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/ Esulep LLC MAX / Index Opportunity Program

Esulep LLC MAX : Index Opportunity Program

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Year-to-Date
0.02%
Jan Performance
-0.02%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
1.61%
Sharpe (RFR=1%)
1.72
CAROR
-
Assets
$ 0k
Worst DD
-0.46
S&P Correlation
-0.20
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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 Jan Qtr 2020 1yr 3yr 5yr 10yr Since
6/2018
Index Opportunity Program -0.02 - -0.02 -0.02 - - - 6.08
S&P 500 -0.16 - -0.16 19.27 - - - 38.16
+/- S&P 500 0.14 - 0.14 -19.29 - - - -32.08

Strategy Description

Summary

Esulep's newest Investment Program designed for market-neutral Absolute Returns.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THERE IS GREAT RISK IN THE PROGRAM INCLUDING POSSIBLE RAPID LOSS, AND FUTURES INVESTMENT IS NOT FOR EVERBODY.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 250k
CTA Max Funding Factor 1.00
Management Fee 1.00%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency 7-14 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 6000 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 8.00%
1-3 Months 10.00%
1-30 Days 80.00%
Intraday 2.00%

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Arbitrage
5.00%
Counter-trend
1.00%
Fundamental
5.00%
Option-purchasing
5.00%
Option-spreads
60.00%
Option-writing
1.00%
Pattern Recognition
1.00%
Seasonal/cyclical
1.00%
Technical
20.00%
Trend-following
1.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Esulep's newest Investment Program designed for market-neutral Absolute Returns.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THERE IS GREAT RISK IN THE PROGRAM INCLUDING POSSIBLE RAPID LOSS, AND FUTURES INVESTMENT IS NOT FOR EVERBODY.

   

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

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
-0.46 1 5 1/1/0001 6/1/2018
-0.23 1 1 1/1/2019 2/1/2019
-0.02 1 - 12/1/2019 1/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
4.27 10 3/1/2019 12/1/2019
2.23 4 10/1/2018 1/1/2019
0.38 2 7/1/2018 8/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.46 1 6/1/2018 6/1/2018
-0.23 1 2/1/2019 2/1/2019
-0.15 1 9/1/2018 9/1/2018
-0.02 1 1/1/2020 1/1/2020
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods20.0018.0015.009.00
Percent Profitable80.0088.89100.00100.00
Average Period Return0.301.022.334.88
Average Gain0.421.162.334.88
Average Loss-0.22-0.05
Best Period1.322.753.605.89
Worst Period-0.46-0.080.553.24
Standard Deviation0.460.880.850.85
Gain Standard Deviation0.410.840.850.85
Loss Standard Deviation0.180.05
Sharpe Ratio (1%)0.470.882.164.55
Average Gain / Average Loss1.9725.22
Profit / Loss Ratio7.90201.77
Downside Deviation (10%)0.340.680.700.70
Downside Deviation (5%)0.150.11
Downside Deviation (0%)0.120.02
Sortino Ratio (10%)-0.33-0.30-0.20-0.17
Sortino Ratio (5%)1.417.19
Sortino Ratio (0%)2.4752.83

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.

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