ATP Capital Management, LLC

Granularity Alpha Program


Monthly Performance (%)

Date Range: 03/14 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 3.09 0.25 -1.33 -0.24 3.33 2.22 -4.11 5.54 11.94 0.97   22.91 
2019 -6.26 4.67 2.81 2.20 -5.59 3.63 0.43 -6.21 2.05 -5.16 1.41 3.09  -3.87 
2018 -3.19 0.49 9.60 3.63 1.89 3.99 -4.37 0.26 2.63 1.86 2.11 -5.88  12.77 
2017 -1.74 -0.52 0.40 -0.91 -2.61 2.98 0.34 3.00 2.18 -2.89 -4.73 4.98  0.03 
2016 1.05 1.63 1.05 1.01 0.32 0.67 -1.81 -4.63 -3.01 -2.00 2.07 0.18  -3.65 
2015 0.97 1.70 0.32 -4.57 0.83 0.86 -1.59 1.21 6.70 5.50 -2.61 2.73  12.15 
2014 3.31 0.33 -4.85 0.40 -0.27 -0.23 6.67 1.36 3.05  9.77 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

Granularity Alpha is a quantitative Trading Portfolio comprised of non correlated “Sub-portfolios”. Each of these is made up of several strategies with different trading approaches and proprietary Money Management. The Investment Philosophy is based on the premise that high amount of profitable low risk trades, while controlling global market exposure, delivers high risk-adjusted returns. Another assumption is that market prices tend to alternate between periods of range expansion and range contraction that can be forecasted and therefore different styles of trading strategies could be used to exploit this behavior. These strategies work on different time frames, from minutes to daily bars. Options on futures may be purchased to hedge specific positions. This program does not sell options. Although the strategies have a broad scope, specific markets have been selected according to liquidity constraints, nature and particularities of markets and correlation analysis. Currently the program trades US and UE Index Futures and Eurex Interest rate futures. Proprietary money management techniques are involved in position sizing and as entry signal filters that are designed to control risk. Entry signals that could be regarded as high risk entries would be avoided by the system. This is done automatically without human involvement. The program main purpose is to capture market inefficiencies as often as possible so it can do several round turns each day while money management keeps overall exposure low. Granularity Alpha could use up to 20% of total assets to margin positions although this percentage would be much lower most of the time.

Performance Statistics

Date Range: 03/14 - 10/20
  Program S&P 500 Coquest 40 
Total Return 58.10% 101.35% 14.87% 
Annualized Return 7.21% 11.07% 2.10% 
Annualized Std. Deviation 11.93% 13.70% 8.19% 
Correlation 0.02 -0.01 
Sharpe Ratio (rf=2.5%) 0.39 0.63 -0.05 
Worst Month -6.26% -12.35% -6.10% 
Date of Worst Month 01/2019 03/2020 02/2018 
Worst Drawdown -13.80% -19.60% -13.63% 
