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Absolute Momentum Strategy
| Nominal Investment Level |
$150,000 |
| Minimum Investment Level |
$75,000 |
| Max DD |
-12.98% |
| 2016 ROR |
18.89% |
| Total Return |
20.52% |
Performance Compiled By Turnkey Trading Partners
*Figures based on a $150,000 investment levelThere is a substantial risk of loss in trading futures. Past performance is not indicative of future results.
*Returns are based on proforma adjustments to Mr. Reavis’ accounts to reflect fees through 11/2015. Client accounts will be traded in like fashion 12/2015 going forward.
Strategy Description:
This investment systematically trades trends in 21 commodity markets, in 6 sectors of the economy, and in 3 time frames. The portfolio is composed of a long-term basket of commodities, a medium-term basket of currencies, and a day-trading equity index strategy. A day-trading program holds no over-night positions therefore it’s results are not shown here.
These are the commodities that are traded in the Portfolio: S&P mini, Russell mini, Corn, Wheat, Soybean, Soymeal, Lean Hogs, Crude Oil, Natural Gas, Sugar, Coffee, Cotton, Japanese Yen, Euro, Swiss Franc, Australian Dollar, 10 Year Note, 30 Year Bond, Gold, Silver, and Copper. |
