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Abraham Trading Company 

Salem 2x Fund, L.P.

Manager: Shaun Jordan

Address: 100 Congress Avenue Suite 2000, Austin, TX, 78701, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2008
AUM:$23,703,731
QEP:No
Incentive Fee:20%
Annual Mgt Fee:4%
Min Investment:$1,000,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:23.09%60.91%
Annual ROR:4.32%10.16%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:0.59
Beta:-0.19
Statistics Program S&P 500
Average Monthly Gain:6.08%3.95%
Average Monthly Loss:-4.76%-4.80%
Winning Months:2933
Losing Months:3026
Current DD:30.131.70
Max DD:30.3847.51
Sharpe Ratio (RF 1%):0.14
Annualized Std Dev:23.21

Methodology

Discretionary:0%
Systematic:0%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Mean Reversion:34%
Momentum:21%
Trend Following:45%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2012-2.23-3.34-8.423.3911.35-8.779.23-0.96-4.90-5.96-1.24-13.15
20113.007.11-13.4611.28-6.96-10.9311.27-4.05-1.55-7.532.860.83-11.25
2010-1.63-0.662.90-5.03-7.71-3.44-3.797.488.577.59-3.3517.49-14.67
2009-1.550.11-4.48-6.306.750.89-4.442.620.12-2.213.23-8.13-13.49
20089.2112.81-0.451.07-2.013.78-7.260.249.859.044.417.9058.13

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Salem 2x Fund, L.P. is a double leveraged version of the Salem Global Opportunity Fund:

Abraham Trading Company's trading methodology is a systematic approach blending long-term trend following, medium-term trend following, short-term momentum, stock index momentum, and mean reversion strategies in an effort to reduce volatility while maintaining a return target of 20-25%. Each strategy is further divided into sub-systems to facilitate smoother entries and exits. We have also implemented filtering techniques in some strategies to avoid trades with adverse risk/reward characteristics.

ATC's portfolio contains 60 markets covering the grain, soft, meat, energy, metal, currency, and interest rate, and global stock index sectors. The markets are weighted so that their overall exposure is 60% commodity-based and 40% financial-based.

Visit us on the web at www.abrahamtrading.com . A matching offshore fund is also available for Salem Global Opportunity Fund, L.P.

Company Info

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Manager Info

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