Esulep LLC MAX : Index Opportunity Program

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

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 Since
6/2018
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

Summary

Esulep'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%

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Esulep'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.

   

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
-0.46 1 5 1/1/0001 6/1/2018
-0.23 1 1 1/1/2019 2/1/2019
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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
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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
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.