Eckhardt Trading Company : Global Financial

archived programs
Year-to-Date
N / A
Apr Performance
2.78%
Min Investment
$ 10,000k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
12.75%
Sharpe (RFR=1%)
0.59
CAROR
8.53%
Assets
$ 9.2M
Worst DD
-16.15
S&P Correlation
-0.20

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
11/1997
Global Financial 2.78 - - - - - - 176.17
S&P 500 1.48 - - - - - - 262.58
+/- S&P 500 1.30 - - - - - - -86.41

Strategy Description

Summary

-The Standard Program & the Standard Program-Higher Leveraged (formerly called the Higher Leveraged Program) both trade the same portfolio of “Futures Interests” (as described below). The programs differ only with respect to position sizes. The Standard Program - Higher Leveraged trades... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 10,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Anytime
Redemption Frequency Anytime
Investor Requirements Accredited Investors
Lock-up Period 0

Trading

Trading Frequency 1047 RT/YR/$M
Avg. Margin-to-Equity 6%
Targeted Worst DD
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 100.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Summary

-The Standard Program & the Standard Program-Higher Leveraged (formerly called the Higher Leveraged Program) both trade the same portfolio of “Futures Interests” (as described below). The programs differ only with respect to position sizes. The Standard Program - Higher Leveraged trades larger position sizes, currently averaging approximately 20% larger than those of the Standard Program. (Such percentage is subject to change and certain individual positions, from time to time, may be up to 100% larger.) Therefore, the Standard Program-Higher Leveraged entails a greater degree of risk than the Standard Program. ETC began managing accounts according to the Standard Program in August 1991 and the Standard Program-Higher Leveraged in October 1991. For these programs, ETC primarily engages in trading financial and commodity futures contracts on U.S. and non-U.S. exchanges. Currently the market groups or contracts traded by ETC in the Standard Program and Standard Program-Higher Leveraged include, but are not limited to, U.S. and international interest rates, stock indices, currencies and cross-rates, metals, energy products, grains and soft markets. ETC may add or delete markets and/or exchanges at its discretion. The Global Financial Program has traded a portfolio of financial futures since its inception in November 1997; beginning mid-July 2005, the program became eligible to receive new trading signals in U.S. energy markets. The Global Financial Program is based on the same trading approach and position sizing utilized for the Standard Program. The difference between the two programs is in the markets traded. The Global Financial Program trades the financial, and a subset of energy markets, currently traded for the Standard Program and also trades a few financial markets not included in the Standard Program. Markets traded include but not limited to, U.S. Canadian, and other international interest rates, currencies and cross-rates, stock indices, and energy contracts. The Global Financial Program-Higher Leveraged, which began trading in April 2008, is accepting managed accounts but is not currently trading. This program differs from the Global Financial Program only with respect to position sizes. The Global Financial Program-Higher Leveraged trades larger position sizes, which are currently averaging approximately 50% larger than those of the Global Financial Program. (Such percentage is subject to change and certain individual positions, from time to time, may be up to 100% larger.) Therefore, the Global Financial Program-Higher Leveraged entails a greater degree of risk than the Global Financial Program.

   

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
-16.15 15 - 12/1/2008 3/1/2010
-14.96 17 5 2/1/1999 7/1/2000
-14.94 5 11 2/1/2004 7/1/2004
-11.10 5 4 11/1/1997 4/1/1998
-9.54 9 8 6/1/2005 3/1/2006
-4.77 1 2 5/1/2001 6/1/2001
-4.26 1 4 1/1/2002 2/1/2002
-3.51 2 3 6/1/2008 8/1/2008
-3.12 3 1 12/1/2006 3/1/2007
-3.07 1 2 10/1/2001 11/1/2001
-2.58 1 1 8/1/2001 9/1/2001
-2.57 1 2 6/1/2003 7/1/2003
-2.30 1 1 12/1/2003 1/1/2004
-1.64 1 2 9/1/2003 10/1/2003
-1.03 1 3 1/1/2001 2/1/2001
-0.85 2 1 9/1/2002 11/1/2002
-0.73 1 1 7/1/2007 8/1/2007
-0.08 1 1 12/1/2002 1/1/2003
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Consecutive Gains

Run-up Length (Mos.) Start End
38.72 7 8/1/1998 2/1/1999
28.66 3 11/1/2000 1/1/2001
28.63 10 9/1/2007 6/1/2008
14.38 4 4/1/2007 7/1/2007
14.32 3 10/1/2006 12/1/2006
11.87 7 3/1/2002 9/1/2002
11.04 5 2/1/2003 6/1/2003
10.72 2 10/1/2004 11/1/2004
9.52 3 4/1/2005 6/1/2005
9.36 2 7/1/2001 8/1/2001
7.55 3 4/1/2006 6/1/2006
7.49 1 12/1/2002 12/1/2002
7.26 1 10/1/2001 10/1/2001
5.98 4 9/1/2008 12/1/2008
4.55 2 6/1/1999 7/1/1999
4.00 1 8/1/2004 8/1/2004
3.66 2 12/1/2001 1/1/2002
3.63 2 1/1/1998 2/1/1998
3.53 2 5/1/1998 6/1/1998
2.98 2 8/1/2003 9/1/2003
2.96 1 2/1/2004 2/1/2004
2.92 2 11/1/2003 12/1/2003
2.78 1 4/1/2010 4/1/2010
2.71 1 11/1/2009 11/1/2009
2.50 3 3/1/2001 5/1/2001
2.05 2 8/1/2000 9/1/2000
1.91 1 9/1/2009 9/1/2009
1.88 1 8/1/2005 8/1/2005
1.75 1 8/1/2006 8/1/2006
1.32 1 2/1/2005 2/1/2005
1.20 1 11/1/1997 11/1/1997
1.17 2 10/1/2005 11/1/2005
1.05 2 2/1/2009 3/1/2009
0.86 1 5/1/2009 5/1/2009
0.53 1 7/1/2009 7/1/2009
0.42 1 2/1/2010 2/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-14.94 5 3/1/2004 7/1/2004
-13.46 12 8/1/1999 7/1/2000
-10.83 2 12/1/2009 1/1/2010
-7.96 2 3/1/1998 4/1/1998
-7.26 4 12/1/2005 3/1/2006
-6.80 1 12/1/1997 12/1/1997
-6.01 3 3/1/1999 5/1/1999
-5.09 1 10/1/2009 10/1/2009
-4.77 1 6/1/2001 6/1/2001
-4.26 1 2/1/2002 2/1/2002
-4.16 2 12/1/2004 1/1/2005
-4.02 1 7/1/2006 7/1/2006
-3.51 2 7/1/2008 8/1/2008
-3.44 1 9/1/2005 9/1/2005
-3.12 3 1/1/2007 3/1/2007
-3.07 1 11/1/2001 11/1/2001
-2.67 1 6/1/2009 6/1/2009
-2.58 1 9/1/2001 9/1/2001
-2.57 1 7/1/2003 7/1/2003
-2.30 1 1/1/2004 1/1/2004
-2.02 1 4/1/2009 4/1/2009
-2.00 1 7/1/1998 7/1/1998
-1.99 1 7/1/2005 7/1/2005
-1.64 1 10/1/2003 10/1/2003
-1.50 1 9/1/2006 9/1/2006
-1.39 1 1/1/2009 1/1/2009
-1.34 1 9/1/2004 9/1/2004
-1.17 1 3/1/2010 3/1/2010
-1.03 1 2/1/2001 2/1/2001
-1.02 1 8/1/2009 8/1/2009
-0.85 2 10/1/2002 11/1/2002
-0.73 1 8/1/2007 8/1/2007
-0.50 1 3/1/2005 3/1/2005
-0.24 1 10/1/2000 10/1/2000
-0.08 1 1/1/2003 1/1/2003
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods149.00148.00145.00139.00133.00127.00115.00103.0091.00
Percent Profitable58.3957.4364.8372.6679.7090.5597.3999.0398.90
Average Period Return0.712.675.4111.5817.4523.7038.3848.3260.87
Average Gain2.747.4911.5518.9623.8227.1139.8949.2361.93
Average Loss-2.14-3.83-5.90-8.06-7.54-8.94-17.85-44.00-34.12
Best Period22.90114.57141.78187.53213.39220.47186.8182.37113.95
Worst Period-6.80-48.38-50.35-50.15-51.69-48.60-50.31-44.00-34.12
Standard Deviation3.6812.1715.8121.4624.7126.1126.2920.0921.00
Gain Standard Deviation3.3213.2415.8220.2423.3024.7724.6517.9618.54
Loss Standard Deviation1.786.257.288.079.7012.9928.13
Sharpe Ratio (1%)0.170.200.310.490.650.831.342.202.66
Average Gain / Average Loss1.281.951.962.353.163.032.231.121.81
Profit / Loss Ratio1.802.643.616.2512.4029.0783.44114.12163.34
Downside Deviation (10%)2.005.236.568.078.267.527.606.586.47
Downside Deviation (5%)1.834.845.726.315.925.105.044.744.11
Downside Deviation (0%)1.794.765.525.935.474.714.704.343.58
Sortino Ratio (10%)0.150.280.450.811.191.792.984.075.13
Sortino Ratio (5%)0.340.500.861.682.694.267.029.3513.56
Sortino Ratio (0%)0.400.560.981.953.195.048.1711.1517.02

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.