Quick View: Performance Report - Hypothetical
Trading System: AberrationPlus
Developer: Keith Fitschen
Portfolio Size: $113,000
Program Overview:
The Aberration Plus trading system was developed in 1999. It is an enhanced version of the original Aberration program. It trades eight commodity groups: the grains, meats, softs, metals, petroleum products, currencies, financials and stock indices.
Price: Contact Broker (800)894-8194
Portfolio Diversification
| 8 Sectors | Grains(3) | Energies(3) | Softs(4) | Currencies(3) | Interest Rates(3) | Meats(1) | Metals(3) | Indices(1) |
Yearly Hypothetical Performance & Risk Analysis on a $113,000 Investment
| 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | Average | |
| Annual $ Returns | $10,207 | $18,081 | $32,176 | $27,637 | $17,805 | $16,747 | $-13,738 | $35,122 | $-8,292 | $6,939 | $-2,888 | $39,699 | $3,689 | $14,091 |
| Annual % Return | 9.03% | 16.00% | 28.47% | 24.46% | 15.76% | 14.82% | -12.16% | 31.08% | -7.34% | 6.14% | -2.56% | 35.13% | 3.26% | |
| Max DrawDown | $-8,088 | $-8,219 | $-6,332 | $-5,549 | $-15,757 | $-8,489 | $-32,911 | $-19,764 | $-25,044 | $-13,869 | $-13,131 | $-22,000 | $-1,102 | $-13,866 |
Hot Stats
Hypothetical Performance Data
2009 (YTD)
$3,689
Rolling 12 Month
$19,584
Rolling 36 Month
$34,025
Avg. 12 Month $
$15,142
Avg. 36 Month $
$42,680
Time Window Analysis
| 6 Month | 12 Month | 24 Month | 36 Month | 5 Years | |||
| Latest | 7.14% | 21.33% | 42.90% | 23.55% | 42.78% | ||
| Count | 174 | 168 | 156 | 144 | 120 | ||
| Percent Profitable | 73.56% | 79.76% | 94.87% | 91.67% | 100.00% | ||
| Average | 7.13% | 13.40% | 24.99% | 37.77% | 64.42% | ||
| Average Gain | 13.48% | 20.02% | 26.69% | 41.61% | 64.42% | ||
| Average Loss | -10.53% | -12.69% | -6.60% | -4.48% | 0% | ||
| Best Period | 45.88% | 40.30% | 65.40% | 84.60% | 109.42% | ||
| Worst Period | -27.23% | -27.15% | -16.21% | -13.20% | 0.00% |
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
AberrationPlus
3,086
Barra S&P 500
2,184
0.8904
CSFB Managed Futures
2,103
0.7422
ML 90 Day T-Bill
1,602
0.7033
Historical Yearly Averages Since 5/1994 (%)
| % | Avg Gain | Max Gain | Avg Risk | Max Risk | |
| AberrationPlus | 11.14 | 26.01 | -11.35 | -29.12 | |
| Barra S&P 500 | 6.87 | 29.87 | -10.67 | -33.53 | |
| CSFB Managed Futures | 6.80 | 19.19 | -7.58 | -18.72 | |
| ML 90 Day T-Bill | 3.72 | 5.59 | 0.00 | -0.00 |
How to Get Stated
About the Introducing Brokers
About Your Broker
Financial Safeguards
Regulatory Agencies
Why Trade Futures
Trading Systems Explained
Additional Risk Disclosures