Eckhardt Trading Company : Standard

Year-to-Date
2.27%
Jun Performance
2.32%
Min Investment
$ 20,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
19.20%
Sharpe (RFR=0.50%)
0.69
CAROR
12.57%
Assets
$ 153.5M
Worst DD
-27.11
S&P Correlation
0.02

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
8/1991
Standard 2.32 4.43 -2.27 -10.84 6.66 10.87 57.54 2,053.29
S&P 500 0.33 2.41 8.08 15.29 23.44 77.64 60.93 511.81
+/- S&P 500 1.99 2.02 -10.35 -26.13 -16.78 -66.77 -3.38 1,541.47

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
$ 20,000k
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
1200 RT/YR/$M
Avg. Margin-to-Equity
9%
Targeted Worst DD
N/A
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=0.50%)
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=0.50%)
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
-27.11 5 9 12/1/1991 5/1/1992
-24.00 27 35 4/1/2011 7/1/2013
-21.43 5 3 5/1/1995 10/1/1995
-18.87 2 7 12/1/1993 2/1/1994
-17.05 4 2 4/1/1996 8/1/1996
-16.88 17 5 2/1/1999 7/1/2000
-15.64 20 7 6/1/2008 2/1/2010
-14.62 9 - 6/1/2016 3/1/2017
-14.06 4 2 9/1/1994 1/1/1995
-10.98 5 4 2/1/2004 7/1/2004
-8.28 1 1 2/1/1993 3/1/1993
-8.20 2 4 2/1/1998 4/1/1998
-6.67 1 3 8/1/1993 9/1/1993
-6.40 2 3 1/1/2006 3/1/2006
-6.19 3 2 9/1/1997 12/1/1997
-5.51 1 1 11/1/1996 12/1/1996
-5.49 2 3 1/1/2002 3/1/2002
-5.40 1 2 1/1/1996 2/1/1996
-5.33 4 3 11/1/2006 3/1/2007
-4.71 5 1 11/1/2004 4/1/2005
-4.65 2 1 5/1/2001 7/1/2001
-4.58 4 1 7/1/2002 11/1/2002
-4.11 1 1 7/1/1997 8/1/1997
-3.54 1 4 6/1/2006 7/1/2006
-3.28 1 1 8/1/2001 9/1/2001
-3.24 1 3 12/1/2010 1/1/2011
-2.45 5 2 5/1/2003 10/1/2003
-2.36 1 2 10/1/2001 11/1/2001
-2.35 1 1 10/1/2010 11/1/2010
-2.22 1 1 12/1/2003 1/1/2004
-1.86 1 4 8/1/2005 9/1/2005
-1.76 1 1 7/1/2007 8/1/2007
-1.15 3 1 1/1/2001 4/1/2001
-1.00 1 1 1/1/0001 8/1/1991
-0.58 1 2 2/1/2003 3/1/2003
-0.20 1 1 6/1/2005 7/1/2005
-0.15 1 1 10/1/1998 11/1/1998
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Consecutive Gains

