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RAM Management Group, Ltd. 

RAM Aggressive Program

Manager: Robert Moss

Address: 16 Forest Street, New Canaan, CT, 06840, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Feb 2, 1998
AUM:N/A
QEP:No
Incentive Fee:2%
Annual Mgt Fee:20%
Min Investment:$333,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:260.30%141.03%
Annual ROR:7.01%4.76%
YTD:0.00%5.53%
1 Year:-30.22%14.71%
Alpha:1.14
Beta:-0.40
Statistics Program S&P 500
Average Monthly Gain:8.28%3.25%
Average Monthly Loss:-5.70%-3.63%
Winning Months:108135
Losing Months:11992
Current DD:64.340.00
Max DD:64.9152.56
Sharpe Ratio (RF 1%):0.19
Annualized Std Dev:31.16

Methodology

Discretionary:3%
Systematic:97%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Counter Trend:10%
Momentum:40%
Technical Analysis:40%
Trend Following:10%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20167.3012.42-1.781.51-15.38-1.87-1.13-1.21-16.597.45-3.10-2.40-17.32
201518.57-2.86-14.410.622.39-3.76-8.718.26-6.33-5.145.56-6.71-15.47
2014-4.85-4.770.27-1.59-2.64-0.515.71-1.76-8.17-0.8310.77-5.72-14.46
2013-9.46-10.97-1.23-6.79-5.84-5.87-5.423.724.10-7.05-2.556.80-35.02
2012-2.636.3210.66-6.0711.13-1.5813.81-0.473.970.80-5.69-2.6728.25
2011-13.941.517.24-2.20-6.80-0.690.3520.8110.30-3.48-0.40-1.447.45
2010-3.12-4.289.20-3.1327.93-5.0212.793.516.91-5.03-5.934.2138.51
2009-8.480.88-5.32-9.5620.282.520.246.52-1.65-8.277.263.584.33
200834.378.244.10-0.41-8.3913.24-1.4824.65-0.130.80-6.80-4.5971.96
20070.105.13-9.336.016.15-7.1313.9116.7814.31-13.9814.325.9457.97
2006-2.036.54-0.90-0.72-4.87-22.62-8.581.45-5.309.227.274.67-18.58
2005-2.115.79-2.88-7.843.484.06-3.4016.812.09-3.3914.448.3037.67
2004-0.103.731.56-5.424.65-12.3811.44-5.34-6.864.8413.80-10.75-4.51
2003-0.64-2.15-3.09-3.10-1.481.138.20-1.476.7710.21-8.027.5712.91
2002-13.00-7.2012.40-12.300.307.7012.20-9.504.50-13.605.3020.10-0.32
200126.90-2.203.20-7.003.904.30-2.701.909.300.30-7.60-8.5018.62
2000-0.30-9.801.20-0.9014.108.2016.503.90-7.301.60-5.1020.0044.55
1999-12.5015.108.70-0.608.403.908.60-16.80-7.30-16.109.40-7.30-12.66
1998-7.90-2.60-11.404.20-7.60-1.0027.8010.60-9.505.80-7.30-4.96

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

RAM Management Group, Ltd is a registered CTA and CPO with the CFTC and member of the NFA for nearly 25 years. RAM executes a quantitative investment model with a sound comprehensive risk management philosophy utilizing exchange traded, liquid, centrally cleared, transparent, daily marked-to-market futures contracts. RAM's management team, comprised of veteran floor & off-floor futures traders each with over 20 years trading experience, believes in a rule-based technical investment model using a strength/weakness, highly selective breakout, short-to-medium term trend analysis system to go long or short, in over 25 futures markets across 6 economic sectors. RAM's returns and low correlation to stocks, bonds, hedge funds and many CTA's is due to its selective trade strategy which allows for avoiding duplicative positions (10% of the time it has no positions on and generally has exposure to less than 6 markets simultaneously) and its shorter term nature of identifying strength or weakness at the portfolio level utilizing price and volatility studies. Money management includes sizing trades based on recent volatility, rather than simply price, limiting market exposure, and using hard stop-loss exits along with rule-based exits based on stage of trade and correlation of markets.

PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. COMMODITY INTEREST TRADING INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. ONLY ADVISORS SUBMITTING DATA WERE INCLUDED IN THE RANKING.

Company Info

RAM Management Group, recipient of the 2010 Lipper CTA Hedge Fund of the year award, offers a unique, capital efficient, diversified, rule-based, transparent managed futures program. A seasoned CTA since 1993, RAM's head trader Robert A. Moss brings decades of on- and off-floor futures trading and risk management skills to the RAM program. Starting on the floor in 1970's in Chicago and continuing through the 1980's in New York, working with the likes of Tom Willis and Richard Dennis at C&D Commodities, Mr. Moss and RAM identifies 3-week to 3-month trends using a strength and weakness breakout style strategy. RAM offers opportunity for risk adjusted returns that have exhibited zero correlation to stocks or bonds, and a very low correlation to hedge funds and other CTA's.

The RAM Conservative program, with an average margin-to-trading level of only 5%, allows notional funding, and an ideal overlay program for those seeking non-correlated crisis-alpha to their overall portfolio.

The RAM Aggressive Program (or Fund) offers the same program on a more robust 3X structure.


PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. COMMODITY INTEREST TRADING INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. ONLY ADVISORS SUBMITTING DATA WERE INCLUDED IN THE RANKING.

Manager Info

RAM Management Group, recipient of the 2010 Lipper CTA Hedge Fund of the year award, offers a unique, capital efficient, diversified, rule-based, transparent managed futures program. A seasoned CTA since 1993, RAM's head trader Robert A. Moss brings decades of on- and off-floor futures trading and risk management skills to the RAM program. Starting on the floor in 1970's in Chicago and continuing through the 1980's in New York, working with the likes of Tom Willis and Richard Dennis at C&D Commodities, Mr. Moss and RAM identifies 3-week to 3-month trends using a strength and weakness breakout style strategy. RAM offers opportunity for risk adjusted returns that have exhibited zero correlation to stocks or bonds, and a very low correlation to hedge funds and other CTA's.

The RAM Aggressive program, with an average margin-to-trading level of only 16%, and is an ideal program for those seeking non-correlated crisis-alpha to their overall portfolio. There is also a fund structure available around this program for limited liability and lower minimum investment.

PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. COMMODITY INTEREST TRADING INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. ONLY ADVISORS SUBMITTING DATA WERE INCLUDED IN THE RANKING.