37%13.42%62.71%51.76%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg2.16%6.28%11.92%22.47%63.23%130.69%
% Positive47.92%44.37%43.88%42.86%44.63%51.38%
Avg. Pos. Period3.20%6.93%11.64%20.76%36.39%38.24%
Avg. Neg. Period-2.45%-4.10%-6.17%-9.31%-14.20%-15.86%
Sharpe Ratio0.220.350.450.570.871.22
Sortino Ratio0.280.470.600.731.271.99
Standard Deviation4.00%7.80%12.72%21.82%33.31%33.98%
Downside Deviation2.23%3.73%5.45%8.05%11.36%12.54%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS