DeSoto Capital Management : EMini Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -1.68% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 16.37% Sharpe (RFR=1%) 0.73 CAROR 12.72% Assets $ 653k Worst DD -17.75 S&P Correlation -0.13 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD 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 Program / Index Oct Qtr YTD 1yr 3yr 5yr 10yr Since9/2003 EMini Program -1.68 - - - - - 8.62 205.81 S&P 500 4.46 - - - - - 67.15 350.92 +/- S&P 500 -6.14 - - - - - -58.53 -145.11 Strategy Description Summary-The objective of DeSoto Capital Management's managed futures trading program is the capital appreciation of client assets through speculative trading in financial futures contracts, particularly stock index futures contracts. DCM attempts to... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 10000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -27.00% Worst Peak-to-Trough 0% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Composition Stock Indices 100.00% Summary-The objective of DeSoto Capital Management's managed futures trading program is the capital appreciation of client assets through speculative trading in financial futures contracts, particularly stock index futures contracts. DCM attempts to meet the objective of client equity growth by making and acting on trading decisions based on a computer-based proprietary model.DCM intends to trade liquid stock index futures, including the NASDAQ 100, Russell 2000, S&P MidCap 400 and S&P 500 futures contracts. The EMini Program uses a basket of very short term trading strategies. To determine position entry and exit, the program uses a combination of proprietary internal strength and volatility measurements and inter-market analysis techniques as well as pattern recognition algorithms to gauge both the direction and power of the underlying intraday trend. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -17.75 30 - 3/1/2009 9/1/2011 -16.41 6 3 12/1/2007 6/1/2008 -14.18 5 14 11/1/2005 4/1/2006 -5.70 1 1 10/1/2008 11/1/2008 -1.74 1 1 7/1/2005 8/1/2005 -0.87 1 3 9/1/2003 10/1/2003 -0.58 1 1 2/1/2005 3/1/2005 -0.50 1 1 8/1/2007 9/1/2007 -0.10 1 1 1/1/2009 2/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 47.87 5 4/1/2007 8/1/2007 47.06 4 7/1/2008 10/1/2008 29.42 3 10/1/2007 12/1/2007 19.47 4 4/1/2005 7/1/2005 18.33 3 9/1/2005 11/1/2005 15.03 3 10/1/2011 12/1/2011 14.47 2 5/1/2006 6/1/2006 10.50 16 11/1/2003 2/1/2005 10.13 4 6/1/2013 9/1/2013 9.32 3 7/1/2010 9/1/2010 8.41 2 12/1/2008 1/1/2009 7.00 2 7/1/2011 8/1/2011 5.60 2 11/1/2010 12/1/2010 3.24 4 7/1/2012 10/1/2012 2.35 1 3/1/2009 3/1/2009 2.27 2 3/1/2013 4/1/2013 1.82 1 2/1/2011 2/1/2011 1.64 1 12/1/2012 12/1/2012 1.50 1 3/1/2008 3/1/2008 1.05 1 2/1/2012 2/1/2012 0.90 1 9/1/2003 9/1/2003 0.87 1 12/1/2009 12/1/2009 0.60 1 4/1/2011 4/1/2011 0.35 1 2/1/2010 2/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.18 5 12/1/2005 4/1/2006 -14.10 8 4/1/2009 11/1/2009 -12.19 2 1/1/2008 2/1/2008 -8.40 4 3/1/2012 6/1/2012 -8.29 9 7/1/2006 3/1/2007 -7.74 1 9/1/2011 9/1/2011 -6.87 1 3/1/2011 3/1/2011 -6.22 3 4/1/2008 6/1/2008 -6.02 1 1/1/2011 1/1/2011 -5.70 1 11/1/2008 11/1/2008 -4.03 2 5/1/2011 6/1/2011 -3.23 2 1/1/2013 2/1/2013 -3.00 1 5/1/2013 5/1/2013 -2.55 1 11/1/2012 11/1/2012 -2.35 1 1/1/2012 1/1/2012 -1.79 4 3/1/2010 6/1/2010 -1.74 1 8/1/2005 8/1/2005 -1.68 1 10/1/2013 10/1/2013 -1.18 1 10/1/2010 10/1/2010 -0.87 1 10/1/2003 10/1/2003 -0.59 1 1/1/2010 1/1/2010 -0.58 1 3/1/2005 3/1/2005 -0.50 1 9/1/2007 9/1/2007 -0.10 1 2/1/2009 2/1/2009 Show More Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel