Esulep LLC MAX : Index Opportunity Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 3.77% Sep Performance 0.41% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 1.75% Sharpe (RFR=1%) 1.73 CAROR - Assets $ 4.0M Worst DD -0.46 S&P Correlation -0.20 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since6/2018 Index Opportunity Program 0.41 0.82 3.77 5.71 - - - 5.47 S&P 500 1.72 1.19 18.74 2.15 - - - 9.50 +/- S&P 500 -1.31 -0.37 -14.96 3.57 - - - -4.03 Strategy Description SummaryEsulep's newest Investment Program for market-neutral Absolute Returns, looking to continue the manager's +7.3% net annualized returns from 2008 to 2018 earned in its flagship Fund. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.... 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% Composition Stock Indices 100.00% SummaryEsulep's newest Investment Program for market-neutral Absolute Returns, looking to continue the manager's +7.3% net annualized returns from 2008 to 2018 earned in its flagship Fund. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 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 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.65 7 3/1/2019 9/1/2019 2.23 4 10/1/2018 1/1/2019 0.38 2 7/1/2018 8/1/2018 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods16.0014.0011.00 Percent Profitable81.2585.71100.00 Average Period Return0.331.122.37 Average Gain0.481.322.37 Average Loss-0.28-0.05 Best Period1.322.753.37 Worst Period-0.46-0.080.55 Standard Deviation0.500.970.78 Gain Standard Deviation0.440.910.78 Loss Standard Deviation0.160.05 Sharpe Ratio (1%)0.500.902.40 Average Gain / Average Loss1.7028.73 Profit / Loss Ratio7.37172.41 Downside Deviation (10%)0.350.700.64 Downside Deviation (5%)0.170.12 Downside Deviation (0%)0.130.02 Sortino Ratio (10%)-0.21-0.15-0.15 Sortino Ratio (5%)1.507.16 Sortino Ratio (0%)2.5051.15 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. x {{title}} x {{title}} Add Cancel