Run-up Length (Mos.) Start End
54.03 4 2/1/1995 5/1/1995
52.40 7 1/1/1997 7/1/1997
52.26 3 9/1/1996 11/1/1996
48.56 10 9/1/2007 6/1/2008
46.10 5 4/1/1993 8/1/1993
39.61 4 9/1/1991 12/1/1991
34.22 3 11/1/1995 1/1/1996
31.00 3 6/1/1992 8/1/1992
29.03 6 8/1/2000 1/1/2001
25.99 3 8/1/1998 10/1/1998
23.83 6 8/1/2014 1/1/2015
20.69 3 12/1/2002 2/1/2003
20.66 4 3/1/1994 6/1/1994
20.53 2 3/1/1996 4/1/1996
16.81 3 10/1/1993 12/1/1993
16.48 4 8/1/2004 11/1/2004
13.36 1 9/1/1994 9/1/1994
12.85 3 8/1/2010 10/1/2010
11.77 4 4/1/2007 7/1/2007
11.75 4 3/1/2010 6/1/2010
11.32 2 1/1/2016 2/1/2016
10.15 2 7/1/2012 8/1/2012
9.97 2 4/1/2012 5/1/2012
9.63 1 2/1/1993 2/1/1993
9.61 2 5/1/2005 6/1/2005
9.04 1 4/1/2011 4/1/2011
8.74 1 11/1/1994 11/1/1994
8.53 1 6/1/2016 6/1/2016
8.45 1 12/1/2010 12/1/2010
8.27 3 4/1/2006 6/1/2006
7.70 1 11/1/1992 11/1/1992
7.38 3 12/1/1998 2/1/1999
7.37 2 1/1/1998 2/1/1998
7.11 1 2/1/2014 2/1/2014
6.74 1 11/1/2009 11/1/2009
6.68 2 6/1/1999 7/1/1999
6.66 2 10/1/2006 11/1/2006
6.51 1 9/1/1997 9/1/1997
6.32 2 11/1/2013 12/1/2013
5.87 1 8/1/2001 8/1/2001
5.58 1 10/1/2001 10/1/2001
5.10 2 4/1/2003 5/1/2003
5.00 2 11/1/2016 12/1/2016
4.89 2 6/1/2002 7/1/2002
4.43 3 4/1/2017 6/1/2017
4.37 4 9/1/2008 12/1/2008
4.28 1 2/1/2004 2/1/2004
4.14 3 7/1/2009 9/1/2009
3.92 1 4/1/2002 4/1/2002
3.72 1 8/1/2005 8/1/2005
3.57 2 11/1/2003 12/1/2003
3.49 2 5/1/1998 6/1/1998
3.47 2 12/1/2001 1/1/2002
3.41 1 5/1/2009 5/1/2009
3.40 1 5/1/2001 5/1/2001
3.31 1 9/1/1999 9/1/1999
3.26 1 1/1/2013 1/1/2013
3.17 3 4/1/2014 6/1/2014
3.09 3 12/1/2011 2/1/2012
3.07 1 2/1/2011 2/1/2011
3.06 1 9/1/2015 9/1/2015
2.22 1 4/1/1992 4/1/1992
2.13 1 5/1/2015 5/1/2015
2.05 2 8/1/2013 9/1/2013
1.97 4 10/1/2005 1/1/2006
1.88 1 5/1/2000 5/1/2000
1.86 1 8/1/2006 8/1/2006
1.62 1 11/1/2015 11/1/2015
1.56 2 2/1/2005 3/1/2005
1.30 2 3/1/2013 4/1/2013
1.04 2 1/1/2007 2/1/2007
0.86 1 3/1/2009 3/1/2009
0.85 1 7/1/2011 7/1/2011
0.59 2 8/1/2003 9/1/2003
0.40 1 3/1/2001 3/1/2001
0.31 1 4/1/2016 4/1/2016
0.28 1 11/1/2012 11/1/2012
0.22 1 7/1/2015 7/1/2015
0.04 1 5/1/2004 5/1/2004
0.04 1 11/1/1999 11/1/1999
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Consecutive Losses

Run-up Length (Mos.) Start End
-26.14 3 1/1/1992 3/1/1992
-21.43 5 6/1/1995 10/1/1995
-18.87 2 1/1/1994 2/1/1994
-17.05 4 5/1/1996 8/1/1996
-14.18 4 8/1/2011 11/1/2011
-13.15 3 12/1/2009 2/1/2010
-13.11 4 7/1/2016 10/1/2016
-11.69 2 12/1/1994 1/1/1995
-10.83 3 3/1/1999 5/1/1999
-10.50 1 10/1/1994 10/1/1994
-9.99 3 5/1/2013 7/1/2013
-9.05 2 5/1/2011 6/1/2011
-8.78 2 9/1/2012 10/1/2012
-8.68 2 7/1/1994 8/1/1994
-8.28 1 3/1/1993 3/1/1993
-8.20 2 3/1/1998 4/1/1998
-8.03 2 7/1/2008 8/1/2008
-7.41 1 12/1/2015 12/1/2015
-6.71 1 6/1/2012 6/1/2012
-6.67 1 9/1/1993 9/1/1993
-6.42 3 1/1/2017 3/1/2017
-6.40 2 2/1/2006 3/1/2006
-6.24 2 6/1/2004 7/1/2004
-6.19 3 10/1/1997 12/1/1997
-5.92 2 12/1/1992 1/1/1993
-5.62 1 8/1/1999 8/1/1999
-5.59 5 12/1/1999 4/1/2000
-5.51 1 12/1/1996 12/1/1996
-5.49 2 2/1/2002 3/1/2002
-5.48 2 9/1/1992 10/1/1992
-5.40 1 2/1/1996 2/1/1996
-5.09 2 3/1/2004 4/1/2004
-5.06 1 6/1/2009 6/1/2009
-5.02 1 3/1/2014 3/1/2014
-4.85 1 10/1/2009 10/1/2009
-4.82 1 6/1/2015 6/1/2015
-4.69 1 8/1/2015 8/1/2015
-4.65 2 6/1/2001 7/1/2001
-4.58 4 8/1/2002 11/1/2002
-4.46 2 12/1/2004 1/1/2005
-4.36 1 7/1/2014 7/1/2014
-4.12 2 6/1/2000 7/1/2000
-4.11 1 8/1/1997 8/1/1997
-4.07 1 3/1/2007 3/1/2007
-3.54 1 7/1/2006 7/1/2006
-3.45 1 5/1/1992 5/1/1992
-3.28 1 9/1/2001 9/1/2001
-3.24 1 1/1/2011 1/1/2011
-2.86 1 10/1/1999 10/1/1999
-2.76 3 2/1/2015 4/1/2015
-2.47 1 3/1/2012 3/1/2012
-2.38 1 1/1/2014 1/1/2014
-2.36 1 11/1/2001 11/1/2001
-2.35 1 11/1/2010 11/1/2010
-2.34 2 6/1/2003 7/1/2003
-2.33 1 12/1/2006 12/1/2006
-2.22 1 1/1/2004 1/1/2004
-2.13 1 3/1/2016 3/1/2016
-2.06 1 5/1/2016 5/1/2016
-1.87 1 7/1/2010 7/1/2010
-1.86 1 9/1/2005 9/1/2005
-1.79 1 4/1/2009 4/1/2009
-1.79 1 9/1/2006 9/1/2006
-1.79 1 4/1/2005 4/1/2005
-1.76 1 8/1/2007 8/1/2007
-1.61 2 1/1/2009 2/1/2009
-1.59 1 7/1/1998 7/1/1998
-1.48 1 3/1/2011 3/1/2011
-1.27 1 2/1/2013 2/1/2013
-1.07 1 2/1/2001 2/1/2001
-1.00 1 8/1/1991 8/1/1991
-0.70 1 10/1/2003 10/1/2003
-0.68 1 10/1/2015 10/1/2015
-0.68 1 5/1/2002 5/1/2002
-0.58 1 3/1/2003 3/1/2003
-0.48 1 4/1/2001 4/1/2001
-0.20 1 7/1/2005 7/1/2005
-0.15 1 11/1/1998 11/1/1998
-0.10 1 10/1/2013 10/1/2013
-0.07 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 Periods311.00309.00306.00300.00294.00288.00276.00264.00252.00
Percent Profitable57.5662.1465.0374.0081.9787.1592.7595.8396.03
Average Period Return1.143.436.7914.4222.5831.5851.6374.75102.79
Average Gain4.418.3913.1921.6629.0537.5056.2278.10107.19
Average Loss-3.29-4.72-5.11-6.21-6.87-8.53-7.20-2.25-3.85
Best Period27.9252.2673.28116.62137.40183.09238.10316.28412.24
Worst Period-18.30-26.14-20.29-19.58-18.41-17.15-17.60-3.95-9.31
Standard Deviation5.549.7413.7321.0428.1336.6255.8776.57104.08
Gain Standard Deviation4.668.7212.7819.7427.0135.5555.4276.47103.88
Loss Standard Deviation2.974.374.194.303.894.354.801.212.68
Sharpe Ratio (1%)0.200.340.480.660.780.840.900.950.96
Average Gain / Average Loss1.341.782.583.494.234.407.8134.6727.81
Profit / Loss Ratio1.822.924.809.9319.2429.8399.92797.39673.09
Downside Deviation (10%)3.094.545.156.196.617.117.118.1510.11
Downside Deviation (5%)2.914.004.024.063.633.752.660.911.38
Downside Deviation (0%)2.883.953.903.843.343.422.310.520.92
Sortino Ratio (10%)0.240.480.841.522.273.005.056.537.43
Sortino Ratio (5%)0.380.821.633.436.028.1618.8379.7472.50
Sortino Ratio (0%)0.400.871.743.756.759.2322.32144.74111.79

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 7 1.83 6/2006
Diversified Trader Index Month 9 1.83 6/2006
Diversified Trader Index Month 9 4.40 8/2004
Systematic Trader Index Month 8 4.40 8/2004
Trend Following Strategy Index Month 6 4.40 8/2004
Trend Following Strategy Index Month 10 0.86 11/2003
Trend Following Strategy Index Month 10 -0.58 3/2003
Systematic Trader Index Month 5 3.92 4/2002
IASG CTA Index Month 7 3.92 4/2002
Trend Following Strategy Index Month 3 3.92 4/2002
Diversified Trader Index Month 5 3.92 4/2002
Diversified Trader Index Month 4 2.69 1/2002
Trend Following Strategy Index Month 4 2.69 1/2002
Systematic Trader Index Month 5 2.69 1/2002
IASG CTA Index Month 7 2.69 1/2002
Trend Following Strategy Index Month 6 -2.36 11/2001
Diversified Trader Index Month 9 -2.36 11/2001
Diversified Trader Index Month 9 -0.48 4/2001
Trend Following Strategy Index Month 4 -0.48 4/2001
IASG CTA Index 5 Year Rolling 4 209.11 1995 - 2000
Trend Following Strategy Index Month 10 12.30 11/2000
IASG CTA Index Month 10 12.30 11/2000
Systematic Trader Index Month 10 12.30 11/2000
Diversified Trader Index Month 10 12.30 11/2000
Systematic Trader Index Month 9 1.48 9/2000
Trend Following Strategy Index Month 4 1.48 9/2000
Diversified Trader Index Month 7 1.48 9/2000
IASG CTA Index 5 Year Rolling 4 286.12 1994 - 1999
Trend Following Strategy Index Month 4 -2.86 10/1999
Diversified Trader Index Month 9 -2.86 10/1999
Trend Following Strategy Index Month 3 5.18 7/1999
Diversified Trader Index Month 5 5.18 7/1999
Systematic Trader Index Month 6 5.18 7/1999
IASG CTA Index Month 6 5.18 7/1999
Diversified Trader Index Month 7 1.49 1/1999
Systematic Trader Index Month 7 1.49 1/1999
Trend Following Strategy Index Month 5 1.49 1/1999
IASG CTA Index 5 Year Rolling 5 240.02 1993 - 1998
IASG CTA Index 3 Year Rolling 2 174.53 1995 - 1998
Trend Following Strategy Index Month 8 0.39 10/1998
IASG CTA Index 3 Year Rolling 3 218.22 1994 - 1997
IASG CTA Index 5 Year Rolling 3 322.53 1992 - 1997
IASG CTA Index Year Rolling 6 46.01 1996 - 1997
Trend Following Strategy Index Month 9 -0.41 10/1997
Trend Following Strategy Index Month 9 6.51 9/1997
IASG CTA Index Month 10 6.51 9/1997
Diversified Trader Index Month 9 6.51 9/1997
Systematic Trader Index Month 10 6.51 9/1997
Trend Following Strategy Index Month 6 5.39 6/1997
Systematic Trader Index Month 6 5.39 6/1997
Diversified Trader Index Month 6 5.39 6/1997
IASG CTA Index Month 7 5.39 6/1997
Systematic Trader Index Month 10 1.89 5/1997
Trend Following Strategy Index Month 9 1.89 5/1997
IASG CTA Index Month 8 1.24 4/1997
Trend Following Strategy Index Month 3 1.24 4/1997
Systematic Trader Index Month 4 1.24 4/1997
Diversified Trader Index Month 4 1.24 4/1997
IASG CTA Index Month 5 6.60 3/1997
Trend Following Strategy Index Month 5 6.60 3/1997
Diversified Trader Index Month 5 6.60 3/1997
Systematic Trader Index Month 5 6.60 3/1997
IASG CTA Index Month 7 12.66 1/1997
Diversified Trader Index Month 5 12.66 1/1997
Systematic Trader Index Month 4 12.66 1/1997
Trend Following Strategy Index Month 4 12.66 1/1997
IASG CTA Index Year Rolling 5 47.94 1995 - 1996
IASG CTA Index 5 Year Rolling 5 168.38 1991 - 1996
IASG CTA Index 3 Year Rolling 8 83.22 1993 - 1996
Trend Following Strategy Index Month 9 11.43 11/1996
Systematic Trader Index Month 9 11.43 11/1996
Diversified Trader Index Month 9 11.43 11/1996
IASG CTA Index Month 10 11.43 11/1996
Diversified Trader Index Month 7 17.55 9/1996
IASG CTA Index Month 7 17.55 9/1996
Systematic Trader Index Month 7 17.55 9/1996
Trend Following Strategy Index Month 7 17.55 9/1996
IASG CTA Index Month 6 17.48 4/1996
Diversified Trader Index Month 6 17.48 4/1996
Systematic Trader Index Month 6 17.48 4/1996
Trend Following Strategy Index Month 6 17.48 4/1996
Trend Following Strategy Index Month 10 2.60 3/1996
Diversified Trader Index Month 10 -5.40 2/1996
Trend Following Strategy Index Month 8 -5.40 2/1996
Diversified Trader Index Month 8 8.72 1/1996
IASG CTA Index Month 8 8.72 1/1996
Systematic Trader Index Month 6 8.72 1/1996
Trend Following Strategy Index Month 6 8.72 1/1996
IASG CTA Index Year Rolling 9 47.33 1994 - 1995
IASG CTA Index 3 Year Rolling 10 95.62 1992 - 1995
Trend Following Strategy Index Month 10 13.01 12/1995
Diversified Trader Index Month 4 9.24 11/1995
Systematic Trader Index Month 4 9.24 11/1995
IASG CTA Index Month 4 9.24 11/1995
Trend Following Strategy Index Month 4 9.24 11/1995
IASG CTA Index Month 3 20.13 5/1995
Trend Following Strategy Index Month 3 20.13 5/1995
Systematic Trader Index Month 3 20.13 5/1995
Diversified Trader Index Month 3 20.13 5/1995
Trend Following Strategy Index Month 5 -1.39 1/1995

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