Pere Trading Group, LLC : Pere Trading Program
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Year-to-Date
2.24%
Apr 13.38%
|
Min. Investment
|
$ 100k
|
Inception
|
Jun 2005
|
Assets
|
$ 20.8M
|
|
Mgmt Fee
|
0%
|
Sharpe (RFR=1%)
|
0.75
|
Worst DD
|
-60.73
|
|
Perf Fee
|
20.00%
|
CAROR
|
33.69%
|
S&P Correlation
|
0.03
|
Growth of 1,000 - VAMI
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | -14.88 | 14.76 | -7.69 | 13.38 | | | | | | | | | 2.24 | -14.88 |
| 2012 | -7.65 | 5.88 | 2.01 | 5.62 | -12.12 | 5.56 | 6.51 | 1.47 | 1.09 | 10.85 | -0.83 | 0.85 | 18.37 | -12.12 |
| 2011 | 1.48 | 4.54 | -1.14 | -4.48 | 0.51 | -5.66 | 10.33 | -5.29 | 38.46 | 9.00 | 5.80 | 4.68 | 65.91 | -10.46 |
| 2010 | -5.91 | 4.59 | -12.42 | 6.07 | -0.37 | 2.73 | 7.05 | 0.60 | -3.96 | 4.65 | -4.24 | 0.05 | -2.97 | -13.81 |
| 2009 | -6.06 | -18.05 | -3.36 | 43.15 | 1.87 | -8.56 | -12.01 | 6.84 | 1.01 | -13.63 | 6.60 | 11.02 | -3.71 | -25.60 |
| 2008 | -29.98 | 32.93 | 18.19 | -14.02 | 20.87 | 18.33 | 29.15 | 25.29 | 99.87 | -55.36 | -1.68 | 20.28 | 130.97 | -56.11 |
| 2007 | 0.86 | -8.81 | -0.38 | -3.06 | -0.24 | -1.19 | -13.72 | 17.99 | 13.00 | 7.76 | 33.44 | 6.58 | 54.36 | -25.10 |
| 2006 | 3.35 | 2.43 | 0.93 | 5.92 | 4.40 | 1.22 | 6.68 | -3.34 | 5.32 | 6.77 | -2.20 | -1.06 | 34.18 | -3.34 |
| 2005 | | | | | | 1.84 | 0.43 | 2.83 | 0.18 | 6.98 | -5.61 | 4.35 | 11.02 | -5.61 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Period Returns
|
|
Apr
|
Qtr
|
YTD
|
1yr
|
3yr
|
5yr
|
10yr
|
Since
6/2005
|
|
Pere Trading Program
|
13.38
|
20.11
|
2.24
|
14.87
|
113.11
|
358.09
|
-
|
896.33
|
|
S&P 500
|
1.81
|
6.64
|
12.02
|
14.28
|
34.60
|
15.28
|
-
|
31.70
|
|
+/- S&P 500
|
11.57
|
13.47
|
-9.78
|
0.59
|
78.51
|
342.81
|
-
|
864.64
|
Strategy Description
Summary
The Pere Trading Program analyzes intra-day E-mini SP 500 futures price changes in conjunction with daily price changes over a recent span of days to compute daily trading signals. From this analysis, the Pere Trading model calculates a desired position...
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Strategy Description
Summary
The Pere Trading Program analyzes intra-day E-mini SP 500 futures price changes in conjunction with daily price changes over a recent span of days to compute daily trading signals. From this analysis, the Pere Trading model calculates a desired position in the E-mini SP 500 futures contract and trades this market accordingly. The model is short term in nature, trading as frequently as daily or holding positions as long as two weeks.