Date of Worst Drawdown 6/16 - 5/17 12/19 - 3/20 3/15 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 03/14 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 22.91 2.77 -3.54 
2019 -3.87 31.50 7.53 
2018 12.77 -4.38 -4.29 
2017 0.03 21.84 1.24 
2016 -3.65 11.98 -3.13 
2015 12.15 1.41 0.09 
2014 9.77 11.68 19.65 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 03/14 - 10/20
Date: 10/31/2020
Perf: $1,165.98 Date: 9/30/2020
Perf: $1,169.72 Date: 8/31/2020
Perf: $1,187.05 Date: 7/31/2020
Perf: $1,200.62 Date: 6/30/2020
Perf: $1,178.12 Date: 5/31/2020
Perf: $1,193.39 Date: 4/30/2020
Perf: $1,207.52 Date: 3/31/2020
Perf: $1,203.55 Date: 2/29/2020
Perf: $1,202.83 Date: 1/31/2020
Perf: $1,221.02 Date: 12/31/2019
Perf: $1,208.81 Date: 11/30/2019
Perf: $1,216.35 Date: 10/31/2019
Perf: $1,204.55 Date: 9/30/2019
Perf: $1,231.77 Date: 8/31/2019
Perf: $1,266.86 Date: 7/31/2019
Perf: $1,222.61 Date: 6/30/2019
Perf: $1,182.29 Date: 5/31/2019
Perf: $1,159.11 Date: 4/30/2019
Perf: $1,182.28 Date: 3/31/2019
Perf: $1,150.64 Date: 2/28/2019
Perf: $1,110.76 Date: 1/31/2019
Perf: $1,103.70 Date: 12/31/2018
Perf: $1,124.16 Date: 11/30/2018
Perf: $1,119.46 Date: 10/31/2018
Perf: $1,133.05 Date: 9/30/2018
Perf: $1,161.75 Date: 8/31/2018
Perf: $1,167.00 Date: 7/31/2018
Perf: $1,137.98 Date: 6/30/2018
Perf: $1,146.58 Date: 5/31/2018
Perf: $1,137.03 Date: 4/30/2018
Perf: $1,151.89 Date: 3/31/2018
Perf: $1,139.58 Date: 2/28/2018
Perf: $1,140.61 Date: 1/31/2018
Perf: $1,214.70 Date: 12/31/2017
Perf: $1,174.53 Date: 11/30/2017
Perf: $1,161.87 Date: 10/31/2017
Perf: $1,160.36 Date: 9/30/2017
Perf: $1,113.70 Date: 8/31/2017
Perf: $1,137.70 Date: 7/31/2017
Perf: $1,119.13 Date: 6/30/2017
Perf: $1,114.78 Date: 5/31/2017
Perf: $1,148.31 Date: 4/30/2017
Perf: $1,146.13 Date: 3/31/2017
Perf: $1,153.05 Date: 2/28/2017
Perf: $1,170.13 Date: 1/31/2017
Perf: $1,145.17 Date: 12/31/2016
Perf: $1,160.13 Date: 11/30/2016
Perf: $1,151.38 Date: 10/31/2016
Perf: $1,164.19 Date: 9/30/2016
Perf: $1,195.02 Date: 8/31/2016
Perf: $1,210.64 Date: 7/31/2016
Perf: $1,244.11 Date: 6/30/2016
Perf: $1,231.54 Date: 5/31/2016
Perf: $1,181.34 Date: 4/30/2016
Perf: $1,202.38 Date: 3/31/2016
Perf: $1,233.34 Date: 2/29/2016
Perf: $1,269.78 Date: 1/31/2016
Perf: $1,239.29 Date: 12/31/2015
Perf: $1,197.61 Date: 11/30/2015
Perf: $1,225.81 Date: 10/31/2015
Perf: $1,185.39 Date: 9/30/2015
Perf: $1,206.38 Date: 8/31/2015
Perf: $1,180.75 Date: 7/31/2015
Perf: $1,201.54 Date: 6/30/2015
Perf: $1,156.33 Date: 5/31/2015
Perf: $1,219.76 Date: 4/30/2015
Perf: $1,228.60 Date: 3/31/2015
Perf: $1,277.93 Date: 2/28/2015
Perf: $1,250.30 Date: 1/31/2015
Perf: $1,252.30 Date: 12/31/2014
Perf: $1,196.54 Date: 11/30/2014
Perf: $1,175.85 Date: 10/31/2014
Perf: $1,109.81 Date: 9/30/2014
Perf: $1,093.74 Date: 8/31/2014
Perf: $1,077.68 Date: 7/31/2014
Perf: $1,033.94 Date: 6/30/2014
