Eagle Trading Systems Inc. : Eagle Strategic Trend Macro Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -2.06% Min Investment $ 10,000k Mgmt. Fee 1.00% Perf. Fee 0% Annualized Vol 7.87% Sharpe (RFR=1%) -0.60 CAROR -4.00% Assets $ 27.0M Worst DD -18.96 S&P Correlation 0.10 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 Since4/2016 Eagle Strategic Trend Macro -2.06 - - -6.62 -8.81 - - -13.60 S&P 500 2.04 - - 12.01 41.41 - - 67.76 +/- S&P 500 -4.10 - - -18.63 -50.23 - - -81.36 Strategy Description SummaryWe designed Eagle Strategic Trend Macro (ESTM) in response to growing investor interest in strategies that endeavor to deliver more targeted outcomes with a more attractive fee structure. We have engineered this strategy to build on some of Eagle’s longstanding successful strategies... Read More Account & Fees Type Managed Account Minimum Investment $ 10,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 1.00% Performance Fee 0% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 350 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 100.00% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Currency Futures 17.00% Energy 17.00% Interest Rates 17.00% Stock Indices 17.00% Industrial Metals 8.00% Precious Metals 8.00% Grains 8.00% Softs 8.00% SummaryWe designed Eagle Strategic Trend Macro (ESTM) in response to growing investor interest in strategies that endeavor to deliver more targeted outcomes with a more attractive fee structure. We have engineered this strategy to build on some of Eagle’s longstanding successful strategies which were modified to lighten tactical filters, increase market participation and more closely map widely followed times series momentum risk factors. Eagle Strategic Trend Macro Highlights: • Objective: Seeks to deliver attractive risk adjusted returns through tactical timing of short term price momentum and intermediate-long term trend opportunities in a broad universe of exchange traded futures. • Engineered for attractive skew characteristics. • Seeks to diversify Global Growth/Equity Risk Factor in down equity markets without detracting from positive equity risk factor periods. • Foundation predicated on long standing tactical trend and tactical momentum trading strategies. • Highly Liquid • Competitive Fee Structure (1% flat management fee for approximately 10% annualized standard deviation). Can tailor to targeted client risk preferences.Investment StrategyPlease see above.Risk ManagementPlease see above. 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 -18.96 22 - 12/1/2016 10/1/2018 -4.60 4 2 6/1/2016 10/1/2016 -3.21 1 1 4/1/2016 5/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.54 6 3/1/2019 8/1/2019 5.99 2 11/1/2016 12/1/2016 4.48 1 6/1/2016 6/1/2016 3.41 2 11/1/2018 12/1/2018 2.51 1 10/1/2017 10/1/2017 2.05 2 5/1/2018 6/1/2018 1.77 1 7/1/2017 7/1/2017 1.73 1 4/1/2016 4/1/2016 0.83 1 2/1/2017 2/1/2017 0.75 1 8/1/2018 8/1/2018 0.64 1 1/1/2018 1/1/2018 0.61 1 9/1/2016 9/1/2016 0.47 1 5/1/2017 5/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.58 3 2/1/2018 4/1/2018 -6.62 2 9/1/2019 10/1/2019 -5.86 2 3/1/2017 4/1/2017 -4.30 1 6/1/2017 6/1/2017 -3.65 2 8/1/2017 9/1/2017 -3.56 2 7/1/2016 8/1/2016 -3.21 1 5/1/2016 5/1/2016 -2.95 2 9/1/2018 10/1/2018 -1.93 2 11/1/2017 12/1/2017 -1.68 1 10/1/2016 10/1/2016 -1.30 2 1/1/2019 2/1/2019 -1.07 1 1/1/2017 1/1/2017 -0.82 1 7/1/2018 7/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods43.0041.0038.0032.0026.0020.00 Percent Profitable48.8443.9039.4725.0011.540.00 Average Period Return-0.31-0.80-1.75-4.93-8.50-11.76 Average Gain1.552.252.543.243.07 Average Loss-2.09-3.18-4.55-7.65-10.01-11.76 Best Period4.484.857.546.525.64-2.34 Worst Period-6.00-8.58-9.77-15.58-16.43-17.08 Standard Deviation2.273.374.535.995.934.66 Gain Standard Deviation1.171.402.412.032.26 Loss Standard Deviation1.512.373.184.014.344.66 Sharpe Ratio (1%)-0.17-0.31-0.50-0.99-1.69-2.95 Average Gain / Average Loss0.740.710.560.420.31 Profit / Loss Ratio0.710.550.360.140.04 Downside Deviation (10%)2.073.736.0411.5417.1122.48 Downside Deviation (5%)1.883.104.628.2311.5414.50 Downside Deviation (0%)1.832.944.297.4510.2312.61 Sortino Ratio (10%)-0.35-0.54-0.70-0.86-0.94-0.98 Sortino Ratio (5%)-0.21-0.34-0.49-0.72-0.87-0.95 Sortino Ratio (0%)-0.17-0.27-0.41-0.66-0.83-0.93 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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