Long/Short Equity, Equity Options & Credit Spreads
Argo Private Client Group will use the latest in financial and behavioral science to take long and short Equity, Equity option positions and Credit spreads to achieve a return for its Clients. The trading strategy is Non-Discretionary systematic trading signals from a Systems provider in use by large Banks, Funds and Money Managers since 1992. The objective of the Aurora Hill Class "A" program is to achieve returns with high volume.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -22.57% |
| From Sep 2018 to Dec 2018 | |
| Worst Month (Oct 2018) | -18.20% |
| Current Losing Streak | 0% |
| Average Monthly Return | 2.38% |
| Monthly Std. Deviation | 6.26% |
| Gain Deviation (85 months) | 4.94% |
| Loss Deviation (35 months) | 3.77% |
| Gain to Loss Ratio | 1.21 |
| Omega Ratio (5% Threshold) | 2.46 |
| Annualized Performance |
|
| Compound ROR (1) | 29.75% |
| Standard Deviation | 21.68% |
| Downside Deviation | 10.48% |
| Sharpe Ratio (3) 2% RF ROR | 1.3 |
| Sortino Ratio (4) 5% MAR | 2.51 |
| Calmar Ratio (5) | 2.71 |
| Sterling Ratio (6) | 1.87 |
| Gain Deviation | 17.1% |
| Loss Deviation | 13.06% |
| Profit Loss Ratio | 2.95 |
| Investment Information |
|
| Program Start Date | Nov-2015 |
| Currency Denomination - US Dollar | |
| Minimum Investment | $0 |
| Minimum Fund Investment | $1,000,000 |
| Management Fee | 2.00% |
| Incentive Fee | 0.00 |
| NFA No: | N/A |
| Accredited Investors Only<br>Hedge Fund | |
| Performance Since November 2015 | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.13% | -7.80% | -5.98% | 2.06% | 21.69% | 4.38% | -2.93% | 9.35% | 3.30% | 8.80% | – | – | 46.30% | -13.31% |
| 2024 | 2.90% | 3.40% | -1.85% | 0.78% | 11.32% | -2.15% | -9.08% | -2.12% | 8.10% | 13.60% | 12.27% | -3.17% | 36.20% | -12.92% |
| 2023 | 1.60% | 2.10% | 2.71% | 2.11% | 0.96% | 2.60% | 1.20% | 0.78% | -1.62% | 2.60% | 4.30% | 3.36% | 25.07% | -1.62% |
| 2022 | -0.81% | -1.65% | -1.18% | 2.37% | 0.94% | 0.83% | 2.39% | 1.92% | 1.60% | 0.76% | 1.16% | 0.00% | 8.55% | -3.60% |
| 2021 | 3.10% | 2.63% | 0.53% | 2.78% | -2.14% | 1.10% | 4.70% | -4.17% | 0.22% | 5.75% | -2.10% | -0.05% | 12.55% | -4.17% |
| 2020 | -9.69% | -4.98% | -6.24% | 7.18% | 6.58% | 2.27% | 6.57% | 3.90% | 3.75% | -1.85% | 9.60% | 0.44% | 16.67% | -19.54% |
| 2019 | 11.83% | 13.17% | 1.95% | 4.36% | -5.93% | 9.98% | -7.15% | -0.45% | 2.35% | -0.51% | 6.90% | 6.42% | 49.16% | -7.57% |
| 2018 | 6.69% | -3.35% | 23.93% | -5.38% | 7.97% | 1.97% | 8.20% | 2.14% | 2.07% | -18.20% | 5.23% | -10.05% | 16.26% | -22.57% |
| 2017 | 3.34% | 7.45% | -5.40% | 2.05% | 8.91% | 0.15% | 8.06% | -0.42% | 2.51% | 4.16% | 8.49% | 25.11% | 82.33% | -5.40% |
| 2016 | -5.00% | 7.83% | 3.57% | 0.65% | 8.33% | -6.88% | 8.06% | 6.01% | -5.53% | 1.08% | 1.30% | -0.50% | 18.76% | -6.88% |
| 2015 | – | – | – | – | – | – | – | – | – | – | -0.21% | 1.56% | 1.34% | -0.21% |
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. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
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