Eckhardt Trading Company : Evolution Strategies 1.2X

Year-to-Date
5.07%
Oct Performance
-2.34%
Min Investment
$ 10,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
26.44%
Sharpe (RFR=1%)
0.63
CAROR
15.46%
Assets
$ 35.9M
Worst DD
-40.39
S&P Correlation
0.04

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 Since
10/1991
Evolution Strategies 1.2X -2.34 -2.70 -5.07 -4.28 9.30 5.70 26.51 5,564.37
S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 190.12 666.00
+/- S&P 500 -4.38 -4.62 -26.23 -16.28 -32.11 -43.28 -163.60 4,898.38

Strategy Description

Summary

The objective of ETC is to achieve appreciation of its clients’ assets through speculative trading of “Futures Interests”. ETC trades futures contracts on U.S. and non-U.S. exchanges, options on futures contracts, forward contracts in metals traded on the London Metal Exchange, and... 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
20.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
1500 RT/YR/$M
Avg. Margin-to-Equity
12%
Targeted Worst DD
Worst Peak-to-Trough
0%
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
12.00%
1-30 Days
88.00%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Counter-trend
5.00%
Pattern Recognition
25.00%
Trend-following
70.00%
Strategy Pie Chart

Composition

Interest Rates
35.00%
Currency Futures
21.00%
Stock Indices
14.00%
Energy
10.00%
Grains
8.00%
Industrial Metals
5.00%
Softs
4.00%
Precious Metals
3.00%
Composition Pie Chart

Summary

The objective of ETC is to achieve appreciation of its clients’ assets through speculative trading of “Futures Interests”. ETC trades futures contracts on U.S. and non-U.S. exchanges, options on futures contracts, forward contracts in metals traded on the London Metal Exchange, and may trade currency forward contracts in the interbank market and EFPs in currencies (collectively, “Futures Interests”). The exact nature of ETC’s methods is proprietary and confidential. The following description is, of necessity, general and is not exhaustive. ETC’s trading approach is the product of over 40 years of research on futures price action, risk management and trading system development. Its diverse systems are melded in accordance with the modern mathematical theory of risk. ETC’s systems are technical in origin and, while ETC employs both trend following and non-trend following systems, the overall approach is primarily trend-following. They are not based on the analysis of fundamental supply and demand factors. ETC’s trading approach is predominantly applied in an algorithmic or mechanical manner. Occasionally, discretion and judgment may be used; and is usually employed for risk management purposes. Discretion also may be utilized in connection with the timing of the entry of orders in the markets traded.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-40.39 5 6 12/1/1991 5/1/1992
-34.00 5 3 5/1/1995 10/1/1995
-28.85 1 8 12/1/1993 1/1/1994
-28.42 4 2 4/1/1996 8/1/1996
-28.05 27 35 4/1/2011 7/1/2013
-22.74 4 2 9/1/1994 1/1/1995
-18.53 20 8 6/1/2008 2/1/2010
-17.21 17 5 2/1/1999 7/1/2000
-16.42 8 10 7/1/2016 3/1/2017
-12.78 5 4 2/1/2004 7/1/2004
-10.99 2 4 2/1/1998 4/1/1998
-9.32 21 - 1/1/2018 10/1/2019
-9.22 1 1 2/1/1993 3/1/1993
-8.27 1 2 1/1/1996 2/1/1996
-8.27 3 2 9/1/1997 12/1/1997
-7.95 7 3 8/1/2005 3/1/2006
-7.72 1 2 8/1/1993 9/1/1993
-7.64 1 1 11/1/1996 12/1/1996
-6.40 4 3 11/1/2006 3/1/2007
-6.31 2 3 1/1/2002 3/1/2002
-6.09 1 2 1/1/0001 10/1/1991
-5.91 2 1 11/1/1992 1/1/1993
-5.58 5 1 11/1/2004 4/1/2005
-5.20 4 1 7/1/2002 11/1/2002
-4.98 2 1 5/1/2001 7/1/2001
-4.64 1 1 7/1/1997 8/1/1997
-4.38 3 2 6/1/2006 9/1/2006
-3.87 1 3 12/1/2010 1/1/2011
-3.39 1 1 8/1/2001 9/1/2001
-2.92 1 1 10/1/2010 11/1/2010
-2.57 2 5 5/1/2003 7/1/2003
-2.53 1 2 10/1/2001 11/1/2001
-2.48 1 1 12/1/2003 1/1/2004
-2.00 1 1 7/1/2007 8/1/2007
-1.01 1 3 1/1/2001 2/1/2001
-0.44 1 1 2/1/2003 3/1/2003
-0.38 1 1 6/1/2005 7/1/2005
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Consecutive Gains

Run-up Length (Mos.) Start End
84.15 3 9/1/1996 11/1/1996
81.55 4 2/1/1995 5/1/1995
72.13 5 4/1/1993 8/1/1993
70.92 7 1/1/1997 7/1/1997
65.34 4 6/1/1992 9/1/1992
59.49 3 11/1/1995 1/1/1996
56.24 10 9/1/2007 6/1/2008
53.53 2 11/1/1991 12/1/1991
39.65 6 2/1/1994 7/1/1994
36.26 6 8/1/2000 1/1/2001
33.19 3 8/1/1998 10/1/1998
31.73 2 3/1/1996 4/1/1996
28.00 6 8/1/2014 1/1/2015
26.93 3 10/1/1993 12/1/1993
25.65 3 12/1/2002 2/1/2003
19.93 1 9/1/1994 9/1/1994
19.60 4 8/1/2004 11/1/2004
15.37 3 8/1/2010 10/1/2010
14.47 1 11/1/1994 11/1/1994
14.19 2 12/1/2017 1/1/2018
13.72 4 3/1/2010 6/1/2010
13.70 4 4/1/2007 7/1/2007
13.08 2 1/1/2016 2/1/2016
12.16 1 2/1/1993 2/1/1993
11.32 2 7/1/2012 8/1/2012
11.15 2 4/1/2012 5/1/2012
11.13 2 5/1/2005 6/1/2005
10.88 1 4/1/2011 4/1/2011
10.69 2 1/1/1998 2/1/1998
10.12 1 12/1/2010 12/1/2010
9.88 2 6/1/2016 7/1/2016
9.86 3 12/1/1998 2/1/1999
9.76 1 11/1/1992 11/1/1992
9.20 3 4/1/2006 6/1/2006
9.03 2 7/1/2019 8/1/2019
8.29 2 6/1/1999 7/1/1999
8.14 1 11/1/2009 11/1/2009
8.00 1 9/1/1997 9/1/1997
7.87 1 2/1/2014 2/1/2014
7.85 2 10/1/2006 11/1/2006
7.03 1 8/1/2001 8/1/2001
6.96 2 11/1/2013 12/1/2013
6.65 1 4/1/1992 4/1/1992
6.54 1 10/1/2001 10/1/2001
6.19 2 4/1/2003 5/1/2003
5.80 2 6/1/2002 7/1/2002
5.62 2 11/1/2016 12/1/2016
5.33 3 4/1/2017 6/1/2017
5.10 1 2/1/2004 2/1/2004
4.87 1 8/1/2005 8/1/2005
4.83 4 9/1/2008 12/1/2008
4.68 2 11/1/2003 12/1/2003
4.68 1 4/1/2002 4/1/2002
4.38 3 7/1/2009 9/1/2009
4.37 2 5/1/1998 6/1/1998
4.25 2 12/1/2001 1/1/2002
4.11 1 9/1/1999 9/1/1999
4.11 1 5/1/2001 5/1/2001
4.02 1 5/1/2009 5/1/2009
3.95 1 10/1/2017 10/1/2017
3.66 1 1/1/2013 1/1/2013
3.64 1 2/1/2011 2/1/2011
3.61 2 1/1/2012 2/1/2012
3.59 3 4/1/2014 6/1/2014
3.49 1 9/1/2015 9/1/2015
3.30 4 6/1/2018 9/1/2018
2.48 1 5/1/2015 5/1/2015
2.44 1 5/1/2000 5/1/2000
2.29 2 8/1/2013 9/1/2013
2.13 4 10/1/2005 1/1/2006
2.09 1 8/1/2006 8/1/2006
1.96 1 11/1/2015 11/1/2015
1.85 1 12/1/2018 12/1/2018
1.83 2 2/1/2005 3/1/2005
1.61 2 3/1/2013 4/1/2013
1.19 2 1/1/2007 2/1/2007
1.14 2 8/1/2003 9/1/2003
1.01 1 8/1/2017 8/1/2017
1.01 1 3/1/2009 3/1/2009
0.91 1 7/1/2011 7/1/2011
0.65 1 3/1/2001 3/1/2001
0.57 1 4/1/2016 4/1/2016
0.41 1 7/1/2015 7/1/2015
0.41 1 11/1/1999 11/1/1999
0.29 1 11/1/2012 11/1/2012
0.21 1 5/1/2019 5/1/2019
0.06 1 5/1/2004 5/1/2004
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Consecutive Losses

