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Abraham Investment Management 

Formula 72 M Proprietary

Manager: andrew abraham

Address: 14 congress hatzioni, Herzilia Pituach, 4256, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Sep 1, 2009
AUM:$276,198
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$300,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:1.66%131.50%
Annual ROR:0.47%27.10%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:0.06
Beta:0.03
Statistics Program S&P 500
Average Monthly Gain:3.00%3.67%
Average Monthly Loss:-2.31%-3.25%
Winning Months:1926
Losing Months:2316
Current DD:13.340.00
Max DD:13.3417.03
Sharpe Ratio (RF 1%):-0.05
Annualized Std Dev:11.32

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Trend Following:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2013-0.88-2.45-3.31
2012-0.031.39-2.563.222.79-0.701.83-2.661.46-3.560.39-2.58-1.30
2011-1.543.03-1.958.62-5.81-3.945.423.62-4.17-2.90-1.360.10-1.89
20102.16-2.76-0.07-2.754.01-0.141.000.702.987.59-3.552.4411.64
2009-0.40-2.204.21-4.19-2.74

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Abraham Investment management utilizes sophisticated trend-based trading systems. When trading with a well thought out robust plan based on trend following, one can potentially profit in both bull markets where prices are rising and in bear markets where prices are falling. Contrarily the typical stock market investor is dependent on rising prices in order to profit which means that during a long lasting bear market that investor will suffer major losses. The goal of Abraham investment management is long-term capital appreciation with very low correlation to traditional investments

Company Info

Abraham Investment management utilizes sophisticated trend-based trading systems. When trading with a well thought out robust plan based on trend following, one can potentially profit in both bull markets where prices are rising and in bear markets where prices are falling. Contrarily the typical stock market investor is dependent on rising prices in order to profit which means that during a long lasting bear market that investor will suffer major losses. The goal of Abraham investment management is long-term capital appreciation with very low correlation to traditional investments.

Manager Info

Andrew Abraham grew up in Hollywood Florida and went to the University of Florida. At the University of Florida he put himself through school by selling discounted clothing. Andrew graduated within 3 years with a marketing degree and started a clothing outlet chain. In 1994 sold the business and put all of his focus on researching the technical and methodological aspects of futures trading, more specifically trend following. He allocated in 1994 to Market Wizard "Monroe Trout". Through out the years he allocated to many more commodity trading advisors and researched and backed tested various trading theories & their profitability's. Andrew became a firm believer in trend following. Trend following stresses a disciplined approach to commodity/ futures trading. Successful trend following and commodity futures investing requires patience, discipline and actively managing the risk. What sets Andrew apart from other commodity trading advisors is that he is not only concerned about the return on investment but how much risk he will have to tolerate to achieve his goals.