Perf: $1,042.28 Date: 5/31/2014
Perf: $1,033.39 Date: 4/30/2014
Perf: $1,007.60 Date: 3/31/2014
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,996.77 Date: 9/30/2020
Perf: $2,051.33 Date: 8/31/2020
Perf: $2,132.36 Date: 7/31/2020
Perf: $1,989.33 Date: 6/30/2020
Perf: $1,883.12 Date: 5/31/2020
Perf: $1,846.38 Date: 4/30/2020
Perf: $1,762.48 Date: 3/31/2020
Perf: $1,562.21 Date: 2/29/2020
Perf: $1,782.33 Date: 1/31/2020
Perf: $1,942.17 Date: 12/31/2019
Perf: $1,942.94 Date: 11/30/2019
Perf: $1,885.99 Date: 10/31/2019
Perf: $1,819.92 Date: 9/30/2019
Perf: $1,781.27 Date: 8/31/2019
Perf: $1,748.57 Date: 7/31/2019
Perf: $1,776.64 Date: 6/30/2019
Perf: $1,751.42 Date: 5/31/2019
Perf: $1,636.08 Date: 4/30/2019
Perf: $1,747.01 Date: 3/31/2019
Perf: $1,679.01 Date: 2/28/2019
Perf: $1,647.06 Date: 1/31/2019
Perf: $1,595.83 Date: 12/31/2018
Perf: $1,477.49 Date: 11/30/2018
Perf: $1,624.15 Date: 10/31/2018
Perf: $1,591.68 Date: 9/30/2018
Perf: $1,708.54 Date: 8/31/2018
Perf: $1,698.86 Date: 7/31/2018
Perf: $1,645.22 Date: 6/30/2018
Perf: $1,586.22 Date: 5/31/2018
Perf: $1,576.44 Date: 4/30/2018
Perf: $1,539.34 Date: 3/31/2018
Perf: $1,533.52 Date: 2/28/2018
Perf: $1,573.48 Date: 1/31/2018
Perf: $1,633.77 Date: 12/31/2017
Perf: $1,545.23 Date: 11/30/2017
Perf: $1,528.26 Date: 10/31/2017
Perf: $1,482.74 Date: 9/30/2017
Perf: $1,448.98 Date: 8/31/2017
Perf: $1,419.74 Date: 7/31/2017
Perf: $1,415.35 Date: 6/30/2017
Perf: $1,386.78 Date: 5/31/2017
Perf: $1,378.24 Date: 4/30/2017
Perf: $1,359.07 Date: 3/31/2017
Perf: $1,345.22 Date: 2/28/2017
Perf: $1,343.61 Date: 1/31/2017
Perf: $1,292.30 Date: 12/31/2016
Perf: $1,268.21 Date: 11/30/2016
Perf: $1,243.58 Date: 10/31/2016
Perf: $1,199.21 Date: 9/30/2016
Perf: $1,221.44 Date: 8/31/2016
Perf: $1,221.20 Date: 7/31/2016
Perf: $1,219.49 Date: 6/30/2016
Perf: $1,176.09 Date: 5/31/2016
Perf: $1,173.04 Date: 4/30/2016
Perf: $1,152.30 Date: 3/31/2016
Perf: $1,147.82 Date: 2/29/2016
Perf: $1,074.94 Date: 1/31/2016
Perf: $1,076.34 Date: 12/31/2015
Perf: $1,132.52 Date: 11/30/2015
Perf: $1,150.70 Date: 10/31/2015
Perf: $1,147.25 Date: 9/30/2015
Perf: $1,057.96 Date: 8/31/2015
Perf: $1,084.76 Date: 7/31/2015
Perf: $1,154.36 Date: 6/30/2015
Perf: $1,130.62 Date: 5/31/2015
Perf: $1,152.99 Date: 4/30/2015
Perf: $1,138.30 Date: 3/31/2015
Perf: $1,127.48 Date: 2/28/2015
Perf: $1,145.58 Date: 1/31/2015
Perf: $1,083.29 Date: 12/31/2014
Perf: $1,116.80 Date: 11/30/2014
Perf: $1,119.59 Date: 10/31/2014
Perf: $1,090.27 Date: 9/30/2014
Perf: $1,064.30 Date: 8/31/2014
Perf: $1,079.41 Date: 7/31/2014
Perf: $1,037.89 Date: 6/30/2014
Perf: $1,052.42 Date: 5/31/2014
Perf: $1,031.07 Date: 4/30/2014
Perf: $1,007.40 Date: 3/31/2014
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,581.00 Date: 9/30/2020
Perf: $1,565.82 Date: 8/31/2020
