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Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Oct-2024
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Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 0.22% | 0.76% | -1.11% | 0.31% | -0.54% | -1.95% | 1.72% | 7.40% | -0.79% | -0.49% | -0.74% | -0.35% |
2020 | -0.04% | -1.88% | -0.59% | 0.09% | 1.74% | -1.70% | -0.24% | -1.59% | 0.38% | 1.48% | 0.79% | 1.33% |
2021 | -0.28% | -4.04% | -0.77% | 5.40% | -0.94% | -0.48% | 6.81% | 2.54% | -3.64% | 2.81% | -5.83% | 0.80% |
2022 | 4.25% | 1.95% | -2.63% | 1.14% | 4.51% | 1.03% | 2.27% | 2.08% | 0.81% | -1.27% | -0.83% | 1.89% |
2023 | 0.21% | -0.99% | -0.99% | -4.04% | -1.18% | 3.00% | -0.03% | 0.05% | 0.76% | -1.88% | 1.20% | 0.69% |
2024 | 3.37% | 0.28% | -0.46% | 1.13% | 6.31% | -0.62% | 0.80% | -3.03% | 3.75% | -2.21% |
2019 | 2020 | 2021 | 2022 | 2023 | 2024 YTD | |
---|---|---|---|---|---|---|
ROR | 4.21% | -0.32% | 1.62% | 16.03% | -3.32% | 9.33% |
Max DD | -3.26% | -4.18% | -6.71% | -2.63% | -7.04% | -3.03% |
Program Description: Program methodology is rooted in human observation of repeatable market behavior, carefully quantified and translated into mechanical intraday trading systems that have stood the test of time. Success is partially derived from minimizing drawdown, decelerating losing periods, and maintaining daily risk between 0.5%-1.5% of the trading level.
Investment Information
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Trading Strategy | Market Segment |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. |
Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF
Length | Best | Average | Worst |
---|---|---|---|
1 mo | 7.4% | 0.4% | -5.8% |
3 mo | 9% | 1.2% | -6.7% |
6 mo | 12.9% | 2.6% | -5.1% |
12 mo | 16% | 4.6% | -6.4% |
18 mo | 24.5% | 6.7% | -6.9% |
24 mo | 22.5% | 9.9% | -1.6% |
36 mo | 27.6% | 16.6% | 5.6% |
Start | Depth | Length | Recovery | End |
---|---|---|---|---|
Sep-19 | -7.57% | 19 mo | 4 mo | Jul-21 |
Oct-22 | -7.07% | 8 mo | 11 mo | Apr-24 |
Sep-21 | -6.71% | 3 mo | 6 mo | May-22 |
Mar-19 | -3.26% | 4 mo | 2 mo | Aug-19 |
Aug-24 | -3.03% | 1 mo | 1 mo | Sep-24 |
Oct-24 | -2.21% | 1 mo | 0 mo | n/a |
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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. |
Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF
+ NOTES: The tables on the following pages represent the past performance results, in capsule format, for a composite of all client accounts traded by the Advisor and/or its principal Sam Beckers. Specifically, the principal of the Advisor, Sam Beckers, previously operated as a sole proprietor Commodity Trading Advisor from March 14, 2012 and continues to do so Sept 2015. While Mr. Beckers was operating as a sole proprietorship he established and branded the name "Soaring Pelican Automated Systems" as a "doing business as" identity. This name would eventually be utilized when forming "Soaring Pelican, LLC" which is the current advisor presenting the strategy included within this document. For all intents and purposes the strategy offered in this document is identical to that which was offered by Mr. Beckers as a sole proprietorship CTA doing business as "Soaring Pelican Automated Systems."
Previous to Mr. Beckers being regulated, that is prior to March 14, 2012, Sam Beckers as an unregistered individual, traded customer accounts but was exempt from registration with NFA pursuant to section 4m(1) of the CEA. Section 4m(1) is utilized by traders who advise less than 15 customer accounts and do not publically hold themselves out as a commodity trading advisor. Accordingly, the composite information presented in the capsules on the following pages prior to Mr. Becker's being registered with the CFTC on March 14, 2012.
** 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.
Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility.
Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of
2019-01-31 to 2024-10-31
2. The Annualized Compounded ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth.
3. Calmar Ratio Uses last 36 months of Data
ROR = Rate of Return
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.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.
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