Run-up Length (Mos.) Start End
-38.33 3 1/1/1992 3/1/1992
-34.00 5 6/1/1995 10/1/1995
-28.85 1 1/1/1994 1/1/1994
-28.42 4 5/1/1996 8/1/1996
-18.08 2 12/1/1994 1/1/1995
-17.61 1 10/1/1994 10/1/1994
-16.32 5 8/1/2011 12/1/2011
-15.43 3 12/1/2009 2/1/2010
-14.95 3 8/1/2016 10/1/2016
-13.18 1 8/1/1994 8/1/1994
-12.22 3 3/1/1999 5/1/1999
-11.13 3 5/1/2013 7/1/2013
-10.99 2 3/1/1998 4/1/1998
-10.95 2 5/1/2011 6/1/2011
-10.00 2 9/1/2012 10/1/2012
-9.37 1 5/1/1992 5/1/1992
-9.33 2 7/1/2008 8/1/2008
-9.22 1 3/1/1993 3/1/1993
-8.90 2 9/1/2019 10/1/2019
-8.53 1 12/1/2015 12/1/2015
-8.27 1 2/1/1996 2/1/1996
-8.27 3 10/1/1997 12/1/1997
-7.79 2 2/1/2006 3/1/2006
-7.72 1 9/1/1993 9/1/1993
-7.64 1 12/1/1996 12/1/1996
-7.49 1 6/1/2012 6/1/2012
-7.14 2 6/1/2004 7/1/2004
-6.95 3 1/1/2017 3/1/2017
-6.94 4 2/1/2018 5/1/2018
-6.42 1 8/1/1999 8/1/1999
-6.31 2 2/1/2002 3/1/2002
-6.13 2 3/1/2004 4/1/2004
-6.09 1 10/1/1991 10/1/1991
-5.98 5 12/1/1999 4/1/2000
-5.91 2 12/1/1992 1/1/1993
-5.85 1 6/1/2009 6/1/2009
-5.54 1 6/1/2015 6/1/2015
-5.45 1 3/1/2014 3/1/2014
-5.43 1 10/1/2009 10/1/2009
-5.37 1 8/1/2015 8/1/2015
-5.23 2 12/1/2004 1/1/2005
-5.20 4 8/1/2002 11/1/2002
-4.98 2 6/1/2001 7/1/2001
-4.76 1 7/1/2014 7/1/2014
-4.64 1 8/1/1997 8/1/1997
-4.54 1 3/1/2007 3/1/2007
-4.51 1 10/1/1992 10/1/1992
-4.46 2 6/1/2000 7/1/2000
-4.21 1 7/1/2006 7/1/2006
-4.04 4 1/1/2019 4/1/2019
-3.87 1 1/1/2011 1/1/2011
-3.39 1 9/1/2001 9/1/2001
-3.23 1 10/1/1999 10/1/1999
-3.19 1 3/1/2012 3/1/2012
-3.12 3 2/1/2015 4/1/2015
-3.10 1 12/1/2006 12/1/2006
-2.92 1 11/1/2010 11/1/2010
-2.57 2 6/1/2003 7/1/2003
-2.56 1 5/1/2016 5/1/2016
-2.53 1 11/1/2001 11/1/2001
-2.52 1 1/1/2014 1/1/2014
-2.48 1 1/1/2004 1/1/2004
-2.45 2 10/1/2018 11/1/2018
-2.39 1 3/1/2016 3/1/2016
-2.37 1 7/1/2010 7/1/2010
-2.25 1 9/1/2005 9/1/2005
-2.24 1 11/1/2017 11/1/2017
-2.22 1 9/1/2006 9/1/2006
-2.19 1 4/1/2009 4/1/2009
-2.16 1 4/1/2005 4/1/2005
-2.02 1 7/1/1998 7/1/1998
-2.00 1 8/1/2007 8/1/2007
-1.88 2 1/1/2009 2/1/2009
-1.72 1 3/1/2011 3/1/2011
-1.33 1 2/1/2013 2/1/2013
-1.01 1 2/1/2001 2/1/2001
-0.76 1 10/1/2015 10/1/2015
-0.70 1 10/1/2003 10/1/2003
-0.62 1 5/1/2002 5/1/2002
-0.61 1 6/1/2019 6/1/2019
-0.59 1 7/1/2017 7/1/2017
-0.44 1 3/1/2003 3/1/2003
-0.38 1 7/1/2005 7/1/2005
-0.38 1 4/1/2001 4/1/2001
-0.17 1 10/1/2013 10/1/2013
-0.07 1 9/1/2017 9/1/2017
-0.02 1 12/1/2012 12/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods337.00335.00332.00326.00320.00314.00302.00290.00278.00
Percent Profitable56.9762.3963.8673.0179.6986.6291.3993.4596.04
Average Period Return1.484.578.9518.9329.9141.8069.16103.40150.37
Average Gain5.6910.9017.3928.3539.3149.6676.40110.86156.78
Average Loss-4.15-5.93-5.96-6.55-6.96-9.11-7.70-3.04-5.28
Best Period48.7084.15119.68185.03231.29311.11408.43530.41988.30
Worst Period-28.85-38.33-29.85-23.28-22.30-19.92-21.16-6.07-12.19
Standard Deviation7.6313.8019.4630.1843.1856.6890.02129.40198.75
Gain Standard Deviation6.8713.1819.4630.1643.5956.9590.86130.65200.23
Loss Standard Deviation4.296.445.575.044.455.265.621.633.15
Sharpe Ratio (1%)0.180.310.430.590.660.700.730.770.73
Average Gain / Average Loss1.371.842.924.335.655.459.9336.4329.70
Profit / Loss Ratio1.843.055.1611.7022.1635.29105.36519.61721.00
Downside Deviation (10%)4.075.906.086.617.037.578.138.9610.41
Downside Deviation (5%)3.925.465.124.714.304.493.561.922.26
Downside Deviation (0%)3.885.364.894.293.713.842.780.881.21
Sortino Ratio (10%)0.260.571.072.113.174.176.579.1311.79
Sortino Ratio (5%)0.360.791.653.816.608.8618.6051.6564.28
Sortino Ratio (0%)0.380.851.834.428.0510.9024.89117.70124.51