Perf: $1,398.80 Date: 7/31/2020
Perf: $1,325.37 Date: 6/30/2020
Perf: $1,382.18 Date: 5/31/2020
Perf: $1,352.16 Date: 4/30/2020
Perf: $1,308.59 Date: 3/31/2020
Perf: $1,311.74 Date: 2/29/2020
Perf: $1,329.42 Date: 1/31/2020
Perf: $1,326.10 Date: 12/31/2019
Perf: $1,286.35 Date: 11/30/2019
Perf: $1,247.80 Date: 10/31/2019
Perf: $1,230.45 Date: 9/30/2019
Perf: $1,297.39 Date: 8/31/2019
Perf: $1,271.33 Date: 7/31/2019
Perf: $1,355.51 Date: 6/30/2019
Perf: $1,349.70 Date: 5/31/2019
Perf: $1,302.43 Date: 4/30/2019
Perf: $1,379.54 Date: 3/31/2019
Perf: $1,349.84 Date: 2/28/2019
Perf: $1,312.95 Date: 1/31/2019
Perf: $1,254.37 Date: 12/31/2018
Perf: $1,338.14 Date: 11/30/2018
Perf: $1,421.74 Date: 10/31/2018
Perf: $1,392.36 Date: 9/30/2018
Perf: $1,366.93 Date: 8/31/2018
Perf: $1,331.90 Date: 7/31/2018
Perf: $1,328.45 Date: 6/30/2018
Perf: $1,389.16 Date: 5/31/2018
Perf: $1,335.86 Date: 4/30/2018
Perf: $1,311.08 Date: 3/31/2018
Perf: $1,265.15 Date: 2/28/2018
Perf: $1,154.34 Date: 1/31/2018
Perf: $1,148.71 Date: 12/31/2017
Perf: $1,186.56 Date: 11/30/2017
Perf: $1,130.27 Date: 10/31/2017
Perf: $1,186.39 Date: 9/30/2017
Perf: $1,221.69 Date: 8/31/2017
Perf: $1,195.63 Date: 7/31/2017
Perf: $1,160.80 Date: 6/30/2017
Perf: $1,156.87 Date: 5/31/2017
Perf: $1,123.39 Date: 4/30/2017
Perf: $1,153.50 Date: 3/31/2017
Perf: $1,164.09 Date: 2/28/2017
Perf: $1,159.46 Date: 1/31/2017
Perf: $1,165.52 Date: 12/31/2016
Perf: $1,186.16 Date: 11/30/2016
Perf: $1,184.02 Date: 10/31/2016
Perf: $1,160.01 Date: 9/30/2016
Perf: $1,183.69 Date: 8/31/2016
Perf: $1,220.42 Date: 7/31/2016
Perf: $1,279.67 Date: 6/30/2016
Perf: $1,303.26 Date: 5/31/2016
Perf: $1,294.58 Date: 4/30/2016
Perf: $1,290.46 Date: 3/31/2016
Perf: $1,277.55 Date: 2/29/2016
Perf: $1,264.28 Date: 1/31/2016
Perf: $1,244.00 Date: 12/31/2015
Perf: $1,231.07 Date: 11/30/2015
Perf: $1,198.36 Date: 10/31/2015
Perf: $1,230.47 Date: 9/30/2015
Perf: $1,166.33 Date: 8/31/2015
Perf: $1,093.09 Date: 7/31/2015
Perf: $1,080.02 Date: 6/30/2015
Perf: $1,097.47 Date: 5/31/2015
Perf: $1,088.11 Date: 4/30/2015
Perf: $1,079.16 Date: 3/31/2015
Perf: $1,130.83 Date: 2/28/2015
Perf: $1,127.23 Date: 1/31/2015
Perf: $1,108.39 Date: 12/31/2014
Perf: $1,097.74 Date: 11/30/2014
Perf: $1,065.25 Date: 10/31/2014
Perf: $1,050.95 Date: 9/30/2014
Perf: $985.24 Date: 8/31/2014
Perf: $987.51 Date: 7/31/2014
Perf: $990.18 Date: 6/30/2014
Perf: $986.24 Date: 5/31/2014
Perf: $1,036.51 Date: 4/30/2014
Perf: $1,033.10 Date: 3/31/2014
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 03/14 - 10/20
Date: 10/31/2020
Return: 0.97 % Date: 9/30/2020
Return: 11.94 % Date: 8/31/2020
Return: 5.54 % Date: 7/31/2020
Return: -4.11 % Date: 6/30/2020
Return: 2.22 % Date: 5/31/2020
Return: 3.33 % Date: 4/30/2020
Return: -0.24 % Date: 3/31/2020
Return: -1.33 % Date: 2/29/2020
