Anderson Creek Trading

Standard Diversified Strategy

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.

Performance (VAMI)

Monthly Returns

Fund Manager

Markham Gross

Fund Information

Inception Date	Jul 2014
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	11.97%
Sharpe Ratio	0.15
Sortino Ratio	0.11
Winning Months (%)	45.16%
Correlation vs. S&P 500 TR	0.03

Monthly Performance

Export Data

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	2.14	12.18	3.28	-1.11	0.35	1.08	-0.66	-6.97	3.20	-6.32			6.06
2023	0.19	-5.81	-4.20	4.21	5.74	5.28	0.52	-7.09	-5.95	-2.39	-2.44	1.22	-11.20
2022	3.70	7.17	-0.42	3.56	-6.26	-4.96	-2.56	-3.36	-0.54	-0.57	-6.39	0.52	-10.53
2021	3.29	12.95	-1.05	4.35	-1.84	-1.60	-4.58	2.09	2.95	-2.20	-2.91	-1.92	8.67
2020	-1.59	7.94	14.43	0.00	0.53	-3.11	10.69	7.14	-2.98	2.27	9.83	15.51	76.74
2019	-2.72	-0.32	-3.00	2.32	-3.56	-1.31	-2.32	3.68	-7.20	-2.72	-0.68	-0.24	-17.02
2018	14.61	-0.85	-6.28	-1.04	1.45	-3.26	-0.65	2.56	0.83	-10.23	-2.15	4.25	-2.69
2017	-8.33	-1.04	0.28	1.00	-0.63	-7.27	7.36	-1.86	-3.57	3.74	1.74	-3.25	-12.16
2016	1.68	1.78	-4.50	3.62	-5.16	-3.30	-1.41	0.92	1.47	-3.00	5.08	-2.85	-6.10
2015	3.14	-1.02	1.22	-3.61	0.19	-2.25	-3.57	-0.77	4.37	-5.74	5.81	-3.68	-6.41
2014							-0.22	0.77	9.25	-4.10	4.43	0.90	11.00

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	-6.32%
Year To Date	6.06%
3 Month ROR	-10.06%
12 Months ROR	4.73%
36 Month ROR	-19.76%
Total Return Cumulative	11.97%
Total Return Annualized	1.10%
Best Month	15.51%
Winning Months (%)	45.16%
Gain Deviation	3.98

Risk Statistics

Standard Deviation Annualized	16.69%
Max Drawdown (Monthly)	-40.64%
Max Drawdown # of Months	69
Worst Month	-10.23%
Losing Months (%)	54.03%
Average Losing Month	-3.16%
Loss Deviation	2.26
Correlation vs S&P 500	0.03
Correlation vs DJ/CS MF	0.42

Risk/Reward Statistics

Sharpe Ratio	0.15
Sortino Ratio	0.11
Omega Ratio	0.71
Skewness	0.90
Kurtosis	1.30

Drawdown Report

No.	Depth (%)	Length (Months)	Recovery (Months)	Start date	End date
Fund	Index	Fund	Index	Fund	Index	Fund	Index	Fund	Index
1	-40.64%	-	58	-	11	-	04/2015	-	12/2020	-
2	-31.52%	-	19	-	0	-	05/2022	-	-	-
3	-9.79%	-	8	-	2	-	05/2021	-	02/2022	-
4	-4.10%	-	1	-	1	-	10/2014	-	11/2014	-
5	-1.05%	-	1	-	1	-	03/2021	-	04/2021	-

Return Report

Period	Best	Worst	Average	Median	Last	Winning %
1 Month	15.51%	-10.23%	0.20%	-0.55%	-6.32%	45.16%
3 Months	34.76%	-14.71%	0.76%	-1.12%	-10.06%	43.44%
6 Months	52.82%	-17.15%	1.66%	-2.64%	-9.37%	42.86%
1 Year	94.12%	-26.91%	3.22%	-5.19%	4.73%	38.94%
2 Years	102.40%	-30.67%	7.56%	-9.21%	-11.39%	28.71%
3 Years	89.79%	-30.93%	13.73%	-6.17%	-19.76%	44.94%
5 Years	69.93%	-40.53%	24.46%	33.56%	60.35%	72.31%

Time Window Analysis

	1 Month	3 Months	6 Months	1 Year	2 Years	3 Years
Annual Compounded Avg	1.10%	4.37%	8.99%	10.55%	28.25%	143.87%
% Positive	45.16%	43.44%	42.86%	38.94%	28.71%	44.94%
Avg. Pos. Period	4.23%	8.72%	14.28%	25.06%	61.24%	51.89%
Avg. Neg. Period	-3.16%	-5.36%	-7.81%	-10.71%	-14.06%	-17.41%
Sharpe Ratio	0.15	0.28	0.39	0.45	0.68	1.23
Sortino Ratio	0.11	0.26	0.37	0.31	0.55	1.93
Standard Deviation	4.82%	9.26%	14.63%	24.77%	38.55%	38.59%
Downside Deviation	2.85%	4.80%	6.75%	9.52%	13.09%	13.86%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

Fund Information

Minimum Investment	250,000 USD (notional funding: 40.00%)
AUM	993,844 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

