EcoFutures : ECOFUTURES

archived programs
Year-to-Date
N / A
Apr Performance
0.03%
Min Investment
$ 25k
Mgmt. Fee
2.25%
Perf. Fee
20.00%
Annualized Vol
28.55%
Sharpe (RFR=1%)
1.22
CAROR
-
Assets
$ 173k
Worst DD
-15.64
S&P Correlation
0.50

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
1/2010
ECOFUTURES 0.03 - - - - - 6.51 52.73
S&P 500 2.85 - - - - - 9.14 201.36
+/- S&P 500 -2.82 - - - - - -2.63 -148.62

Strategy Description

Summary

Eco Futures LLC - Diversified Program The advisor uses a fundamentally based discretionary approach to trading. Our trading decisions are determined by first analyzing global events and general economic factors as well as studying fundamental supply and demand factors. We employ a... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 2.25%
Performance Fee 20.00%
Average Commission $24.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 15-30 Days
Investor Requirements Any Investor
Lock-up Period 6

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD -20.00%
Worst Peak-to-Trough 10.00%
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 50.00%
4-12 Months 25.00%
1-3 Months 0%
1-30 Days 25.00%
Intraday 0%

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Fundamental
50.00%
Technical
25.00%
Trend-following
25.00%
Strategy Pie Chart

Composition

Softs
50.00%
Precious Metals
25.00%
Grains
15.00%
Energy
10.00%
Composition Pie Chart

Summary

Eco Futures LLC - Diversified Program The advisor uses a fundamentally based discretionary approach to trading. Our trading decisions are determined by first analyzing global events and general economic factors as well as studying fundamental supply and demand factors. We employ a trading system that involves technical trend analysis and money management principles. Our fundamental, technical, and statistical analyses are used to determine the parameters of the trades, taking into account the most favorable risk/reward scenario.

Investment Strategy

Dr. Paul Trentalange RIA, has owned and operated two successful healthcare facilities for the past 20 years in conjunction with coordinating all aspects of investment management activities and record keeping. He simultaneously tracked Market Trends and made trades for members of his family and friends from 1993- Present. Dr. Trentalange is the Co-Founder of Evolution Investment Group a fee for service Investment Advisor. Dr. Trentalange is currently registered with the Commodity Futures Trading Commission as an associated person. On March 12, 2008 he became listed as a principal of EcoFutures LLC CTA and on March 12, 2008.

   

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
-15.64 3 - 12/1/2010 3/1/2011
-6.84 3 2 4/1/2010 7/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
73.09 5 8/1/2010 12/1/2010
12.24 4 1/1/2010 4/1/2010
0.03 1 4/1/2011 4/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.64 3 1/1/2011 3/1/2011
-6.84 3 5/1/2010 7/1/2010
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods16.0014.0011.00
Percent Profitable62.5064.29100.00
Average Period Return2.9811.0828.17
Average Gain7.1121.8628.17
Average Loss-3.91-8.32
Best Period23.0948.8471.03
Worst Period-7.39-15.641.31
Standard Deviation8.2420.1025.16
Gain Standard Deviation7.6716.6225.16
Loss Standard Deviation2.655.30
Sharpe Ratio (1%)0.350.541.10
Average Gain / Average Loss1.822.63
Profit / Loss Ratio3.034.73
Downside Deviation (10%)3.036.370.35
Downside Deviation (5%)2.865.86
Downside Deviation (0%)2.815.73
Sortino Ratio (10%)0.851.5573.64
Sortino Ratio (5%)1.011.85
Sortino Ratio (0%)1.061.94

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.