Return: 0.25 % Date: 1/31/2020
Return: 3.09 % Date: 12/31/2019
Return: 3.09 % Date: 11/30/2019
Return: 1.41 % Date: 10/31/2019
Return: -5.16 % Date: 9/30/2019
Return: 2.05 % Date: 8/31/2019
Return: -6.21 % Date: 7/31/2019
Return: 0.43 % Date: 6/30/2019
Return: 3.63 % Date: 5/31/2019
Return: -5.59 % Date: 4/30/2019
Return: 2.20 % Date: 3/31/2019
Return: 2.81 % Date: 2/28/2019
Return: 4.67 % Date: 1/31/2019
Return: -6.26 % Date: 12/31/2018
Return: -5.88 % Date: 11/30/2018
Return: 2.11 % Date: 10/31/2018
Return: 1.86 % Date: 9/30/2018
Return: 2.63 % Date: 8/31/2018
Return: 0.26 % Date: 7/31/2018
Return: -4.37 % Date: 6/30/2018
Return: 3.99 % Date: 5/31/2018
Return: 1.89 % Date: 4/30/2018
Return: 3.63 % Date: 3/31/2018
Return: 9.60 % Date: 2/28/2018
Return: 0.49 % Date: 1/31/2018
Return: -3.19 % Date: 12/31/2017
Return: 4.98 % Date: 11/30/2017
Return: -4.73 % Date: 10/31/2017
Return: -2.89 % Date: 9/30/2017
Return: 2.18 % Date: 8/31/2017
Return: 3.00 % Date: 7/31/2017
Return: 0.34 % Date: 6/30/2017
Return: 2.98 % Date: 5/31/2017
Return: -2.61 % Date: 4/30/2017
Return: -0.91 % Date: 3/31/2017
Return: 0.40 % Date: 2/28/2017
Return: -0.52 % Date: 1/31/2017
Return: -1.74 % Date: 12/31/2016
Return: 0.18 % Date: 11/30/2016
Return: 2.07 % Date: 10/31/2016
Return: -2.00 % Date: 9/30/2016
Return: -3.01 % Date: 8/31/2016
Return: -4.63 % Date: 7/31/2016
Return: -1.81 % Date: 6/30/2016
Return: 0.67 % Date: 5/31/2016
Return: 0.32 % Date: 4/30/2016
Return: 1.01 % Date: 3/31/2016
Return: 1.05 % Date: 2/29/2016
Return: 1.63 % Date: 1/31/2016
Return: 1.05 % Date: 12/31/2015
Return: 2.73 % Date: 11/30/2015
Return: -2.61 % Date: 10/31/2015
Return: 5.50 % Date: 9/30/2015
Return: 6.70 % Date: 8/31/2015
Return: 1.21 % Date: 7/31/2015
Return: -1.59 % Date: 6/30/2015
Return: 0.86 % Date: 5/31/2015
Return: 0.83 % Date: 4/30/2015
Return: -4.57 % Date: 3/31/2015
Return: 0.32 % Date: 2/28/2015
Return: 1.70 % Date: 1/31/2015
Return: 0.97 % Date: 12/31/2014
Return: 3.05 % Date: 11/30/2014
Return: 1.36 % Date: 10/31/2014
Return: 6.67 % Date: 9/30/2014
Return: -0.23 % Date: 8/31/2014
Return: -0.27 % Date: 7/31/2014
Return: 0.40 % Date: 6/30/2014
Return: -4.85 % Date: 5/31/2014
Return: 0.33 % Date: 4/30/2014
Return: 3.31 % Date: 3/31/2014
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 03/14 - 10/20
Return: 12.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: -6.00 %
Count: 4 Return: -4.00 %
Count: 2 Return: 4.00 %
Count: 3 Return: 10.00 %
Count: 1 Return: -1.00 %
Count: 3 Return: -3.00 %
Count: 5 Return: 5.00 %
Count: 3 Return: -2.00 %
Count: 4 Return: 2.00 %
Count: 10 Return: 1.00 %
Count: 11 Return: 7.00 %
Count: 2 Return: -5.00 %
Count: 5 Return: 3.00 %
Count: 10 Return: 0.00 %
Count: 15

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 03/14 - 10/20
Date: 10/31/2020
Drawdown: 0.00 % Date: 9/30/2020