Monthly Performance

Export Data

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	2.14	12.18	3.28	-1.11	0.35	1.08	-0.66	-6.97	3.20	-6.32			6.06
2023	0.19	-5.81	-4.20	4.21	5.74	5.28	0.52	-7.09	-5.95	-2.39	-2.44	1.22	-11.20
2022	3.70	7.17	-0.42	3.56	-6.26	-4.96	-2.56	-3.36	-0.54	-0.57	-6.39	0.52	-10.53
2021	3.29	12.95	-1.05	4.35	-1.84	-1.60	-4.58	2.09	2.95	-2.20	-2.91	-1.92	8.67
2020	-1.59	7.94	14.43	0.00	0.53	-3.11	10.69	7.14	-2.98	2.27	9.83	15.51	76.74
2019	-2.72	-0.32	-3.00	2.32	-3.56	-1.31	-2.32	3.68	-7.20	-2.72	-0.68	-0.24	-17.02
2018	14.61	-0.85	-6.28	-1.04	1.45	-3.26	-0.65	2.56	0.83	-10.23	-2.15	4.25	-2.69
2017	-8.33	-1.04	0.28	1.00	-0.63	-7.27	7.36	-1.86	-3.57	3.74	1.74	-3.25	-12.16
2016	1.68	1.78	-4.50	3.62	-5.16	-3.30	-1.41	0.92	1.47	-3.00	5.08	-2.85	-6.10
2015	3.14	-1.02	1.22	-3.61	0.19	-2.25	-3.57	-0.77	4.37	-5.74	5.81	-3.68	-6.41
2014							-0.22	0.77	9.25	-4.10	4.43	0.90	11.00

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

Return Statistics

Last Month	-6.32%
Year To Date	6.06%
3 Month ROR	-10.06%
12 Months ROR	4.73%
36 Month ROR	-19.76%
Total Return Cumulative	11.97%
Total Return Annualized	1.10%
Best Month	15.51%
Winning Months (%)	45.16%
Gain Deviation	3.98

Risk Statistics

Standard Deviation Annualized	16.69%
Max Drawdown (Monthly)	-40.64%
Max Drawdown # of Months	69
Worst Month	-10.23%
Losing Months (%)	54.03%
Average Losing Month	-3.16%
Loss Deviation	2.26
Correlation vs S&P 500	0.03
Correlation vs DJ/CS MF	0.42

Risk/Reward Statistics

Sharpe Ratio	0.15
Sortino Ratio	0.11
Omega Ratio	0.71
Skewness	0.90
Kurtosis	1.30

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	-40.64%	-	58	-	11	-	04/2015	-	12/2020	-
2	-31.52%	-	19	-	0	-	05/2022	-	-	-
3	-9.79%	-	8	-	2	-	05/2021	-	02/2022	-
4	-4.10%	-	1	-	1	-	10/2014	-	11/2014	-
5	-1.05%	-	1	-	1	-	03/2021	-	04/2021	-

Return Report

Period	Best	Worst	Average	Median	Last	Winning %
1 Month	15.51%	-10.23%	0.20%	-0.55%	-6.32%	45.16%
3 Months	34.76%	-14.71%	0.76%	-1.12%	-10.06%	43.44%
6 Months	52.82%	-17.15%	1.66%	-2.64%	-9.37%	42.86%
1 Year	94.12%	-26.91%	3.22%	-5.19%	4.73%	38.94%
2 Years	102.40%	-30.67%	7.56%	-9.21%	-11.39%	28.71%
3 Years	89.79%	-30.93%	13.73%	-6.17%	-19.76%	44.94%
5 Years	69.93%	-40.53%	24.46%	33.56%	60.35%	72.31%

Time Window Analysis

	1 Month	3 Months	6 Months	1 Year	2 Years	3 Years
Annual Compounded Avg	1.10%	4.37%	8.99%	10.55%	28.25%	143.87%
% Positive	45.16%	43.44%	42.86%	38.94%	28.71%	44.94%
Avg. Pos. Period	4.23%	8.72%	14.28%	25.06%	61.24%	51.89%
Avg. Neg. Period	-3.16%	-5.36%	-7.81%	-10.71%	-14.06%	-17.41%
Sharpe Ratio	0.15	0.28	0.39	0.45	0.68	1.23
Sortino Ratio	0.11	0.26	0.37	0.31	0.55	1.93
Standard Deviation	4.82%	9.26%	14.63%	24.77%	38.55%	38.59%
Downside Deviation	2.85%	4.80%	6.75%	9.52%	13.09%	13.86%

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

To:
From:
Subject:

Anderson Creek Trading - Standard Diversified Strategy

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

Anderson Creek Trading

Standard Diversified Strategy

Investment Strategy

Performance (VAMI)

Monthly Returns

Fund Manager

Fund Information

Statistics

Monthly Performance

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

Return Statistics

Risk Statistics

Risk/Reward Statistics

Drawdown Report

Return Report

Time Window Analysis

Fund Information

Company Information

Monthly Performance

Strategy Description

Return Statistics

Risk Statistics

Risk/Reward Statistics

Monthly Returns

Performance (VAMI)

Fund Manager

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

Return Report

Time Window Analysis

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM