Equity Fund of Funds / Multi Strategy
The FTC Gideon I invests in equity indices futures and individual equity funds. The investment universe consists of over 1000 registered equity funds. Two different trading systems, both trend-following in nature are applied.
In February 2009 a market neutral overlay was added to the fund. The goal is to create additional Alpha, especially in bear markets where the exposure of the FTC Gideon I to individual equity funds can drop to 0 percent while the overlay strategy due to its long/short approach can take advantage of trading opportunities.
Over time the combination of trend-following and the systematic overlay is expected to produce return in both up and down markets, with an emphasis on capital preservation.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -31.92% |
| From Jan 2018 to Mar 2020 | |
| Worst Month (Mar 2020) | -15.10% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.35% |
| Monthly Std. Deviation | 3.35% |
| Gain Deviation (147 months) | 1.93% |
| Loss Deviation (91 months) | 2.55% |
| Gain to Loss Ratio | 0.82 |
| Omega Ratio (5% Threshold) | 0.95 |
| Annualized Performance |
|
| Compound ROR (1) | 3.59% |
| Standard Deviation | 11.61% |
| Downside Deviation | 8.22% |
| Sharpe Ratio (3) 2% RF ROR | 0.33 |
| Sortino Ratio (4) 5% MAR | 0.42 |
| Calmar Ratio (5) | 0.74 |
| Sterling Ratio (6) | 0.61 |
| Gain Deviation | 6.69% |
| Loss Deviation | 8.84% |
| Profit Loss Ratio | 1.32 |
| Investment Information |
|
| Program Start Date | Jan-2006 |
| Percent Systematic | 100% |
| Currency Denomination - Euros | |
| Minimum Investment | €10,000 |
| Minimum Fund Investment | €10,000 |
| Management Fee | 1.50% |
| Incentive Fee | 0.00 |
| Margin | 30% |
| Round Turns per Million | 2,100 |
| NFA No: | N/A |
| For Non-US Investors Only | |
| Performance Since January 2006 | Track Record Compiled By: Ernst & Young, Vienna |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.38% | -1.97% | -7.57% | -6.07% | 7.05% | 0.78% | 4.23% | 0.74% | 1.36% | 3.20% | – | – | 3.26% | -14.89% |
| 2024 | 3.96% | 2.20% | 3.08% | -1.92% | 1.15% | 4.72% | -1.63% | -0.88% | 0.33% | 2.11% | 4.68% | 0.57% | 19.65% | -2.50% |
| 2023 | 2.76% | 0.83% | -0.88% | 1.17% | 2.86% | 2.12% | 1.94% | -0.83% | -1.67% | -4.17% | 6.12% | 3.65% | 14.35% | -6.56% |
| 2022 | -0.13% | -2.58% | 3.05% | -0.97% | -3.57% | -5.32% | 8.11% | -1.71% | -6.43% | 4.51% | 1.99% | -4.97% | -8.71% | -10.11% |
| 2021 | 3.39% | 2.27% | 8.86% | 0.35% | 2.10% | 0.82% | 0.54% | 1.15% | 0.80% | 1.52% | -1.24% | 2.45% | 25.20% | -1.24% |
| 2020 | -3.13% | -9.08% | -15.10% | 10.11% | 2.91% | -0.77% | -1.38% | 3.24% | -0.59% | -2.48% | 6.30% | 1.98% | -10.03% | -25.22% |
| 2019 | 3.97% | 1.37% | -0.98% | 3.56% | -8.12% | 2.15% | 1.87% | -5.20% | 3.79% | 2.18% | 3.35% | 1.33% | 8.79% | -9.36% |
| 2018 | 1.88% | -5.65% | -2.65% | 2.58% | 1.95% | -1.78% | 0.91% | -0.28% | -0.76% | -6.21% | -1.04% | -4.29% | -14.74% | -16.31% |
| 2017 | 1.66% | 3.42% | 0.22% | 0.22% | -0.86% | 0.43% | 0.00% | -2.01% | 3.23% | 4.62% | 0.14% | 1.36% | 12.94% | -2.44% |
| 2016 | -5.09% | 0.41% | 0.49% | 0.74% | -1.14% | -4.68% | 5.08% | 1.07% | 0.57% | 0.65% | 2.48% | 3.36% | 3.52% | -9.09% |
| 2015 | 0.79% | 6.94% | 2.41% | 0.43% | 1.56% | -5.59% | -0.67% | -5.88% | -2.53% | 6.33% | 2.44% | -4.84% | 0.39% | -13.97% |
| 2014 | -2.96% | 3.66% | -1.40% | -1.34% | 2.79% | 1.18% | 2.03% | -1.49% | -2.02% | -7.67% | 3.51% | -1.85% | -5.99% | -10.88% |
| 2013 | 4.26% | -0.35% | 4.18% | -0.25% | 4.87% | -5.84% | 4.67% | -2.52% | 5.75% | 4.17% | 1.89% | 0.37% | 22.55% | -5.84% |
| 2012 | 0.03% | 2.34% | 0.06% | -1.58% | -5.26% | -0.97% | 2.75% | 0.57% | 2.57% | -1.86% | 1.23% | 3.08% | 2.68% | -7.66% |
| 2011 | -0.48% | 1.04% | -2.96% | -0.83% | -0.93% | -1.13% | 2.37% | -4.93% | 3.01% | -1.03% | 0.70% | 1.71% | -3.69% | -8.27% |
| 2010 | -0.95% | -1.77% | 3.64% | 0.76% | -1.90% | 4.27% | 1.10% | -0.72% | -1.67% | 0.63% | 0.31% | 0.84% | 4.42% | -2.70% |
| 2009 | 0.27% | -0.25% | -1.20% | 3.51% | -2.29% | -1.00% | 4.31% | 4.68% | 0.62% | -5.07% | 0.33% | 2.02% | 5.63% | -5.07% |
| 2008 | -3.95% | 0.61% | -3.13% | 1.33% | -0.64% | -1.44% | 0.34% | 0.82% | 0.04% | 0.25% | 0.13% | 0.10% | -5.52% | -7.10% |
| 2007 | 1.46% | -1.36% | -1.51% | 1.56% | 5.58% | 1.00% | 2.11% | -5.76% | 4.22% | 5.68% | -6.26% | -1.95% | 3.99% | -8.09% |
| 2006 | 1.67% | 1.88% | -1.83% | -1.93% | -8.02% | 0.09% | 0.33% | 0.66% | 2.40% | 3.72% | 0.81% | 3.80% | 3.05% | -11.45% |
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.
311 S. Wacker Drive - Suite 600 * Chicago, IL 60606
Office: 312-283-3350 Email: [email protected] | Web Address: http://www.ascentcm.com
© 1997 - 2025 AutumnGold.com LLC