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Short-Term Strategy (STS)
Investment Strategy
tShort-Term
Strategy (STS)www.mandppartners.com [email protected]
M&P Partners is a trading name of TMS Capital Limited, a firm authorised and regulated by the Financial Conduct Authority (Reference 195581) to manage investments in futures and commodity futures.
The strategy is designed to be the primary alternative investment allocation within a portfolio and aims to deliver:
• Consistent capital appreciation over the Long-Term
• Uncorrelated with traditional and other alternative asset classes
• High risk adjusted returns
• Target return >10% per annum
• Low annualized volatility
The M&P Partners Short-Term Strategy (STS) is a purely systematic, highly diversified long only programme. STS is designed to take advantage of market inefficiencies across a wide range of liquid Futures markets across all sectors.
The strategy is made up of numerous entry signals across various time frames that have been developed using sound research techniques over the last 9 years. Each entry signal uses the same parameters across all markets traded.
The strategy utilises pattern recognition as well as mean reversion techniques to enter in the direction of the underlying trend. The holding period of trades varies from 1-3 days to 1-3 weeks depending on the entry signal.
The M&P Partners STS can be used in a portfolio with the M&P Partners Core Growth strategy, enhancing the risk adjusted returns of the Core Growth strategy further.
Growth of £400,000 after fees
£300,000.00
£400,000.00
£500,000.00
£600,000.00
£700,000.00
£800,000.00
£900,000.00
£1,000,000.00
£1,100,000.00
Start
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Short Term Strategies CTA Index
Short-Term Strategy (STS)
tShort-Term
Strategy (STS)www.mandppartners.com [email protected]
Monthly Returns (net of all fees and costs)
Backtested, real-time tested & actual results, not compounded. Strategy created in 2008. CTA Index performance refers to the Newedge CTA Index. See Disclosure for more details
Net Performance
Terms and Conditions
Risk Analysis
Subscription Information
STS STSCTA Index CTA Index
Total Return:
Average Annual Return:
Average Monthly Return:
Positive Months:
Avg Return in Positive Months:
Avg Return in Negative Months:
Best Monthly Return:
Worst Monthly Return:
Initial Fee:
Management Fee:
Performance Fee:
Liquidity:
Redemption Fee:
Annualized Standard Deviation:
Sharpe Ratio (Risk Free Rate 1%):
Worst Drawdown (Monthly data):
Worst Drawdown:
Drawdown Length in Months:
Correlation of Monthly returns:
Correlation vs FTSE 100:
Average round turns per £1m/yr:
Investment Vehicle:
Broker:
Contact:
Telephone:
Email:
167.83%
11.13%
0.93%
71.82%
1.73%
-1.13%
5.40%
-3.32%
0.00%
2% p.a charged monthly
20% of net new profit
Daily, 1 day notice
0.00%
Managed Account
Berkeley Futures Limited
Alexander Ainley
+44 (0) 203 686 2458
5.94%
1.70
8.29%
9.92%
6
0.31
0.1227
3150
86.48%
5.77%
0.48%
58.01%
2.17%
-1.80%
8.85%
-7.64%
8.60%
0.55
-11.80%
-12.93%
36
-0.07998
N/A
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year CTA Index
2015 1.11% 1.11% 4.37%
2014 -0.09% 1.85% 2.40% 2.85% 1.97% 0.49% -0.60% -1.71% 1.66% -0.42% 2.63% 0.55% 11.59% 14.81%
2013 1.91% 0.53% 1.40% 1.70% -0.82% -1.34% 0.09% 0.36% 0.54% -1.10% 0.57% 1.61% 5.45% 0.83%
2012 4.73% 2.59% 0.40% 1.02% 0.61% 1.86% 4.42% -3.05% 0.69% 0.81% 1.99% -1.76% 14.32% -2.68%
2011 1.93% 4.10% -2.12% 1.73% -0.35% -1.52% 3.41% 1.49% -2.00% -3.32% -2.97% 3.69% 4.06% -4.21%
2010 1.40% 0.55% 0.63% 4.45% 0.39% 0.37% 4.01% 5.40% 2.40% -0.09% 1.60% 4.67% 25.77% 9.14%
2009 0.82% 0.20% -0.84% 3.47% 3.62% 1.73% -0.84% 3.09% -0.39% 2.95% 1.57% -1.15% 14.23% -4.19%
2008 0.43% 3.11% 1.67% 1.61% 0.77% -1.15% 0.51% -2.81% -3.15% 3.61% 1.70% 1.51% 7.81% 12.67%
2007 0.70% 1.10% 0.13% 1.85% 0.81% -0.22% -0.05% 2.07% 2.64% 1.68% 1.73% 0.33% 12.78% 8.19%
2006 0.14% 1.26% 0.87% 0.00% 1.17% -0.20% 1.03% 3.30% 2.29% 0.25% 2.52% 3.54% 16.16% 5.77%
2005 -0.97% 0.89% -1.95% 0.67% 1.50% 2.07% 0.26% -0.47% 2.06% -1.47% -0.38% 1.21% 3.41% 3.29%
2004 1.02% 2.03% 3.14% -1.42% 2.49% 0.99% -0.22% 3.71% 1.27% 2.73% 2.08% 2.08% 19.90% 1.79%
2003 1.24% -0.33% -1.66% 3.70% 4.04% 1.33% -0.90% -1.85% 2.66% 0.63% -0.81% 3.14% 11.18% 15.29%
2002 -0.01% 0.20% 1.22% 0.81% 0.78% 2.67% 2.64% 1.16% 2.19% -2.85% 0.84% 2.56% 12.23% 12.76%
2001 2.55% -2.07% 0.56% -1.41% 0.74% 0.35% 0.48% 1.65% -0.06% 0.02% -0.06% 0.49% 3.25% 3.14%
2000 -1.35% 0.52% 2.06% -0.87% -0.93% 3.46% -0.33% 1.91% -0.17% -1.12% 1.04% 0.34% 4.57% 9.88%
Disclosure
The performance information provided herein is hypothetical and should not be taken as any indication of future performance. The performance statistics disclosed herein show the approximate percentage return on net asset value based on thoroughly backtested results, adjusted to account for deduction of the management fees and performance fees paid to the manager to fairly and accurately present the expected results for an investment via a managed account. TMS Capital does not represent that the backtested performance results of the strategy will be replicated in the future.
Trading in Futures and Options may not be suitable for all investors due to the high risk nature of the product. You may lose all or more of your initial deposit through the use of leverage and may be required to make additional payments by way of margin on a frequent and sometimes daily basis. Failure to do so can result in the closure of part or all of your position.
The value of an investment in a Future and Option may be affected by a variety of factors, including but not limited to, price volatility, market volume, foreign exchange rates and liquidity. Futures and Options are short-term trading tools. Commission is charged on the leveraged amount (not the deposit) and therefore costs can build up when frequently traded. You should evaluate potential losses against affordability, however extended runs of losses as well as profits can occur. Past performance is not necessarily a guide to future performance. Please seek further advice or alternative options for more information.
