Trading Edge
Year-to-Date
9.82%
Aug 0.88%
|
|
Assets: |
$ 2.1M |
|
Inception: |
Jun 2006 |
|
Worst Drawdown: |
76.95 |
Minimum Account: |
$ 75k |
|
Compounded Annual ROR: |
-2.00% |
Management Fee: |
2.00% |
|
Sharpe Ratio (Risk-Free Rate=1%): |
0.20 |
Performance Fee: |
20.00% |
Chart-Type:
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD* |
| 2010 | 10.51 | 1.17 | -4.75 | 7.29 | -7.94 | 10.83 | -6.62 | 0.88 | | | | | 9.82 | 7.94 |
| 2009 | 10.22 | -17.59 | -2.94 | -2.74 | -6.28 | 0.68 | -18.21 | 5.61 | 4.74 | -18.32 | 2.03 | 7.52 | -34.41 | 45.75 |
| 2008 | 5.07 | 11.53 | 11.06 | 6.05 | 11.07 | -13.92 | 11.43 | 10.62 | -26.39 | -44.08 | 10.07 | 10.04 | -18.90 | 58.84 |
| 2007 | 18.14 | -8.32 | -14.40 | -12.64 | 10.45 | -9.36 | -14.62 | -22.80 | 4.08 | -17.38 | 10.66 | 10.41 | -43.85 | 61.10 |
| 2006 | | | | | | 16.08 | 17.92 | 14.28 | 12.94 | 16.38 | 18.78 | 14.59 | 179.85 | 0.00 |
PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Summary
THE ADVISOR
Stein Investment Management LLC (or the "Advisor") is a limited liability company formed in the state of New Jersey in April 2006 to provide advisory services previously conducted by its president, director, sole shareholder and sole principal Boris Stein. Mr. Stein was involved in market research and development of advanced market trading methodologies for over 15 years. During all those years he actively traded stocks, currency and commodity markets.SIM has been registered with the Commodity Futures Trading Commission (CFTC) and the National Futures Association (NFA) as a Commodity Trading Advisor (CTA) since May 2006. SIM became a member of the National Futures Association (NFA) in November 2006.
Boris Stein is the president and sole principal of Stein Investment Management LLC.There have never been any material administrative, civil, or criminal proceedings against Stein Investment Management LLC or Mr. Stein.
Investments
Risk Management
|
Account & Fees
|
|
|
Type |
Managed Account |
|
Minimum Account |
$ 75k |
|
Trading Level Incremental Increase |
$ 0k |
|
Management Fee |
2.00% |
|
Performance Fee |
20.00% |
|
Average Commission |
$4.00 |
|
|
Subscriptions
|
|
|
Highwater Mark |
No |
|
Subscription Frequency |
Anytime |
|
Redemption Frequency |
Anytime |
|
Investor Requirements |
Any Investor |
|
Lock-up Period |
0 |
|
|
Trading
|
|
|
Trading Frequency |
30000
RT/YR/$M |
|
Avg. Margin-to-Equity |
35.00% |
|
Targeted WDD
|
0% |
|
Worst Peak-to-Trough |
0% |
|
Sector Focus: |
Not Specified |
|
|
Holding Periods
|
|
|
Over 12 Months |
0% |
|
4-12 Months |
0% |
|
1-3 Months |
0% |
|
1-30 Days |
|
|
Intraday |
0% |
|
Decision-Making
|
|
|
Discretionary |
0% |
|
Systematic |
0% |
|
|
Strategy
|
|
|
Arbitrage |
0% |
|
Counter-trend |
0% |
|
Fundamental |
0% |
|
Momentum |
0% |
|
Option-purchasing |
0% |
|
Option-spreads |
0% |
|
Option-writing |
0% |
|
Pattern Recognition |
0% |
|
Seasonal/cyclical |
0% |
|
Spreading/hedging |
0% |
|
Technical |
0% |
|
Trend-following |
0% |
|
Other |
0% |
|
|
Composition
|
|
|
Currency Futures |
0% |
|
Currency FX |
0% |
|
Industrial Metals |
0% |
|
Precious Metals |
0% |
|
Energy |
0% |
|
Grains |
0% |
|
Interest Rates |
0% |
|
Livestock |
0% |
|
Softs |
0% |
|
SSF
|
0% |
|
Stock Indices |
0% |
|
VIX |
0% |
|
Other |
0% |
DD* = This Drawdown calculation is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during the year in which the initial net asset value is not equaled or exceeded by a subsequent asset value.
RISK DISCLAIMER: THE RISK OF LOSS IN TRADING COMMODITIES AND FOREIGN EXCHANGE CAN BE SUBSTANTIAL. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.