Drawdown: 0.00 % Date: 8/31/2020
Drawdown: -1.61 % Date: 7/31/2020
Drawdown: -6.78 % Date: 6/30/2020
Drawdown: -2.78 % Date: 5/31/2020
Drawdown: -4.89 % Date: 4/30/2020
Drawdown: -7.96 % Date: 3/31/2020
Drawdown: -7.74 % Date: 2/29/2020
Drawdown: -6.49 % Date: 1/31/2020
Drawdown: -6.73 % Date: 12/31/2019
Drawdown: -9.52 % Date: 11/30/2019
Drawdown: -12.23 % Date: 10/31/2019
Drawdown: -13.45 % Date: 9/30/2019
Drawdown: -8.75 % Date: 8/31/2019
Drawdown: -10.58 % Date: 7/31/2019
Drawdown: -4.66 % Date: 6/30/2019
Drawdown: -5.07 % Date: 5/31/2019
Drawdown: -8.39 % Date: 4/30/2019
Drawdown: -2.97 % Date: 3/31/2019
Drawdown: -5.06 % Date: 2/28/2019
Drawdown: -7.65 % Date: 1/31/2019
Drawdown: -11.77 % Date: 12/31/2018
Drawdown: -5.88 % Date: 11/30/2018
Drawdown: 0.00 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: -1.60 % Date: 8/31/2018
Drawdown: -4.12 % Date: 7/31/2018
Drawdown: -4.37 % Date: 6/30/2018
Drawdown: 0.00 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: 0.00 % Date: 3/31/2018
Drawdown: -2.92 % Date: 2/28/2018
Drawdown: -11.43 % Date: 1/31/2018
Drawdown: -11.86 % Date: 12/31/2017
Drawdown: -8.95 % Date: 11/30/2017
Drawdown: -13.27 % Date: 10/31/2017
Drawdown: -8.97 % Date: 9/30/2017
Drawdown: -6.26 % Date: 8/31/2017
Drawdown: -8.26 % Date: 7/31/2017
Drawdown: -10.93 % Date: 6/30/2017
Drawdown: -11.23 % Date: 5/31/2017
Drawdown: -13.80 % Date: 4/30/2017
Drawdown: -11.49 % Date: 3/31/2017
Drawdown: -10.68 % Date: 2/28/2017
Drawdown: -11.03 % Date: 1/31/2017
Drawdown: -10.57 % Date: 12/31/2016
Drawdown: -8.99 % Date: 11/30/2016
Drawdown: -9.15 % Date: 10/31/2016
Drawdown: -10.99 % Date: 9/30/2016
Drawdown: -9.17 % Date: 8/31/2016
Drawdown: -6.36 % Date: 7/31/2016
Drawdown: -1.81 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: 0.00 % Date: 4/30/2016
Drawdown: 0.00 % Date: 3/31/2016
Drawdown: 0.00 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: -2.61 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: -3.34 % Date: 7/31/2015
Drawdown: -4.49 % Date: 6/30/2015
Drawdown: -2.95 % Date: 5/31/2015
Drawdown: -3.78 % Date: 4/30/2015
Drawdown: -4.57 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: -4.95 % Date: 8/31/2014
Drawdown: -4.73 % Date: 7/31/2014
Drawdown: -4.47 % Date: 6/30/2014
Drawdown: -4.85 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  ATP Capital Management, LLC
Address: Urbanizacion Caxidi 54
City: San Juan de Parres
State:
Zip: 33559
Country: Spain

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Investment Methodology
 Systematic Yes 
 Discretionary No 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Europe Yes 
 Holding Period
 Short Term Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio: 2% 
 Managed Account Availability: Open 
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