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 7 6.41 6/2010
Trend Following Strategy Index Month 9 1.01 3/2009
Diversified Trader Index Month 8 2.06 6/2006
Trend Following Strategy Index Month 6 2.06 6/2006
Trend Following Strategy Index Month 10 6.92 10/2004
IASG CTA Index Month 10 5.11 8/2004
Systematic Trader Index Month 6 5.11 8/2004
Diversified Trader Index Month 7 5.11 8/2004
Trend Following Strategy Index Month 4 5.11 8/2004
Trend Following Strategy Index Month 7 1.29 11/2003
Trend Following Strategy Index Month 10 -0.75 6/2003
Trend Following Strategy Index Month 9 -0.44 3/2003
Diversified Trader Index Month 10 -0.44 3/2003
Systematic Trader Index Month 3 4.68 4/2002
Diversified Trader Index Month 3 4.68 4/2002
IASG CTA Index Month 5 4.68 4/2002
Trend Following Strategy Index Month 1 4.68 4/2002
Trend Following Strategy Index Month 2 3.22 1/2002
Diversified Trader Index Month 2 3.22 1/2002
IASG CTA Index Month 5 3.22 1/2002
Systematic Trader Index Month 3 3.22 1/2002
IASG CTA Index 5 Year Rolling 7 186.00 1996 - 2001
Trend Following Strategy Index Month 8 -2.53 11/2001
IASG CTA Index Month 10 4.11 5/2001
Systematic Trader Index Month 7 4.11 5/2001
Diversified Trader Index Month 6 4.11 5/2001
Trend Following Strategy Index Month 5 4.11 5/2001
Trend Following Strategy Index Month 3 -0.38 4/2001
Systematic Trader Index Month 10 -0.38 4/2001
Diversified Trader Index Month 8 -0.38 4/2001
IASG CTA Index 5 Year Rolling 1 340.94 1995 - 2000
IASG CTA Index Month 5 15.98 11/2000
Trend Following Strategy Index Month 5 15.98 11/2000
Systematic Trader Index Month 5 15.98 11/2000
Diversified Trader Index Month 5 15.98 11/2000
Diversified Trader Index Month 6 1.65 9/2000
Trend Following Strategy Index Month 3 1.65 9/2000
Systematic Trader Index Month 8 1.65 9/2000
IASG CTA Index 3 Year Rolling 5 112.61 1996 - 1999
IASG CTA Index 5 Year Rolling 2 482.27 1994 - 1999
Trend Following Strategy Index Month 7 -3.23 10/1999
Trend Following Strategy Index Month 8 4.11 9/1999
Systematic Trader Index Month 8 4.11 9/1999
Diversified Trader Index Month 9 4.11 9/1999
Systematic Trader Index Month 5 6.30 7/1999
Trend Following Strategy Index Month 2 6.30 7/1999
IASG CTA Index Month 5 6.30 7/1999
Diversified Trader Index Month 4 6.30 7/1999
Trend Following Strategy Index Month 4 2.01 1/1999
Systematic Trader Index Month 5 2.01 1/1999
Diversified Trader Index Month 6 2.01 1/1999
IASG CTA Index Month 10 2.01 1/1999
IASG CTA Index Year Rolling 10 35.81 1997 - 1998
IASG CTA Index 3 Year Rolling 1 267.52 1995 - 1998
IASG CTA Index 5 Year Rolling 1 392.82 1993 - 1998
Trend Following Strategy Index Month 7 0.57 10/1998
IASG CTA Index Month 7 32.07 8/1998
Diversified Trader Index Month 7 32.07 8/1998
Trend Following Strategy Index Month 7 32.07 8/1998
Systematic Trader Index Month 7 32.07 8/1998
Trend Following Strategy Index Month 9 2.04 6/1998
Diversified Trader Index Month 8 3.70 2/1998
IASG CTA Index Month 9 3.70 2/1998
Systematic Trader Index Month 8 3.70 2/1998
Trend Following Strategy Index Month 6 3.70 2/1998
IASG CTA Index Month 7 6.74 1/1998
Trend Following Strategy Index Month 7 6.74 1/1998
Systematic Trader Index Month 7 6.74 1/1998
Diversified Trader Index Month 7 6.74 1/1998
IASG CTA Index 5 Year Rolling 1 631.16 1992 - 1997
IASG CTA Index 3 Year Rolling 2 342.23 1994 - 1997
IASG CTA Index Year Rolling 3 61.47 1996 - 1997
Trend Following Strategy Index Month 10 -0.46 10/1997
Diversified Trader Index Month 7 8.00 9/1997
Systematic Trader Index Month 7 8.00 9/1997
Trend Following Strategy Index Month 7 8.00 9/1997
IASG CTA Index Month 7 8.00 9/1997
Trend Following Strategy Index Month 5 6.35 6/1997
Systematic Trader Index Month 5 6.35 6/1997
Diversified Trader Index Month 5 6.35 6/1997
IASG CTA Index Month 5 6.35 6/1997
Diversified Trader Index Month 10 2.47 5/1997
Trend Following Strategy Index Month 8 2.47 5/1997
Systematic Trader Index Month 9 2.47 5/1997
Diversified Trader Index Month 2 1.48 4/1997
Systematic Trader Index Month 2 1.48 4/1997
Trend Following Strategy Index Month 1 1.48 4/1997
IASG CTA Index Month 6 1.48 4/1997
Diversified Trader Index Month 4 7.72 3/1997
IASG CTA Index Month 4 7.72 3/1997
Trend Following Strategy Index Month 4 7.72 3/1997
Systematic Trader Index Month 4 7.72 3/1997
Trend Following Strategy Index Month 6 8.97 2/1997
IASG CTA Index Month 7 8.97 2/1997
Systematic Trader Index Month 7 8.97 2/1997
Diversified Trader Index Month 7 8.97 2/1997
Diversified Trader Index Month 3 18.53 1/1997
Systematic Trader Index Month 2 18.53 1/1997
Trend Following Strategy Index Month 2 18.53 1/1997
IASG CTA Index Month 3 18.53 1/1997

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.